NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 22-Sep-2023
Day Change Summary
Previous Current
21-Sep-2023 22-Sep-2023 Change Change % Previous Week
Open 84.63 84.73 0.10 0.1% 85.80
High 85.66 85.54 -0.12 -0.1% 86.68
Low 83.75 83.97 0.22 0.3% 83.75
Close 84.74 84.13 -0.61 -0.7% 84.13
Range 1.91 1.57 -0.34 -17.8% 2.93
ATR 1.48 1.49 0.01 0.4% 0.00
Volume 36,540 59,934 23,394 64.0% 255,198
Daily Pivots for day following 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 89.26 88.26 84.99
R3 87.69 86.69 84.56
R2 86.12 86.12 84.42
R1 85.12 85.12 84.27 84.84
PP 84.55 84.55 84.55 84.40
S1 83.55 83.55 83.99 83.27
S2 82.98 82.98 83.84
S3 81.41 81.98 83.70
S4 79.84 80.41 83.27
Weekly Pivots for week ending 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 93.64 91.82 85.74
R3 90.71 88.89 84.94
R2 87.78 87.78 84.67
R1 85.96 85.96 84.40 85.41
PP 84.85 84.85 84.85 84.58
S1 83.03 83.03 83.86 82.48
S2 81.92 81.92 83.59
S3 78.99 80.10 83.32
S4 76.06 77.17 82.52
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% 1.47 1.7% 13% False False 51,039
10 86.68 83.10 3.58 4.3% 1.42 1.7% 29% False False 44,054
20 86.68 76.37 10.31 12.3% 1.46 1.7% 75% False False 36,968
40 86.68 76.10 10.58 12.6% 1.51 1.8% 76% False False 28,042
60 86.68 68.53 18.15 21.6% 1.48 1.8% 86% False False 24,161
80 86.68 65.63 21.05 25.0% 1.61 1.9% 88% False False 22,093
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 True
Bear Hook False
Bull Hook False
Stretch 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.21
2.618 89.65
1.618 88.08
1.000 87.11
0.618 86.51
HIGH 85.54
0.618 84.94
0.500 84.76
0.382 84.57
LOW 83.97
0.618 83.00
1.000 82.40
1.618 81.43
2.618 79.86
4.250 77.30
Fisher Pivots for day following 22-Sep-2023
Pivot 1 day 3 day
R1 84.76 84.78
PP 84.55 84.56
S1 84.34 84.35

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

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