NYMEX Light Sweet Crude Oil Future June 2024

Trading Metrics calculated at close of trading on 27-Sep-2023

Day Change Summary
	Previous	Current
	26-Sep-2023	27-Sep-2023	Change	Change %	Previous Week
Open	81.49	81.83	0.34	0.4%	83.45
High	82.10	83.14	1.04	1.3%	83.95
Low	80.44	81.77	1.33	1.7%	81.42
Close	81.78	82.74	0.96	1.2%	81.53
Range	1.66	1.37	-0.29	-17.5%	2.53
ATR	1.34	1.34	0.00	0.2%	0.00
Volume	32,775	81,976	49,201	150.1%	262,697

Daily Pivots for day following 27-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	86.66	86.07	83.49
R3	85.29	84.70	83.12
R2	83.92	83.92	82.99
R1	83.33	83.33	82.87	83.63
PP	82.55	82.55	82.55	82.70
S1	81.96	81.96	82.61	82.26
S2	81.18	81.18	82.49
S3	79.81	80.59	82.36
S4	78.44	79.22	81.99

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	83.14	80.44	2.70	3.3%	1.44	1.7%	85%	True	False	48,793
10	84.13	80.44	3.69	4.5%	1.35	1.6%	62%	False	False	51,600
20	84.13	77.23	6.90	8.3%	1.30	1.6%	80%	False	False	48,567

Crabel Price Patterns
NR	True
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	0.35
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	88.96
2.618	86.73
1.618	85.36
1.000	84.51
0.618	83.99
HIGH	83.14
0.618	82.62
0.500	82.46
0.382	82.29
LOW	81.77
0.618	80.92
1.000	80.40
1.618	79.55
2.618	78.18
4.250	75.95

Fisher Pivots for day following 27-Sep-2023
Pivot	1 day	3 day
R1	82.65	82.42
PP	82.55	82.11
S1	82.46	81.79

Download as Excel Spreadsheet

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

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