NYMEX Light Sweet Crude Oil Future May 2024

Trading Metrics calculated at close of trading on 19-Sep-2023

Day Change Summary
	Previous	Current
	18-Sep-2023	19-Sep-2023	Change	Change %	Previous Week
Open	84.23	83.76	-0.47	-0.6%	81.82
High	84.66	84.73	0.07	0.1%	84.87
Low	83.55	83.64	0.09	0.1%	81.82
Close	83.89	83.70	-0.19	-0.2%	84.09
Range	1.11	1.09	-0.02	-1.8%	3.05
ATR	1.21	1.21	-0.01	-0.7%	0.00
Volume	8,123	11,142	3,019	37.2%	35,113

Daily Pivots for day following 19-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	87.29	86.59	84.30
R3	86.20	85.50	84.00
R2	85.11	85.11	83.90
R1	84.41	84.41	83.80	84.22
PP	84.02	84.02	84.02	83.93
S1	83.32	83.32	83.60	83.13
S2	82.93	82.93	83.50
S3	81.84	82.23	83.40
S4	80.75	81.14	83.10

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	82.81	2.06	2.5%	1.11	1.3%	43%	False	False	8,453
10	84.87	81.13	3.74	4.5%	1.05	1.3%	69%	False	False	7,279
20	84.87	75.46	9.41	11.2%	1.14	1.4%	88%	False	False	5,803
40	84.87	75.17	9.70	11.6%	1.20	1.4%	88%	False	False	4,588

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.15
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	89.36
2.618	87.58
1.618	86.49
1.000	85.82
0.618	85.40
HIGH	84.73
0.618	84.31
0.500	84.19
0.382	84.06
LOW	83.64
0.618	82.97
1.000	82.55
1.618	81.88
2.618	80.79
4.250	79.01

Fisher Pivots for day following 19-Sep-2023
Pivot	1 day	3 day
R1	84.19	84.19
PP	84.02	84.03
S1	83.86	83.86

Download as Excel Spreadsheet

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

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