NYMEX Light Sweet Crude Oil Future February 2024


Trading Metrics calculated at close of trading on 15-Sep-2023
Day Change Summary
Previous Current
14-Sep-2023 15-Sep-2023 Change Change % Previous Week
Open 85.59 87.20 1.61 1.9% 83.98
High 87.33 87.67 0.34 0.4% 87.67
Low 85.59 86.04 0.45 0.5% 83.81
Close 86.95 86.85 -0.10 -0.1% 86.85
Range 1.74 1.63 -0.11 -6.3% 3.86
ATR 1.54 1.55 0.01 0.4% 0.00
Volume 33,901 37,095 3,194 9.4% 155,295
Daily Pivots for day following 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 91.74 90.93 87.75
R3 90.11 89.30 87.30
R2 88.48 88.48 87.15
R1 87.67 87.67 87.00 87.26
PP 86.85 86.85 86.85 86.65
S1 86.04 86.04 86.70 85.63
S2 85.22 85.22 86.55
S3 83.59 84.41 86.40
S4 81.96 82.78 85.95
Weekly Pivots for week ending 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 97.69 96.13 88.97
R3 93.83 92.27 87.91
R2 89.97 89.97 87.56
R1 88.41 88.41 87.20 89.19
PP 86.11 86.11 86.11 86.50
S1 84.55 84.55 86.50 85.33
S2 82.25 82.25 86.14
S3 78.39 80.69 85.79
S4 74.53 76.83 84.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.67 83.81 3.86 4.4% 1.44 1.7% 79% True False 31,059
10 87.67 80.80 6.87 7.9% 1.57 1.8% 88% True False 29,740
20 87.67 76.43 11.24 12.9% 1.51 1.7% 93% True False 22,947
40 87.67 74.30 13.37 15.4% 1.55 1.8% 94% True False 17,027
60 87.67 67.07 20.60 23.7% 1.57 1.8% 96% True False 14,383
80 87.67 65.90 21.77 25.1% 1.70 2.0% 96% True False 12,031
100 87.67 65.24 22.43 25.8% 1.72 2.0% 96% True False 10,137
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 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.60
2.618 91.94
1.618 90.31
1.000 89.30
0.618 88.68
HIGH 87.67
0.618 87.05
0.500 86.86
0.382 86.66
LOW 86.04
0.618 85.03
1.000 84.41
1.618 83.40
2.618 81.77
4.250 79.11
Fisher Pivots for day following 15-Sep-2023
Pivot 1 day 3 day
R1 86.86 86.70
PP 86.85 86.56
S1 86.85 86.41

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

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