NYMEX Light Sweet Crude Oil Future June 2024

Trading Metrics calculated at close of trading on 11-Sep-2023

Day Change Summary
	Previous	Current
	08-Sep-2023	11-Sep-2023	Change	Change %	Previous Week
Open	80.77	81.22	0.45	0.6%	80.36
High	81.66	82.18	0.52	0.6%	81.98
Low	80.52	81.04	0.52	0.6%	79.87
Close	81.48	81.57	0.09	0.1%	81.48
Range	1.14	1.14	0.00	0.0%	2.11
ATR	1.37	1.35	-0.02	-1.2%	0.00
Volume	42,541	29,541	-13,000	-30.6%	200,233

Daily Pivots for day following 11-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	85.02	84.43	82.20
R3	83.88	83.29	81.88
R2	82.74	82.74	81.78
R1	82.15	82.15	81.67	82.45
PP	81.60	81.60	81.60	81.74
S1	81.01	81.01	81.47	81.31
S2	80.46	80.46	81.36
S3	79.32	79.87	81.26
S4	78.18	78.73	80.94

Weekly Pivots for week ending 08-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	87.44	86.57	82.64
R3	85.33	84.46	82.06
R2	83.22	83.22	81.87
R1	82.35	82.35	81.67	82.79
PP	81.11	81.11	81.11	81.33
S1	80.24	80.24	81.29	80.68
S2	79.00	79.00	81.09
S3	76.89	78.13	80.90
S4	74.78	76.02	80.32

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.18	79.87	2.31	2.8%	1.32	1.6%	74%	True	False	45,954
10	82.18	76.11	6.07	7.4%	1.30	1.6%	90%	True	False	41,230

Crabel Price Patterns
NR	False
NR4	False
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	0.29

Fibonacci Retracements and Extensions
4.250	87.03
2.618	85.16
1.618	84.02
1.000	83.32
0.618	82.88
HIGH	82.18
0.618	81.74
0.500	81.61
0.382	81.48
LOW	81.04
0.618	80.34
1.000	79.90
1.618	79.20
2.618	78.06
4.250	76.20

Fisher Pivots for day following 11-Sep-2023
Pivot	1 day	3 day
R1	81.61	81.50
PP	81.60	81.42
S1	81.58	81.35

Download as Excel Spreadsheet

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

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