NYMEX Light Sweet Crude Oil Future June 2024

Trading Metrics calculated at close of trading on 18-Sep-2023

Day Change Summary
	Previous	Current
	15-Sep-2023	18-Sep-2023	Change	Change %	Previous Week
Open	83.70	83.45	-0.25	-0.3%	81.22
High	84.13	83.87	-0.26	-0.3%	84.13
Low	82.73	82.81	0.08	0.1%	81.04
Close	83.30	83.14	-0.16	-0.2%	83.30
Range	1.40	1.06	-0.34	-24.3%	3.09
ATR	1.34	1.32	-0.02	-1.5%	0.00
Volume	56,766	50,403	-6,363	-11.2%	222,742

Daily Pivots for day following 18-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	86.45	85.86	83.72
R3	85.39	84.80	83.43
R2	84.33	84.33	83.33
R1	83.74	83.74	83.24	83.51
PP	83.27	83.27	83.27	83.16
S1	82.68	82.68	83.04	82.45
S2	82.21	82.21	82.95
S3	81.15	81.62	82.85
S4	80.09	80.56	82.56

Weekly Pivots for week ending 15-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	92.09	90.79	85.00
R3	89.00	87.70	84.15
R2	85.91	85.91	83.87
R1	84.61	84.61	83.58	85.26
PP	82.82	82.82	82.82	83.15
S1	81.52	81.52	83.02	82.17
S2	79.73	79.73	82.73
S3	76.64	78.43	82.45
S4	73.55	75.34	81.60

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.13	81.53	2.60	3.1%	1.21	1.5%	62%	False	False	48,720
10	84.13	79.87	4.26	5.1%	1.26	1.5%	77%	False	False	47,337
20	84.13	75.12	9.01	10.8%	1.31	1.6%	89%	False	False	40,500

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.28
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	88.38
2.618	86.65
1.618	85.59
1.000	84.93
0.618	84.53
HIGH	83.87
0.618	83.47
0.500	83.34
0.382	83.21
LOW	82.81
0.618	82.15
1.000	81.75
1.618	81.09
2.618	80.03
4.250	78.31

Fisher Pivots for day following 18-Sep-2023
Pivot	1 day	3 day
R1	83.34	83.30
PP	83.27	83.24
S1	83.21	83.19

Download as Excel Spreadsheet

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

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