NYMEX Light Sweet Crude Oil Future April 2024

Trading Metrics calculated at close of trading on 28-Sep-2023

Day Change Summary
	Previous	Current
	27-Sep-2023	28-Sep-2023	Change	Change %	Previous Week
Open	83.78	84.54	0.76	0.9%	84.99
High	84.92	85.08	0.16	0.2%	85.62
Low	83.62	83.31	-0.31	-0.4%	82.86
Close	84.60	83.42	-1.18	-1.4%	83.13
Range	1.30	1.77	0.47	36.2%	2.76
ATR	1.37	1.40	0.03	2.1%	0.00
Volume	24,854	18,897	-5,957	-24.0%	80,021

Daily Pivots for day following 28-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	89.25	88.10	84.39
R3	87.48	86.33	83.91
R2	85.71	85.71	83.74
R1	84.56	84.56	83.58	84.25
PP	83.94	83.94	83.94	83.78
S1	82.79	82.79	83.26	82.48
S2	82.17	82.17	83.10
S3	80.40	81.02	82.93
S4	78.63	79.25	82.45

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	85.08	82.00	3.08	3.7%	1.46	1.8%	46%	True	False	17,620
10	85.75	82.00	3.75	4.5%	1.41	1.7%	38%	False	False	16,508
20	85.75	78.44	7.31	8.8%	1.37	1.6%	68%	False	False	12,963
40	85.75	75.83	9.92	11.9%	1.36	1.6%	77%	False	False	8,682
60	85.75	68.61	17.14	20.5%	1.31	1.6%	86%	False	False	6,718

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.46
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	92.60
2.618	89.71
1.618	87.94
1.000	86.85
0.618	86.17
HIGH	85.08
0.618	84.40
0.500	84.20
0.382	83.99
LOW	83.31
0.618	82.22
1.000	81.54
1.618	80.45
2.618	78.68
4.250	75.79

Fisher Pivots for day following 28-Sep-2023
Pivot	1 day	3 day
R1	84.20	83.54
PP	83.94	83.50
S1	83.68	83.46

Download as Excel Spreadsheet

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

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