NYMEX Light Sweet Crude Oil Future February 2024


Trading Metrics calculated at close of trading on 20-Sep-2023
Day Change Summary
Previous Current
19-Sep-2023 20-Sep-2023 Change Change % Previous Week
Open 86.86 86.76 -0.10 -0.1% 83.98
High 87.86 86.91 -0.95 -1.1% 87.67
Low 86.59 85.42 -1.17 -1.4% 83.81
Close 86.65 85.83 -0.82 -0.9% 86.85
Range 1.27 1.49 0.22 17.3% 3.86
ATR 1.51 1.51 0.00 -0.1% 0.00
Volume 55,120 30,262 -24,858 -45.1% 155,295
Daily Pivots for day following 20-Sep-2023
Classic Woodie Camarilla DeMark
R4 90.52 89.67 86.65
R3 89.03 88.18 86.24
R2 87.54 87.54 86.10
R1 86.69 86.69 85.97 86.37
PP 86.05 86.05 86.05 85.90
S1 85.20 85.20 85.69 84.88
S2 84.56 84.56 85.56
S3 83.07 83.71 85.42
S4 81.58 82.22 85.01
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 85.42 2.44 2.8% 1.47 1.7% 17% False True 40,277
10 87.86 83.11 4.75 5.5% 1.36 1.6% 57% False False 33,403
20 87.86 76.43 11.43 13.3% 1.52 1.8% 82% False False 27,236
40 87.86 76.43 11.43 13.3% 1.53 1.8% 82% False False 19,553
60 87.86 67.38 20.48 23.9% 1.55 1.8% 90% False False 16,091
80 87.86 65.90 21.96 25.6% 1.69 2.0% 91% False False 13,456
100 87.86 65.24 22.62 26.4% 1.70 2.0% 91% False False 11,367
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 0.23
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 93.24
2.618 90.81
1.618 89.32
1.000 88.40
0.618 87.83
HIGH 86.91
0.618 86.34
0.500 86.17
0.382 85.99
LOW 85.42
0.618 84.50
1.000 83.93
1.618 83.01
2.618 81.52
4.250 79.09
Fisher Pivots for day following 20-Sep-2023
Pivot 1 day 3 day
R1 86.17 86.64
PP 86.05 86.37
S1 85.94 86.10

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

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