NYMEX Light Sweet Crude Oil Future April 2024

Trading Metrics calculated at close of trading on 15-Sep-2023

Day Change Summary
	Previous	Current
	14-Sep-2023	15-Sep-2023	Change	Change %	Previous Week
Open	83.96	85.65	1.69	2.0%	82.53
High	85.39	85.75	0.36	0.4%	85.75
Low	83.96	84.36	0.40	0.5%	82.37
Close	85.17	84.93	-0.24	-0.3%	84.93
Range	1.43	1.39	-0.04	-2.8%	3.38
ATR	1.33	1.33	0.00	0.3%	0.00
Volume	9,199	17,270	8,071	87.7%	52,552

Daily Pivots for day following 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	89.18	88.45	85.69
R3	87.79	87.06	85.31
R2	86.40	86.40	85.18
R1	85.67	85.67	85.06	85.34
PP	85.01	85.01	85.01	84.85
S1	84.28	84.28	84.80	83.95
S2	83.62	83.62	84.68
S3	82.23	82.89	84.55
S4	80.84	81.50	84.17

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	94.49	93.09	86.79
R3	91.11	89.71	85.86
R2	87.73	87.73	85.55
R1	86.33	86.33	85.24	87.03
PP	84.35	84.35	84.35	84.70
S1	82.95	82.95	84.62	83.65
S2	80.97	80.97	84.31
S3	77.59	79.57	84.00
S4	74.21	76.19	83.07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	85.75	82.37	3.38	4.0%	1.21	1.4%	76%	True	False	10,510
10	85.75	79.87	5.88	6.9%	1.32	1.6%	86%	True	False	10,132
20	85.75	75.83	9.92	11.7%	1.32	1.6%	92%	True	False	7,396
40	85.75	73.76	11.99	14.1%	1.30	1.5%	93%	True	False	5,697
60	85.75	67.00	18.75	22.1%	1.30	1.5%	96%	True	False	4,721

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	True
Stretch	0.17
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	91.66
2.618	89.39
1.618	88.00
1.000	87.14
0.618	86.61
HIGH	85.75
0.618	85.22
0.500	85.06
0.382	84.89
LOW	84.36
0.618	83.50
1.000	82.97
1.618	82.11
2.618	80.72
4.250	78.45

Fisher Pivots for day following 15-Sep-2023
Pivot	1 day	3 day
R1	85.06	84.84
PP	85.01	84.75
S1	84.97	84.66

Download as Excel Spreadsheet

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

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