NYMEX Light Sweet Crude Oil Future February 2024


Trading Metrics calculated at close of trading on 18-Sep-2023
Day Change Summary
Previous Current
15-Sep-2023 18-Sep-2023 Change Change % Previous Week
Open 87.20 87.05 -0.15 -0.2% 83.98
High 87.67 87.56 -0.11 -0.1% 87.67
Low 86.04 86.34 0.30 0.3% 83.81
Close 86.85 86.79 -0.06 -0.1% 86.85
Range 1.63 1.22 -0.41 -25.2% 3.86
ATR 1.55 1.53 -0.02 -1.5% 0.00
Volume 37,095 45,010 7,915 21.3% 155,295
Daily Pivots for day following 18-Sep-2023
Classic Woodie Camarilla DeMark
R4 90.56 89.89 87.46
R3 89.34 88.67 87.13
R2 88.12 88.12 87.01
R1 87.45 87.45 86.90 87.18
PP 86.90 86.90 86.90 86.76
S1 86.23 86.23 86.68 85.96
S2 85.68 85.68 86.57
S3 84.46 85.01 86.45
S4 83.24 83.79 86.12
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 84.29 3.38 3.9% 1.44 1.7% 74% False False 35,069
10 87.67 82.06 5.61 6.5% 1.50 1.7% 84% False False 31,079
20 87.67 76.43 11.24 13.0% 1.49 1.7% 92% False False 24,450
40 87.67 74.70 12.97 14.9% 1.55 1.8% 93% False False 17,888
60 87.67 67.07 20.60 23.7% 1.55 1.8% 96% False False 14,870
80 87.67 65.90 21.77 25.1% 1.70 2.0% 96% False False 12,553
100 87.67 65.24 22.43 25.8% 1.71 2.0% 96% False False 10,562
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 92.75
2.618 90.75
1.618 89.53
1.000 88.78
0.618 88.31
HIGH 87.56
0.618 87.09
0.500 86.95
0.382 86.81
LOW 86.34
0.618 85.59
1.000 85.12
1.618 84.37
2.618 83.15
4.250 81.16
Fisher Pivots for day following 18-Sep-2023
Pivot 1 day 3 day
R1 86.95 86.74
PP 86.90 86.68
S1 86.84 86.63

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

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