NYMEX Light Sweet Crude Oil Future May 2024

Trading Metrics calculated at close of trading on 05-Sep-2023

Day Change Summary
	Previous	Current
	01-Sep-2023	05-Sep-2023	Change	Change %	Previous Week
Open	79.37	80.88	1.51	1.9%	77.31
High	80.77	82.45	1.68	2.1%	80.77
Low	79.37	80.39	1.02	1.3%	76.81
Close	80.57	81.61	1.04	1.3%	80.57
Range	1.40	2.06	0.66	47.1%	3.96
ATR	1.22	1.28	0.06	4.9%	0.00
Volume	7,874	9,557	1,683	21.4%	22,197

Daily Pivots for day following 05-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	87.66	86.70	82.74
R3	85.60	84.64	82.18
R2	83.54	83.54	81.99
R1	82.58	82.58	81.80	83.06
PP	81.48	81.48	81.48	81.73
S1	80.52	80.52	81.42	81.00
S2	79.42	79.42	81.23
S3	77.36	78.46	81.04
S4	75.30	76.40	80.48

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	82.45	76.81	5.64	6.9%	1.32	1.6%	85%	True	False	5,997
10	82.45	75.46	6.99	8.6%	1.23	1.5%	88%	True	False	4,328
20	82.45	75.46	6.99	8.6%	1.25	1.5%	88%	True	False	3,935

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 19 trading days

Fibonacci Retracements and Extensions
4.250	91.21
2.618	87.84
1.618	85.78
1.000	84.51
0.618	83.72
HIGH	82.45
0.618	81.66
0.500	81.42
0.382	81.18
LOW	80.39
0.618	79.12
1.000	78.33
1.618	77.06
2.618	75.00
4.250	71.64

Fisher Pivots for day following 05-Sep-2023
Pivot	1 day	3 day
R1	81.55	81.15
PP	81.48	80.69
S1	81.42	80.23

Download as Excel Spreadsheet

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

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