NYMEX Light Sweet Crude Oil Future April 2024

Trading Metrics calculated at close of trading on 22-Sep-2023

Day Change Summary
	Previous	Current
	21-Sep-2023	22-Sep-2023	Change	Change %	Previous Week
Open	83.53	83.75	0.22	0.3%	84.99
High	84.66	84.51	-0.15	-0.2%	85.62
Low	82.86	83.05	0.19	0.2%	82.86
Close	83.81	83.13	-0.68	-0.8%	83.13
Range	1.80	1.46	-0.34	-18.9%	2.76
ATR	1.34	1.35	0.01	0.6%	0.00
Volume	15,427	20,305	4,878	31.6%	80,021

Daily Pivots for day following 22-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	87.94	87.00	83.93
R3	86.48	85.54	83.53
R2	85.02	85.02	83.40
R1	84.08	84.08	83.26	83.82
PP	83.56	83.56	83.56	83.44
S1	82.62	82.62	83.00	82.36
S2	82.10	82.10	82.86
S3	80.64	81.16	82.73
S4	79.18	79.70	82.33

Weekly Pivots for week ending 22-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	92.15	90.40	84.65
R3	89.39	87.64	83.89
R2	86.63	86.63	83.64
R1	84.88	84.88	83.38	84.38
PP	83.87	83.87	83.87	83.62
S1	82.12	82.12	82.88	81.62
S2	81.11	81.11	82.62
S3	78.35	79.36	82.37
S4	75.59	76.60	81.61

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	85.62	82.86	2.76	3.3%	1.37	1.6%	10%	False	False	16,004
10	85.75	82.37	3.38	4.1%	1.29	1.5%	22%	False	False	13,257
20	85.75	76.02	9.73	11.7%	1.32	1.6%	73%	False	False	10,482
40	85.75	75.83	9.92	11.9%	1.34	1.6%	74%	False	False	7,342
60	85.75	68.44	17.31	20.8%	1.29	1.5%	85%	False	False	5,811

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.35
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	90.72
2.618	88.33
1.618	86.87
1.000	85.97
0.618	85.41
HIGH	84.51
0.618	83.95
0.500	83.78
0.382	83.61
LOW	83.05
0.618	82.15
1.000	81.59
1.618	80.69
2.618	79.23
4.250	76.85

Fisher Pivots for day following 22-Sep-2023
Pivot	1 day	3 day
R1	83.78	83.83
PP	83.56	83.59
S1	83.35	83.36

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols