NYMEX Light Sweet Crude Oil Future April 2024

Trading Metrics calculated at close of trading on 01-Sep-2023

Day Change Summary
	Previous	Current
	31-Aug-2023	01-Sep-2023	Change	Change %	Previous Week
Open	78.45	79.87	1.42	1.8%	77.64
High	79.85	81.33	1.48	1.9%	81.33
Low	78.44	79.87	1.43	1.8%	77.04
Close	79.81	81.12	1.31	1.6%	81.12
Range	1.41	1.46	0.05	3.5%	4.29
ATR	1.33	1.34	0.01	1.0%	0.00
Volume	10,123	10,386	263	2.6%	32,994

Daily Pivots for day following 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	85.15	84.60	81.92
R3	83.69	83.14	81.52
R2	82.23	82.23	81.39
R1	81.68	81.68	81.25	81.96
PP	80.77	80.77	80.77	80.91
S1	80.22	80.22	80.99	80.50
S2	79.31	79.31	80.85
S3	77.85	78.76	80.72
S4	76.39	77.30	80.32

Weekly Pivots for week ending 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	92.70	91.20	83.48
R3	88.41	86.91	82.30
R2	84.12	84.12	81.91
R1	82.62	82.62	81.51	83.37
PP	79.83	79.83	79.83	80.21
S1	78.33	78.33	80.73	79.08
S2	75.54	75.54	80.33
S3	71.25	74.04	79.94
S4	66.96	69.75	78.76

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.33	77.04	4.29	5.3%	1.20	1.5%	95%	True	False	6,598
10	81.33	75.83	5.50	6.8%	1.32	1.6%	96%	True	False	5,396
20	81.33	75.83	5.50	6.8%	1.31	1.6%	96%	True	False	5,041
40	81.33	70.59	10.74	13.2%	1.27	1.6%	98%	True	False	3,960

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.33
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	87.54
2.618	85.15
1.618	83.69
1.000	82.79
0.618	82.23
HIGH	81.33
0.618	80.77
0.500	80.60
0.382	80.43
LOW	79.87
0.618	78.97
1.000	78.41
1.618	77.51
2.618	76.05
4.250	73.67

Fisher Pivots for day following 01-Sep-2023
Pivot	1 day	3 day
R1	80.95	80.66
PP	80.77	80.19
S1	80.60	79.73

Download as Excel Spreadsheet

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

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