NYMEX Light Sweet Crude Oil Future March 2024

Trading Metrics calculated at close of trading on 27-Sep-2023

Day Change Summary
	Previous	Current
	26-Sep-2023	27-Sep-2023	Change	Change %	Previous Week
Open	84.01	84.50	0.49	0.6%	85.80
High	84.75	86.21	1.46	1.7%	86.68
Low	82.91	84.50	1.59	1.9%	83.75
Close	84.44	85.86	1.42	1.7%	84.13
Range	1.84	1.71	-0.13	-7.1%	2.93
ATR	1.49	1.51	0.02	1.3%	0.00
Volume	31,254	75,506	44,252	141.6%	255,198

Daily Pivots for day following 27-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	90.65	89.97	86.80
R3	88.94	88.26	86.33
R2	87.23	87.23	86.17
R1	86.55	86.55	86.02	86.89
PP	85.52	85.52	85.52	85.70
S1	84.84	84.84	85.70	85.18
S2	83.81	83.81	85.55
S3	82.10	83.13	85.39
S4	80.39	81.42	84.92

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	86.21	82.91	3.30	3.8%	1.63	1.9%	89%	True	False	48,891
10	86.68	82.91	3.77	4.4%	1.52	1.8%	78%	False	False	48,723
20	86.68	78.51	8.17	9.5%	1.47	1.7%	90%	False	False	41,724
40	86.68	76.10	10.58	12.3%	1.53	1.8%	92%	False	False	30,613
60	86.68	68.87	17.81	20.7%	1.49	1.7%	95%	False	False	25,924
80	86.68	65.63	21.05	24.5%	1.59	1.9%	96%	False	False	23,485

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.40
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	93.48
2.618	90.69
1.618	88.98
1.000	87.92
0.618	87.27
HIGH	86.21
0.618	85.56
0.500	85.36
0.382	85.15
LOW	84.50
0.618	83.44
1.000	82.79
1.618	81.73
2.618	80.02
4.250	77.23

Fisher Pivots for day following 27-Sep-2023
Pivot	1 day	3 day
R1	85.69	85.43
PP	85.52	84.99
S1	85.36	84.56

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

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