NYMEX Light Sweet Crude Oil Future April 2024

Trading Metrics calculated at close of trading on 21-Sep-2023

Day Change Summary
	Previous	Current
	20-Sep-2023	21-Sep-2023	Change	Change %	Previous Week
Open	84.12	83.53	-0.59	-0.7%	82.53
High	84.79	84.66	-0.13	-0.2%	85.75
Low	83.48	82.86	-0.62	-0.7%	82.37
Close	83.80	83.81	0.01	0.0%	84.93
Range	1.31	1.80	0.49	37.4%	3.38
ATR	1.31	1.34	0.04	2.7%	0.00
Volume	14,668	15,427	759	5.2%	52,552

Daily Pivots for day following 21-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	89.18	88.29	84.80
R3	87.38	86.49	84.31
R2	85.58	85.58	84.14
R1	84.69	84.69	83.98	85.14
PP	83.78	83.78	83.78	84.00
S1	82.89	82.89	83.65	83.34
S2	81.98	81.98	83.48
S3	80.18	81.09	83.32
S4	78.38	79.29	82.82

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	82.86	2.89	3.4%	1.35	1.6%	33%	False	True	15,397
10	85.75	81.75	4.00	4.8%	1.27	1.5%	52%	False	False	11,846
20	85.75	75.84	9.91	11.8%	1.32	1.6%	80%	False	False	9,716
40	85.75	75.83	9.92	11.8%	1.33	1.6%	80%	False	False	6,892
60	85.75	67.27	18.48	22.0%	1.29	1.5%	90%	False	False	5,503

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.30
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	92.31
2.618	89.37
1.618	87.57
1.000	86.46
0.618	85.77
HIGH	84.66
0.618	83.97
0.500	83.76
0.382	83.55
LOW	82.86
0.618	81.75
1.000	81.06
1.618	79.95
2.618	78.15
4.250	75.21

Fisher Pivots for day following 21-Sep-2023
Pivot	1 day	3 day
R1	83.79	84.24
PP	83.78	84.10
S1	83.76	83.95

Download as Excel Spreadsheet

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

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