NYMEX Light Sweet Crude Oil Future April 2024

Trading Metrics calculated at close of trading on 12-Sep-2023

Day Change Summary
	Previous	Current
	11-Sep-2023	12-Sep-2023	Change	Change %	Previous Week
Open	82.53	83.19	0.66	0.8%	81.21
High	83.50	84.27	0.77	0.9%	83.08
Low	82.37	83.07	0.70	0.8%	80.91
Close	82.90	84.01	1.11	1.3%	82.81
Range	1.13	1.20	0.07	6.2%	2.17
ATR	1.34	1.34	0.00	0.2%	0.00
Volume	5,780	12,056	6,276	108.6%	38,388

Daily Pivots for day following 12-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	87.38	86.90	84.67
R3	86.18	85.70	84.34
R2	84.98	84.98	84.23
R1	84.50	84.50	84.12	84.74
PP	83.78	83.78	83.78	83.91
S1	83.30	83.30	83.90	83.54
S2	82.58	82.58	83.79
S3	81.38	82.10	83.68
S4	80.18	80.90	83.35

Weekly Pivots for week ending 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	88.78	87.96	84.00
R3	86.61	85.79	83.41
R2	84.44	84.44	83.21
R1	83.62	83.62	83.01	84.03
PP	82.27	82.27	82.27	82.47
S1	81.45	81.45	82.61	81.86
S2	80.10	80.10	82.41
S3	77.93	79.28	82.21
S4	75.76	77.11	81.62

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.27	81.70	2.57	3.1%	1.17	1.4%	90%	True	False	8,096
10	84.27	77.04	7.23	8.6%	1.31	1.6%	96%	True	False	8,683
20	84.27	75.83	8.44	10.0%	1.37	1.6%	97%	True	False	6,516
40	84.27	72.06	12.21	14.5%	1.29	1.5%	98%	True	False	5,042
60	84.27	67.00	17.27	20.6%	1.31	1.6%	98%	True	False	4,211

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.21
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	89.37
2.618	87.41
1.618	86.21
1.000	85.47
0.618	85.01
HIGH	84.27
0.618	83.81
0.500	83.67
0.382	83.53
LOW	83.07
0.618	82.33
1.000	81.87
1.618	81.13
2.618	79.93
4.250	77.97

Fisher Pivots for day following 12-Sep-2023
Pivot	1 day	3 day
R1	83.90	83.68
PP	83.78	83.34
S1	83.67	83.01

Download as Excel Spreadsheet

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

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