NYMEX Light Sweet Crude Oil Future May 2024

Trading Metrics calculated at close of trading on 01-Sep-2023

Day Change Summary
	Previous	Current
	31-Aug-2023	01-Sep-2023	Change	Change %	Previous Week
Open	78.00	79.37	1.37	1.8%	77.31
High	79.35	80.77	1.42	1.8%	80.77
Low	78.00	79.37	1.37	1.8%	76.81
Close	79.32	80.57	1.25	1.6%	80.57
Range	1.35	1.40	0.05	3.7%	3.96
ATR	1.20	1.22	0.02	1.5%	0.00
Volume	7,302	7,874	572	7.8%	22,197

Daily Pivots for day following 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	84.44	83.90	81.34
R3	83.04	82.50	80.96
R2	81.64	81.64	80.83
R1	81.10	81.10	80.70	81.37
PP	80.24	80.24	80.24	80.37
S1	79.70	79.70	80.44	79.97
S2	78.84	78.84	80.31
S3	77.44	78.30	80.19
S4	76.04	76.90	79.80

Weekly Pivots for week ending 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	91.26	89.88	82.75
R3	87.30	85.92	81.66
R2	83.34	83.34	81.30
R1	81.96	81.96	80.93	82.65
PP	79.38	79.38	79.38	79.73
S1	78.00	78.00	80.21	78.69
S2	75.42	75.42	79.84
S3	71.46	74.04	79.48
S4	67.50	70.08	78.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.77	76.81	3.96	4.9%	1.07	1.3%	95%	True	False	4,439
10	80.77	75.46	5.31	6.6%	1.14	1.4%	96%	True	False	3,489
20	80.77	75.46	5.31	6.6%	1.20	1.5%	96%	True	False	3,635

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.23
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	86.72
2.618	84.44
1.618	83.04
1.000	82.17
0.618	81.64
HIGH	80.77
0.618	80.24
0.500	80.07
0.382	79.90
LOW	79.37
0.618	78.50
1.000	77.97
1.618	77.10
2.618	75.70
4.250	73.42

Fisher Pivots for day following 01-Sep-2023
Pivot	1 day	3 day
R1	80.40	80.13
PP	80.24	79.68
S1	80.07	79.24

Download as Excel Spreadsheet

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

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