NYMEX Light Sweet Crude Oil Future May 2024

Trading Metrics calculated at close of trading on 11-Sep-2023

Day Change Summary
	Previous	Current
	08-Sep-2023	11-Sep-2023	Change	Change %	Previous Week
Open	81.30	81.82	0.52	0.6%	80.88
High	82.25	82.76	0.51	0.6%	82.45
Low	81.13	81.82	0.69	0.9%	80.39
Close	82.14	82.24	0.10	0.1%	82.14
Range	1.12	0.94	-0.18	-16.1%	2.06
ATR	1.23	1.21	-0.02	-1.7%	0.00
Volume	4,862	4,389	-473	-9.7%	27,971

Daily Pivots for day following 11-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	85.09	84.61	82.76
R3	84.15	83.67	82.50
R2	83.21	83.21	82.41
R1	82.73	82.73	82.33	82.97
PP	82.27	82.27	82.27	82.40
S1	81.79	81.79	82.15	82.03
S2	81.33	81.33	82.07
S3	80.39	80.85	81.98
S4	79.45	79.91	81.72

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	82.76	80.39	2.37	2.9%	1.21	1.5%	78%	True	False	6,472
10	82.76	76.81	5.95	7.2%	1.14	1.4%	91%	True	False	5,455
20	82.76	75.46	7.30	8.9%	1.20	1.5%	93%	True	False	4,198

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.17
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	86.76
2.618	85.22
1.618	84.28
1.000	83.70
0.618	83.34
HIGH	82.76
0.618	82.40
0.500	82.29
0.382	82.18
LOW	81.82
0.618	81.24
1.000	80.88
1.618	80.30
2.618	79.36
4.250	77.83

Fisher Pivots for day following 11-Sep-2023
Pivot	1 day	3 day
R1	82.29	82.14
PP	82.27	82.04
S1	82.26	81.95

Download as Excel Spreadsheet

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

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