NYMEX Light Sweet Crude Oil Future May 2024

Trading Metrics calculated at close of trading on 15-Sep-2023

Day Change Summary
	Previous	Current
	14-Sep-2023	15-Sep-2023	Change	Change %	Previous Week
Open	83.55	84.87	1.32	1.6%	81.82
High	84.65	84.87	0.22	0.3%	84.87
Low	83.52	83.51	-0.01	0.0%	81.82
Close	84.36	84.09	-0.27	-0.3%	84.09
Range	1.13	1.36	0.23	20.4%	3.05
ATR	1.21	1.22	0.01	0.9%	0.00
Volume	8,223	8,067	-156	-1.9%	35,113

Daily Pivots for day following 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	88.24	87.52	84.84
R3	86.88	86.16	84.46
R2	85.52	85.52	84.34
R1	84.80	84.80	84.21	84.48
PP	84.16	84.16	84.16	84.00
S1	83.44	83.44	83.97	83.12
S2	82.80	82.80	83.84
S3	81.44	82.08	83.72
S4	80.08	80.72	83.34

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	92.74	91.47	85.77
R3	89.69	88.42	84.93
R2	86.64	86.64	84.65
R1	85.37	85.37	84.37	86.01
PP	83.59	83.59	83.59	83.91
S1	82.32	82.32	83.81	82.96
S2	80.54	80.54	83.53
S3	77.49	79.27	83.25
S4	74.44	76.22	82.41

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.87	81.82	3.05	3.6%	1.05	1.2%	74%	True	False	7,022
10	84.87	79.37	5.50	6.5%	1.17	1.4%	86%	True	False	7,095
20	84.87	75.46	9.41	11.2%	1.16	1.4%	92%	True	False	5,011
40	84.87	73.38	11.49	13.7%	1.21	1.4%	93%	True	False	4,346

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.14
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	90.65
2.618	88.43
1.618	87.07
1.000	86.23
0.618	85.71
HIGH	84.87
0.618	84.35
0.500	84.19
0.382	84.03
LOW	83.51
0.618	82.67
1.000	82.15
1.618	81.31
2.618	79.95
4.250	77.73

Fisher Pivots for day following 15-Sep-2023
Pivot	1 day	3 day
R1	84.19	84.01
PP	84.16	83.92
S1	84.12	83.84

Download as Excel Spreadsheet

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

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