NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 20-Sep-2023
Day Change Summary
Previous Current
19-Sep-2023 20-Sep-2023 Change Change % Previous Week
Open 85.71 85.62 -0.09 -0.1% 83.15
High 86.68 85.81 -0.87 -1.0% 86.67
Low 85.47 84.35 -1.12 -1.3% 83.10
Close 85.53 84.74 -0.79 -0.9% 85.85
Range 1.21 1.46 0.25 20.7% 3.57
ATR 1.45 1.45 0.00 0.1% 0.00
Volume 65,587 38,863 -26,724 -40.7% 185,342
Daily Pivots for day following 20-Sep-2023
Classic Woodie Camarilla DeMark
R4 89.35 88.50 85.54
R3 87.89 87.04 85.14
R2 86.43 86.43 85.01
R1 85.58 85.58 84.87 85.28
PP 84.97 84.97 84.97 84.81
S1 84.12 84.12 84.61 83.82
S2 83.51 83.51 84.47
S3 82.05 82.66 84.34
S4 80.59 81.20 83.94
Weekly Pivots for week ending 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 95.92 94.45 87.81
R3 92.35 90.88 86.83
R2 88.78 88.78 86.50
R1 87.31 87.31 86.18 88.05
PP 85.21 85.21 85.21 85.57
S1 83.74 83.74 85.52 84.48
S2 81.64 81.64 85.20
S3 78.07 80.17 84.87
S4 74.50 76.60 83.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.68 84.35 2.33 2.7% 1.41 1.7% 17% False True 48,556
10 86.68 82.39 4.29 5.1% 1.31 1.5% 55% False False 40,396
20 86.68 76.10 10.58 12.5% 1.46 1.7% 82% False False 34,935
40 86.68 75.96 10.72 12.7% 1.48 1.7% 82% False False 26,516
60 86.68 67.32 19.36 22.8% 1.49 1.8% 90% False False 23,219
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.21
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 92.02
2.618 89.63
1.618 88.17
1.000 87.27
0.618 86.71
HIGH 85.81
0.618 85.25
0.500 85.08
0.382 84.91
LOW 84.35
0.618 83.45
1.000 82.89
1.618 81.99
2.618 80.53
4.250 78.15
Fisher Pivots for day following 20-Sep-2023
Pivot 1 day 3 day
R1 85.08 85.52
PP 84.97 85.26
S1 84.85 85.00

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

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