NYMEX Light Sweet Crude Oil Future June 2024

Trading Metrics calculated at close of trading on 25-Sep-2023

Day Change Summary
	Previous	Current
	22-Sep-2023	25-Sep-2023	Change	Change %	Previous Week
Open	82.29	81.77	-0.52	-0.6%	83.45
High	82.91	81.95	-0.96	-1.2%	83.95
Low	81.48	80.94	-0.54	-0.7%	81.42
Close	81.53	81.48	-0.05	-0.1%	81.53
Range	1.43	1.01	-0.42	-29.4%	2.53
ATR	1.34	1.32	-0.02	-1.8%	0.00
Volume	56,769	34,573	-22,196	-39.1%	262,697

Daily Pivots for day following 25-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	84.49	83.99	82.04
R3	83.48	82.98	81.76
R2	82.47	82.47	81.67
R1	81.97	81.97	81.57	81.72
PP	81.46	81.46	81.46	81.33
S1	80.96	80.96	81.39	80.71
S2	80.45	80.45	81.29
S3	79.44	79.95	81.20
S4	78.43	78.94	80.92

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	80.94	3.01	3.7%	1.32	1.6%	18%	False	True	49,373
10	84.13	80.94	3.19	3.9%	1.27	1.6%	17%	False	True	49,047
20	84.13	76.11	8.02	9.8%	1.28	1.6%	67%	False	False	45,139

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	0.32
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	86.24
2.618	84.59
1.618	83.58
1.000	82.96
0.618	82.57
HIGH	81.95
0.618	81.56
0.500	81.45
0.382	81.33
LOW	80.94
0.618	80.32
1.000	79.93
1.618	79.31
2.618	78.30
4.250	76.65

Fisher Pivots for day following 25-Sep-2023
Pivot	1 day	3 day
R1	81.47	82.04
PP	81.46	81.85
S1	81.45	81.67

Download as Excel Spreadsheet

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

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