NYMEX Light Sweet Crude Oil Future February 2024


Trading Metrics calculated at close of trading on 11-Sep-2023
Day Change Summary
Previous Current
08-Sep-2023 11-Sep-2023 Change Change % Previous Week
Open 83.40 83.98 0.58 0.7% 82.74
High 84.52 85.04 0.52 0.6% 84.63
Low 83.11 83.81 0.70 0.8% 82.06
Close 84.31 84.35 0.04 0.0% 84.31
Range 1.41 1.23 -0.18 -12.8% 2.57
ATR 1.57 1.55 -0.02 -1.6% 0.00
Volume 26,282 24,956 -1,326 -5.0% 110,490
Daily Pivots for day following 11-Sep-2023
Classic Woodie Camarilla DeMark
R4 88.09 87.45 85.03
R3 86.86 86.22 84.69
R2 85.63 85.63 84.58
R1 84.99 84.99 84.46 85.31
PP 84.40 84.40 84.40 84.56
S1 83.76 83.76 84.24 84.08
S2 83.17 83.17 84.12
S3 81.94 82.53 84.01
S4 80.71 81.30 83.67
Weekly Pivots for week ending 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 91.38 90.41 85.72
R3 88.81 87.84 85.02
R2 86.24 86.24 84.78
R1 85.27 85.27 84.55 85.76
PP 83.67 83.67 83.67 83.91
S1 82.70 82.70 84.07 83.19
S2 81.10 81.10 83.84
S3 78.53 80.13 83.60
S4 75.96 77.56 82.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.04 82.06 2.98 3.5% 1.57 1.9% 77% True False 27,089
10 85.04 77.70 7.34 8.7% 1.50 1.8% 91% True False 22,926
20 85.04 76.43 8.61 10.2% 1.53 1.8% 92% True False 18,636
40 85.04 72.60 12.44 14.7% 1.55 1.8% 94% True False 14,746
60 85.04 67.07 17.97 21.3% 1.60 1.9% 96% True False 12,517
80 85.04 65.90 19.14 22.7% 1.70 2.0% 96% True False 10,513
100 85.04 65.24 19.80 23.5% 1.72 2.0% 97% True False 8,928
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.27
2.618 88.26
1.618 87.03
1.000 86.27
0.618 85.80
HIGH 85.04
0.618 84.57
0.500 84.43
0.382 84.28
LOW 83.81
0.618 83.05
1.000 82.58
1.618 81.82
2.618 80.59
4.250 78.58
Fisher Pivots for day following 11-Sep-2023
Pivot 1 day 3 day
R1 84.43 84.26
PP 84.40 84.17
S1 84.38 84.08

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

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