NYMEX Light Sweet Crude Oil Future May 2024

Trading Metrics calculated at close of trading on 07-Sep-2023

Day Change Summary
	Previous	Current
	06-Sep-2023	07-Sep-2023	Change	Change %	Previous Week
Open	81.50	82.00	0.50	0.6%	77.31
High	82.39	82.03	-0.36	-0.4%	80.77
Low	81.16	81.34	0.18	0.2%	76.81
Close	82.04	81.65	-0.39	-0.5%	80.57
Range	1.23	0.69	-0.54	-43.9%	3.96
ATR	1.28	1.24	-0.04	-3.2%	0.00
Volume	10,134	3,418	-6,716	-66.3%	22,197

Daily Pivots for day following 07-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	83.74	83.39	82.03
R3	83.05	82.70	81.84
R2	82.36	82.36	81.78
R1	82.01	82.01	81.71	81.84
PP	81.67	81.67	81.67	81.59
S1	81.32	81.32	81.59	81.15
S2	80.98	80.98	81.52
S3	80.29	80.63	81.46
S4	79.60	79.94	81.27

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	78.00	4.45	5.5%	1.35	1.6%	82%	False	False	7,657
10	82.45	75.73	6.72	8.2%	1.16	1.4%	88%	False	False	5,154
20	82.45	75.46	6.99	8.6%	1.18	1.4%	89%	False	False	4,169

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.23
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	84.96
2.618	83.84
1.618	83.15
1.000	82.72
0.618	82.46
HIGH	82.03
0.618	81.77
0.500	81.69
0.382	81.60
LOW	81.34
0.618	80.91
1.000	80.65
1.618	80.22
2.618	79.53
4.250	78.41

Fisher Pivots for day following 07-Sep-2023
Pivot	1 day	3 day
R1	81.69	81.57
PP	81.67	81.50
S1	81.66	81.42

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