NYMEX Light Sweet Crude Oil Future May 2024

Trading Metrics calculated at close of trading on 08-Sep-2023

Day Change Summary
	Previous	Current
	07-Sep-2023	08-Sep-2023	Change	Change %	Previous Week
Open	82.00	81.30	-0.70	-0.9%	80.88
High	82.03	82.25	0.22	0.3%	82.45
Low	81.34	81.13	-0.21	-0.3%	80.39
Close	81.65	82.14	0.49	0.6%	82.14
Range	0.69	1.12	0.43	62.3%	2.06
ATR	1.24	1.23	-0.01	-0.7%	0.00
Volume	3,418	4,862	1,444	42.2%	27,971

Daily Pivots for day following 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	85.20	84.79	82.76
R3	84.08	83.67	82.45
R2	82.96	82.96	82.35
R1	82.55	82.55	82.24	82.76
PP	81.84	81.84	81.84	81.94
S1	81.43	81.43	82.04	81.64
S2	80.72	80.72	81.93
S3	79.60	80.31	81.83
S4	78.48	79.19	81.52

Weekly Pivots for week ending 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	87.84	87.05	83.27
R3	85.78	84.99	82.71
R2	83.72	83.72	82.52
R1	82.93	82.93	82.33	83.33
PP	81.66	81.66	81.66	81.86
S1	80.87	80.87	81.95	81.27
S2	79.60	79.60	81.76
S3	77.54	78.81	81.57
S4	75.48	76.75	81.01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.45	79.37	3.08	3.7%	1.30	1.6%	90%	False	False	7,169
10	82.45	76.24	6.21	7.6%	1.16	1.4%	95%	False	False	5,317
20	82.45	75.46	6.99	8.5%	1.19	1.4%	96%	False	False	4,218

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.21
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	87.01
2.618	85.18
1.618	84.06
1.000	83.37
0.618	82.94
HIGH	82.25
0.618	81.82
0.500	81.69
0.382	81.56
LOW	81.13
0.618	80.44
1.000	80.01
1.618	79.32
2.618	78.20
4.250	76.37

Fisher Pivots for day following 08-Sep-2023
Pivot	1 day	3 day
R1	81.99	82.01
PP	81.84	81.89
S1	81.69	81.76

Download as Excel Spreadsheet

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

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