NYMEX Light Sweet Crude Oil Future February 2024


Trading Metrics calculated at close of trading on 19-Sep-2023
Day Change Summary
Previous Current
18-Sep-2023 19-Sep-2023 Change Change % Previous Week
Open 87.05 86.86 -0.19 -0.2% 83.98
High 87.56 87.86 0.30 0.3% 87.67
Low 86.34 86.59 0.25 0.3% 83.81
Close 86.79 86.65 -0.14 -0.2% 86.85
Range 1.22 1.27 0.05 4.1% 3.86
ATR 1.53 1.51 -0.02 -1.2% 0.00
Volume 45,010 55,120 10,110 22.5% 155,295
Daily Pivots for day following 19-Sep-2023
Classic Woodie Camarilla DeMark
R4 90.84 90.02 87.35
R3 89.57 88.75 87.00
R2 88.30 88.30 86.88
R1 87.48 87.48 86.77 87.26
PP 87.03 87.03 87.03 86.92
S1 86.21 86.21 86.53 85.99
S2 85.76 85.76 86.42
S3 84.49 84.94 86.30
S4 83.22 83.67 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 87.86 85.15 2.71 3.1% 1.37 1.6% 55% True False 39,394
10 87.86 83.00 4.86 5.6% 1.38 1.6% 75% True False 33,133
20 87.86 76.43 11.43 13.2% 1.49 1.7% 89% True False 26,691
40 87.86 76.26 11.60 13.4% 1.53 1.8% 90% True False 18,998
60 87.86 67.38 20.48 23.6% 1.54 1.8% 94% True False 15,663
80 87.86 65.90 21.96 25.3% 1.70 2.0% 94% True False 13,173
100 87.86 65.24 22.62 26.1% 1.69 2.0% 95% True False 11,089
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 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.26
2.618 91.18
1.618 89.91
1.000 89.13
0.618 88.64
HIGH 87.86
0.618 87.37
0.500 87.23
0.382 87.08
LOW 86.59
0.618 85.81
1.000 85.32
1.618 84.54
2.618 83.27
4.250 81.19
Fisher Pivots for day following 19-Sep-2023
Pivot 1 day 3 day
R1 87.23 86.95
PP 87.03 86.85
S1 86.84 86.75

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

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