NYMEX Light Sweet Crude Oil Future March 2024

Trading Metrics calculated at close of trading on 18-Sep-2023

Day Change Summary
	Previous	Current
	15-Sep-2023	18-Sep-2023	Change	Change %	Previous Week
Open	86.28	85.80	-0.48	-0.6%	83.15
High	86.67	86.49	-0.18	-0.2%	86.67
Low	85.12	85.30	0.18	0.2%	83.10
Close	85.85	85.70	-0.15	-0.2%	85.85
Range	1.55	1.19	-0.36	-23.2%	3.57
ATR	1.49	1.47	-0.02	-1.4%	0.00
Volume	49,273	54,274	5,001	10.1%	185,342

Daily Pivots for day following 18-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	89.40	88.74	86.35
R3	88.21	87.55	86.03
R2	87.02	87.02	85.92
R1	86.36	86.36	85.81	86.10
PP	85.83	85.83	85.83	85.70
S1	85.17	85.17	85.59	84.91
S2	84.64	84.64	85.48
S3	83.45	83.98	85.37
S4	82.26	82.79	85.05

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	95.92	94.45	87.81
R3	92.35	90.88	86.83
R2	88.78	88.78	86.50
R1	87.31	87.31	86.18	88.05
PP	85.21	85.21	85.21	85.57
S1	83.74	83.74	85.52	84.48
S2	81.64	81.64	85.20
S3	78.07	80.17	84.87
S4	74.50	76.60	83.89

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	86.67	83.59	3.08	3.6%	1.37	1.6%	69%	False	False	41,437
10	86.67	81.46	5.21	6.1%	1.43	1.7%	81%	False	False	38,496
20	86.67	76.10	10.57	12.3%	1.43	1.7%	91%	False	False	31,647
40	86.67	74.34	12.33	14.4%	1.50	1.7%	92%	False	False	24,794
60	86.67	66.88	19.79	23.1%	1.49	1.7%	95%	False	False	21,951

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	91.55
2.618	89.61
1.618	88.42
1.000	87.68
0.618	87.23
HIGH	86.49
0.618	86.04
0.500	85.90
0.382	85.75
LOW	85.30
0.618	84.56
1.000	84.11
1.618	83.37
2.618	82.18
4.250	80.24

Fisher Pivots for day following 18-Sep-2023
Pivot	1 day	3 day
R1	85.90	85.71
PP	85.83	85.71
S1	85.77	85.70

Download as Excel Spreadsheet

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

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