NYMEX Light Sweet Crude Oil Future June 2024

Trading Metrics calculated at close of trading on 05-Sep-2023

Day Change Summary
	Previous	Current
	01-Sep-2023	05-Sep-2023	Change	Change %	Previous Week
Open	78.74	80.36	1.62	2.1%	77.03
High	80.34	81.98	1.64	2.0%	80.34
Low	78.71	79.87	1.16	1.5%	76.11
Close	80.05	81.03	0.98	1.2%	80.05
Range	1.63	2.11	0.48	29.4%	4.23
ATR
Volume	55,782	69,106	13,324	23.9%	182,535

Daily Pivots for day following 05-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	87.29	86.27	82.19
R3	85.18	84.16	81.61
R2	83.07	83.07	81.42
R1	82.05	82.05	81.22	82.56
PP	80.96	80.96	80.96	81.22
S1	79.94	79.94	80.84	80.45
S2	78.85	78.85	80.64
S3	76.74	77.83	80.45
S4	74.63	75.72	79.87

Weekly Pivots for week ending 01-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	91.52	90.02	82.38
R3	87.29	85.79	81.21
R2	83.06	83.06	80.83
R1	81.56	81.56	80.44	82.31
PP	78.83	78.83	78.83	79.21
S1	77.33	77.33	79.66	78.08
S2	74.60	74.60	79.27
S3	70.37	73.10	78.89
S4	66.14	68.87	77.72

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.98	76.11	5.87	7.2%	1.48	1.8%	84%	True	False	46,517
10	81.98	75.12	6.86	8.5%	1.45	1.8%	86%	True	False	38,206

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.36
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	90.95
2.618	87.50
1.618	85.39
1.000	84.09
0.618	83.28
HIGH	81.98
0.618	81.17
0.500	80.93
0.382	80.68
LOW	79.87
0.618	78.57
1.000	77.76
1.618	76.46
2.618	74.35
4.250	70.90

Fisher Pivots for day following 05-Sep-2023
Pivot	1 day	3 day
R1	81.00	80.61
PP	80.96	80.20
S1	80.93	79.78

Download as Excel Spreadsheet

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

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