NYMEX Light Sweet Crude Oil Future March 2024

Trading Metrics calculated at close of trading on 21-Sep-2023

Day Change Summary
	Previous	Current
	20-Sep-2023	21-Sep-2023	Change	Change %	Previous Week
Open	85.62	84.63	-0.99	-1.2%	83.15
High	85.81	85.66	-0.15	-0.2%	86.67
Low	84.35	83.75	-0.60	-0.7%	83.10
Close	84.74	84.74	0.00	0.0%	85.85
Range	1.46	1.91	0.45	30.8%	3.57
ATR	1.45	1.48	0.03	2.3%	0.00
Volume	38,863	36,540	-2,323	-6.0%	185,342

Daily Pivots for day following 21-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	90.45	89.50	85.79
R3	88.54	87.59	85.27
R2	86.63	86.63	85.09
R1	85.68	85.68	84.92	86.16
PP	84.72	84.72	84.72	84.95
S1	83.77	83.77	84.56	84.25
S2	82.81	82.81	84.39
S3	80.90	81.86	84.21
S4	78.99	79.95	83.69

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	86.68	83.75	2.93	3.5%	1.46	1.7%	34%	False	True	48,907
10	86.68	82.39	4.29	5.1%	1.40	1.6%	55%	False	False	41,919
20	86.68	76.13	10.55	12.4%	1.45	1.7%	82%	False	False	35,454
40	86.68	76.10	10.58	12.5%	1.50	1.8%	82%	False	False	26,997
60	86.68	67.32	19.36	22.8%	1.49	1.8%	90%	False	False	23,435
80	86.68	65.63	21.05	24.8%	1.64	1.9%	91%	False	False	21,529

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.28
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	93.78
2.618	90.66
1.618	88.75
1.000	87.57
0.618	86.84
HIGH	85.66
0.618	84.93
0.500	84.71
0.382	84.48
LOW	83.75
0.618	82.57
1.000	81.84
1.618	80.66
2.618	78.75
4.250	75.63

Fisher Pivots for day following 21-Sep-2023
Pivot	1 day	3 day
R1	84.73	85.22
PP	84.72	85.06
S1	84.71	84.90

Download as Excel Spreadsheet

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

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