NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 25-Sep-2023
Day Change Summary
Previous Current
22-Sep-2023 25-Sep-2023 Change Change % Previous Week
Open 84.73 84.40 -0.33 -0.4% 85.80
High 85.54 84.61 -0.93 -1.1% 86.68
Low 83.97 83.47 -0.50 -0.6% 83.75
Close 84.13 84.08 -0.05 -0.1% 84.13
Range 1.57 1.14 -0.43 -27.4% 2.93
ATR 1.49 1.46 -0.02 -1.7% 0.00
Volume 59,934 41,222 -18,712 -31.2% 255,198
Daily Pivots for day following 25-Sep-2023
Classic Woodie Camarilla DeMark
R4 87.47 86.92 84.71
R3 86.33 85.78 84.39
R2 85.19 85.19 84.29
R1 84.64 84.64 84.18 84.35
PP 84.05 84.05 84.05 83.91
S1 83.50 83.50 83.98 83.21
S2 82.91 82.91 83.87
S3 81.77 82.36 83.77
S4 80.63 81.22 83.45
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 83.47 3.21 3.8% 1.46 1.7% 19% False True 48,429
10 86.68 83.47 3.21 3.8% 1.42 1.7% 19% False True 44,933
20 86.68 77.26 9.42 11.2% 1.42 1.7% 72% False False 37,759
40 86.68 76.10 10.58 12.6% 1.50 1.8% 75% False False 28,668
60 86.68 68.61 18.07 21.5% 1.48 1.8% 86% False False 24,658
80 86.68 65.63 21.05 25.0% 1.60 1.9% 88% False False 22,449
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 0.36
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 89.46
2.618 87.59
1.618 86.45
1.000 85.75
0.618 85.31
HIGH 84.61
0.618 84.17
0.500 84.04
0.382 83.91
LOW 83.47
0.618 82.77
1.000 82.33
1.618 81.63
2.618 80.49
4.250 78.63
Fisher Pivots for day following 25-Sep-2023
Pivot 1 day 3 day
R1 84.07 84.57
PP 84.05 84.40
S1 84.04 84.24

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

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