NYMEX Light Sweet Crude Oil Future February 2024


Trading Metrics calculated at close of trading on 28-Sep-2023
Day Change Summary
Previous Current
27-Sep-2023 28-Sep-2023 Change Change % Previous Week
Open 85.72 87.38 1.66 1.9% 87.05
High 87.76 88.21 0.45 0.5% 87.86
Low 85.69 85.78 0.09 0.1% 84.78
Close 87.42 85.98 -1.44 -1.6% 85.33
Range 2.07 2.43 0.36 17.4% 3.08
ATR 1.59 1.65 0.06 3.8% 0.00
Volume 63,756 45,913 -17,843 -28.0% 201,146
Daily Pivots for day following 28-Sep-2023
Classic Woodie Camarilla DeMark
R4 93.95 92.39 87.32
R3 91.52 89.96 86.65
R2 89.09 89.09 86.43
R1 87.53 87.53 86.20 87.10
PP 86.66 86.66 86.66 86.44
S1 85.10 85.10 85.76 84.67
S2 84.23 84.23 85.53
S3 81.80 82.67 85.31
S4 79.37 80.24 84.64
Weekly Pivots for week ending 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 95.23 93.36 87.02
R3 92.15 90.28 86.18
R2 89.07 89.07 85.89
R1 87.20 87.20 85.61 86.60
PP 85.99 85.99 85.99 85.69
S1 84.12 84.12 85.05 83.52
S2 82.91 82.91 84.77
S3 79.83 81.04 84.48
S4 76.75 77.96 83.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.21 84.06 4.15 4.8% 1.85 2.2% 46% True False 44,167
10 88.21 84.06 4.15 4.8% 1.69 2.0% 46% True False 41,366
20 88.21 79.38 8.83 10.3% 1.63 1.9% 75% True False 35,170
40 88.21 76.43 11.78 13.7% 1.59 1.8% 81% True False 24,151
60 88.21 69.11 19.10 22.2% 1.56 1.8% 88% True False 19,340
80 88.21 65.90 22.31 25.9% 1.66 1.9% 90% True False 16,272
100 88.21 65.90 22.31 25.9% 1.68 2.0% 90% True False 13,613
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 98.54
2.618 94.57
1.618 92.14
1.000 90.64
0.618 89.71
HIGH 88.21
0.618 87.28
0.500 87.00
0.382 86.71
LOW 85.78
0.618 84.28
1.000 83.35
1.618 81.85
2.618 79.42
4.250 75.45
Fisher Pivots for day following 28-Sep-2023
Pivot 1 day 3 day
R1 87.00 86.14
PP 86.66 86.08
S1 86.32 86.03

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

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