NYMEX Light Sweet Crude Oil Future June 2024

Trading Metrics calculated at close of trading on 22-Sep-2023

Day Change Summary
	Previous	Current
	21-Sep-2023	22-Sep-2023	Change	Change %	Previous Week
Open	82.14	82.29	0.15	0.2%	83.45
High	83.14	82.91	-0.23	-0.3%	83.95
Low	81.42	81.48	0.06	0.1%	81.42
Close	82.28	81.53	-0.75	-0.9%	81.53
Range	1.72	1.43	-0.29	-16.9%	2.53
ATR	1.33	1.34	0.01	0.5%	0.00
Volume	37,875	56,769	18,894	49.9%	262,697

Daily Pivots for day following 22-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	86.26	85.33	82.32
R3	84.83	83.90	81.92
R2	83.40	83.40	81.79
R1	82.47	82.47	81.66	82.22
PP	81.97	81.97	81.97	81.85
S1	81.04	81.04	81.40	80.79
S2	80.54	80.54	81.27
S3	79.11	79.61	81.14
S4	77.68	78.18	80.74

Weekly Pivots for week ending 22-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	89.89	88.24	82.92
R3	87.36	85.71	82.23
R2	84.83	84.83	81.99
R1	83.18	83.18	81.76	82.74
PP	82.30	82.30	82.30	82.08
S1	80.65	80.65	81.30	80.21
S2	79.77	79.77	81.07
S3	77.24	78.12	80.83
S4	74.71	75.59	80.14

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.95	81.42	2.53	3.1%	1.33	1.6%	4%	False	False	52,539
10	84.13	81.04	3.09	3.8%	1.28	1.6%	16%	False	False	48,543
20	84.13	75.33	8.80	10.8%	1.32	1.6%	70%	False	False	45,168

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	0.32
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	88.99
2.618	86.65
1.618	85.22
1.000	84.34
0.618	83.79
HIGH	82.91
0.618	82.36
0.500	82.20
0.382	82.03
LOW	81.48
0.618	80.60
1.000	80.05
1.618	79.17
2.618	77.74
4.250	75.40

Fisher Pivots for day following 22-Sep-2023
Pivot	1 day	3 day
R1	82.20	82.34
PP	81.97	82.07
S1	81.75	81.80

Download as Excel Spreadsheet

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

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