NYMEX Light Sweet Crude Oil Future June 2024

Trading Metrics calculated at close of trading on 13-Sep-2023

Day Change Summary
	Previous	Current
	12-Sep-2023	13-Sep-2023	Change	Change %	Previous Week
Open	81.57	82.42	0.85	1.0%	80.36
High	82.78	82.98	0.20	0.2%	81.98
Low	81.53	82.05	0.52	0.6%	79.87
Close	82.52	82.32	-0.20	-0.2%	81.48
Range	1.25	0.93	-0.32	-25.6%	2.11
ATR	1.34	1.31	-0.03	-2.2%	0.00
Volume	53,931	35,284	-18,647	-34.6%	200,233

Daily Pivots for day following 13-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	85.24	84.71	82.83
R3	84.31	83.78	82.58
R2	83.38	83.38	82.49
R1	82.85	82.85	82.41	82.65
PP	82.45	82.45	82.45	82.35
S1	81.92	81.92	82.23	81.72
S2	81.52	81.52	82.15
S3	80.59	80.99	82.06
S4	79.66	80.06	81.81

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	82.98	80.52	2.46	3.0%	1.08	1.3%	73%	True	False	38,844
10	82.98	77.23	5.75	7.0%	1.26	1.5%	89%	True	False	45,534

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.23
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	86.93
2.618	85.41
1.618	84.48
1.000	83.91
0.618	83.55
HIGH	82.98
0.618	82.62
0.500	82.52
0.382	82.41
LOW	82.05
0.618	81.48
1.000	81.12
1.618	80.55
2.618	79.62
4.250	78.10

Fisher Pivots for day following 13-Sep-2023
Pivot	1 day	3 day
R1	82.52	82.22
PP	82.45	82.11
S1	82.39	82.01

Download as Excel Spreadsheet

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

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