NYMEX Light Sweet Crude Oil Future May 2024

Trading Metrics calculated at close of trading on 21-Sep-2023

Day Change Summary
	Previous	Current
	20-Sep-2023	21-Sep-2023	Change	Change %	Previous Week
Open	82.94	82.51	-0.43	-0.5%	81.82
High	83.96	83.77	-0.19	-0.2%	84.87
Low	82.70	82.10	-0.60	-0.7%	81.82
Close	83.00	83.00	0.00	0.0%	84.09
Range	1.26	1.67	0.41	32.5%	3.05
ATR	1.21	1.24	0.03	2.7%	0.00
Volume	8,313	9,518	1,205	14.5%	35,113

Daily Pivots for day following 21-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	87.97	87.15	83.92
R3	86.30	85.48	83.46
R2	84.63	84.63	83.31
R1	83.81	83.81	83.15	84.22
PP	82.96	82.96	82.96	83.16
S1	82.14	82.14	82.85	82.55
S2	81.29	81.29	82.69
S3	79.62	80.47	82.54
S4	77.95	78.80	82.08

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	82.10	2.77	3.3%	1.30	1.6%	32%	False	True	9,032
10	84.87	81.13	3.74	4.5%	1.15	1.4%	50%	False	False	7,707
20	84.87	75.73	9.14	11.0%	1.16	1.4%	80%	False	False	6,430
40	84.87	75.46	9.41	11.3%	1.23	1.5%	80%	False	False	4,900

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.17
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	90.87
2.618	88.14
1.618	86.47
1.000	85.44
0.618	84.80
HIGH	83.77
0.618	83.13
0.500	82.94
0.382	82.74
LOW	82.10
0.618	81.07
1.000	80.43
1.618	79.40
2.618	77.73
4.250	75.00

Fisher Pivots for day following 21-Sep-2023
Pivot	1 day	3 day
R1	82.98	83.42
PP	82.96	83.28
S1	82.94	83.14

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

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