NYMEX Light Sweet Crude Oil Future March 2024

Trading Metrics calculated at close of trading on 28-Sep-2023

Day Change Summary
	Previous	Current
	27-Sep-2023	28-Sep-2023	Change	Change %	Previous Week
Open	84.50	85.78	1.28	1.5%	85.80
High	86.21	86.47	0.26	0.3%	86.68
Low	84.50	84.35	-0.15	-0.2%	83.75
Close	85.86	84.55	-1.31	-1.5%	84.13
Range	1.71	2.12	0.41	24.0%	2.93
ATR	1.51	1.55	0.04	2.9%	0.00
Volume	75,506	54,074	-21,432	-28.4%	255,198

Daily Pivots for day following 28-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	91.48	90.14	85.72
R3	89.36	88.02	85.13
R2	87.24	87.24	84.94
R1	85.90	85.90	84.74	85.51
PP	85.12	85.12	85.12	84.93
S1	83.78	83.78	84.36	83.39
S2	83.00	83.00	84.16
S3	80.88	81.66	83.97
S4	78.76	79.54	83.38

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	86.47	82.91	3.56	4.2%	1.68	2.0%	46%	True	False	52,398
10	86.68	82.91	3.77	4.5%	1.57	1.9%	44%	False	False	50,652
20	86.68	78.90	7.78	9.2%	1.53	1.8%	73%	False	False	43,465
40	86.68	76.10	10.58	12.5%	1.51	1.8%	80%	False	False	31,545
60	86.68	68.87	17.81	21.1%	1.50	1.8%	88%	False	False	26,483
80	86.68	65.63	21.05	24.9%	1.59	1.9%	90%	False	False	23,984

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.46
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	95.48
2.618	92.02
1.618	89.90
1.000	88.59
0.618	87.78
HIGH	86.47
0.618	85.66
0.500	85.41
0.382	85.16
LOW	84.35
0.618	83.04
1.000	82.23
1.618	80.92
2.618	78.80
4.250	75.34

Fisher Pivots for day following 28-Sep-2023
Pivot	1 day	3 day
R1	85.41	84.69
PP	85.12	84.64
S1	84.84	84.60

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

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