NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 13-Sep-2023
Day Change Summary
Previous Current
12-Sep-2023 13-Sep-2023 Change Change % Previous Week
Open 83.59 84.75 1.16 1.4% 81.97
High 85.08 85.32 0.24 0.3% 83.85
Low 83.59 84.33 0.74 0.9% 81.46
Close 84.80 84.58 -0.22 -0.3% 83.53
Range 1.49 0.99 -0.50 -33.6% 2.39
ATR 1.49 1.46 -0.04 -2.4% 0.00
Volume 40,450 28,403 -12,047 -29.8% 145,349
Daily Pivots for day following 13-Sep-2023
Classic Woodie Camarilla DeMark
R4 87.71 87.14 85.12
R3 86.72 86.15 84.85
R2 85.73 85.73 84.76
R1 85.16 85.16 84.67 84.95
PP 84.74 84.74 84.74 84.64
S1 84.17 84.17 84.49 83.96
S2 83.75 83.75 84.40
S3 82.76 83.18 84.31
S4 81.77 82.19 84.04
Weekly Pivots for week ending 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 90.12 89.21 84.84
R3 87.73 86.82 84.19
R2 85.34 85.34 83.97
R1 84.43 84.43 83.75 84.89
PP 82.95 82.95 82.95 83.17
S1 82.04 82.04 83.31 82.50
S2 80.56 80.56 83.09
S3 78.17 79.65 82.87
S4 75.78 77.26 82.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.32 82.39 2.93 3.5% 1.20 1.4% 75% True False 32,236
10 85.32 78.51 6.81 8.1% 1.41 1.7% 89% True False 34,724
20 85.32 76.10 9.22 10.9% 1.46 1.7% 92% True False 27,960
40 85.32 73.05 12.27 14.5% 1.48 1.8% 94% True False 22,439
60 85.32 66.88 18.44 21.8% 1.53 1.8% 96% True False 20,437
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 89.53
2.618 87.91
1.618 86.92
1.000 86.31
0.618 85.93
HIGH 85.32
0.618 84.94
0.500 84.83
0.382 84.71
LOW 84.33
0.618 83.72
1.000 83.34
1.618 82.73
2.618 81.74
4.250 80.12
Fisher Pivots for day following 13-Sep-2023
Pivot 1 day 3 day
R1 84.83 84.46
PP 84.74 84.33
S1 84.66 84.21

These figures are updated between 7pm and 10pm EST after a trading day.

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