NYMEX Light Sweet Crude Oil Future April 2024


Trading Metrics calculated at close of trading on 27-Sep-2023
Day Change Summary
Previous Current
26-Sep-2023 27-Sep-2023 Change Change % Previous Week
Open 82.82 83.78 0.96 1.2% 84.99
High 83.72 84.92 1.20 1.4% 85.62
Low 82.00 83.62 1.62 2.0% 82.86
Close 83.40 84.60 1.20 1.4% 83.13
Range 1.72 1.30 -0.42 -24.4% 2.76
ATR 1.36 1.37 0.01 0.9% 0.00
Volume 10,763 24,854 14,091 130.9% 80,021
Daily Pivots for day following 27-Sep-2023
Classic Woodie Camarilla DeMark
R4 88.28 87.74 85.32
R3 86.98 86.44 84.96
R2 85.68 85.68 84.84
R1 85.14 85.14 84.72 85.41
PP 84.38 84.38 84.38 84.52
S1 83.84 83.84 84.48 84.11
S2 83.08 83.08 84.36
S3 81.78 82.54 84.24
S4 80.48 81.24 83.89
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 84.92 82.00 2.92 3.5% 1.47 1.7% 89% True False 16,926
10 85.75 82.00 3.75 4.4% 1.37 1.6% 69% False False 15,539
20 85.75 78.12 7.63 9.0% 1.32 1.6% 85% False False 12,321
40 85.75 75.83 9.92 11.7% 1.37 1.6% 88% False False 8,284
60 85.75 68.61 17.14 20.3% 1.30 1.5% 93% False False 6,479
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 False
Stretch 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.45
2.618 88.32
1.618 87.02
1.000 86.22
0.618 85.72
HIGH 84.92
0.618 84.42
0.500 84.27
0.382 84.12
LOW 83.62
0.618 82.82
1.000 82.32
1.618 81.52
2.618 80.22
4.250 78.10
Fisher Pivots for day following 27-Sep-2023
Pivot 1 day 3 day
R1 84.49 84.22
PP 84.38 83.84
S1 84.27 83.46

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

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