NYMEX Light Sweet Crude Oil Future February 2024


Trading Metrics calculated at close of trading on 12-Sep-2023
Day Change Summary
Previous Current
11-Sep-2023 12-Sep-2023 Change Change % Previous Week
Open 83.98 84.29 0.31 0.4% 82.74
High 85.04 85.93 0.89 1.0% 84.63
Low 83.81 84.29 0.48 0.6% 82.06
Close 84.35 85.63 1.28 1.5% 84.31
Range 1.23 1.64 0.41 33.3% 2.57
ATR 1.55 1.55 0.01 0.4% 0.00
Volume 24,956 33,495 8,539 34.2% 110,490
Daily Pivots for day following 12-Sep-2023
Classic Woodie Camarilla DeMark
R4 90.20 89.56 86.53
R3 88.56 87.92 86.08
R2 86.92 86.92 85.93
R1 86.28 86.28 85.78 86.60
PP 85.28 85.28 85.28 85.45
S1 84.64 84.64 85.48 84.96
S2 83.64 83.64 85.33
S3 82.00 83.00 85.18
S4 80.36 81.36 84.73
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 85.93 83.00 2.93 3.4% 1.39 1.6% 90% True False 26,871
10 85.93 77.70 8.23 9.6% 1.55 1.8% 96% True False 25,480
20 85.93 76.43 9.50 11.1% 1.56 1.8% 97% True False 19,831
40 85.93 72.61 13.32 15.6% 1.55 1.8% 98% True False 15,369
60 85.93 67.07 18.86 22.0% 1.59 1.9% 98% True False 12,982
80 85.93 65.90 20.03 23.4% 1.68 2.0% 99% True False 10,908
100 85.93 65.24 20.69 24.2% 1.72 2.0% 99% True False 9,233
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 92.90
2.618 90.22
1.618 88.58
1.000 87.57
0.618 86.94
HIGH 85.93
0.618 85.30
0.500 85.11
0.382 84.92
LOW 84.29
0.618 83.28
1.000 82.65
1.618 81.64
2.618 80.00
4.250 77.32
Fisher Pivots for day following 12-Sep-2023
Pivot 1 day 3 day
R1 85.46 85.26
PP 85.28 84.89
S1 85.11 84.52

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

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