NYMEX Light Sweet Crude Oil Future May 2024

Trading Metrics calculated at close of trading on 13-Sep-2023

Day Change Summary
	Previous	Current
	12-Sep-2023	13-Sep-2023	Change	Change %	Previous Week
Open	82.56	83.39	0.83	1.0%	80.88
High	83.45	83.65	0.20	0.2%	82.45
Low	82.48	82.81	0.33	0.4%	80.39
Close	83.26	83.04	-0.22	-0.3%	82.14
Range	0.97	0.84	-0.13	-13.4%	2.06
ATR	1.21	1.18	-0.03	-2.2%	0.00
Volume	7,721	6,713	-1,008	-13.1%	27,971

Daily Pivots for day following 13-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	85.69	85.20	83.50
R3	84.85	84.36	83.27
R2	84.01	84.01	83.19
R1	83.52	83.52	83.12	83.35
PP	83.17	83.17	83.17	83.08
S1	82.68	82.68	82.96	82.51
S2	82.33	82.33	82.89
S3	81.49	81.84	82.81
S4	80.65	81.00	82.58

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	83.65	81.13	2.52	3.0%	0.91	1.1%	76%	True	False	5,420
10	83.65	77.70	5.95	7.2%	1.13	1.4%	90%	True	False	6,471
20	83.65	75.46	8.19	9.9%	1.17	1.4%	93%	True	False	4,615
40	83.65	72.49	11.16	13.4%	1.20	1.4%	95%	True	False	4,061

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.16
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	87.22
2.618	85.85
1.618	85.01
1.000	84.49
0.618	84.17
HIGH	83.65
0.618	83.33
0.500	83.23
0.382	83.13
LOW	82.81
0.618	82.29
1.000	81.97
1.618	81.45
2.618	80.61
4.250	79.24

Fisher Pivots for day following 13-Sep-2023
Pivot	1 day	3 day
R1	83.23	82.94
PP	83.17	82.84
S1	83.10	82.74

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

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