NYMEX Light Sweet Crude Oil Future February 2024


Trading Metrics calculated at close of trading on 22-Sep-2023
Day Change Summary
Previous Current
21-Sep-2023 22-Sep-2023 Change Change % Previous Week
Open 85.65 85.84 0.19 0.2% 87.05
High 86.80 86.71 -0.09 -0.1% 87.86
Low 84.78 85.09 0.31 0.4% 84.78
Close 85.83 85.33 -0.50 -0.6% 85.33
Range 2.02 1.62 -0.40 -19.8% 3.08
ATR 1.54 1.55 0.01 0.4% 0.00
Volume 25,345 45,409 20,064 79.2% 201,146
Daily Pivots for day following 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 90.57 89.57 86.22
R3 88.95 87.95 85.78
R2 87.33 87.33 85.63
R1 86.33 86.33 85.48 86.02
PP 85.71 85.71 85.71 85.56
S1 84.71 84.71 85.18 84.40
S2 84.09 84.09 85.03
S3 82.47 83.09 84.88
S4 80.85 81.47 84.44
Weekly Pivots for week ending 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 95.23 93.36 87.02
R3 92.15 90.28 86.18
R2 89.07 89.07 85.89
R1 87.20 87.20 85.61 86.60
PP 85.99 85.99 85.99 85.69
S1 84.12 84.12 85.05 83.52
S2 82.91 82.91 84.77
S3 79.83 81.04 84.48
S4 76.75 77.96 83.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.86 84.78 3.08 3.6% 1.52 1.8% 18% False False 40,229
10 87.86 83.81 4.05 4.7% 1.48 1.7% 38% False False 35,644
20 87.86 76.76 11.10 13.0% 1.52 1.8% 77% False False 28,973
40 87.86 76.43 11.43 13.4% 1.57 1.8% 78% False False 20,857
60 87.86 68.70 19.16 22.5% 1.54 1.8% 87% False False 16,971
80 87.86 65.90 21.96 25.7% 1.67 2.0% 88% False False 14,256
100 87.86 65.24 22.62 26.5% 1.71 2.0% 89% False False 12,042
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 True
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.60
2.618 90.95
1.618 89.33
1.000 88.33
0.618 87.71
HIGH 86.71
0.618 86.09
0.500 85.90
0.382 85.71
LOW 85.09
0.618 84.09
1.000 83.47
1.618 82.47
2.618 80.85
4.250 78.21
Fisher Pivots for day following 22-Sep-2023
Pivot 1 day 3 day
R1 85.90 85.85
PP 85.71 85.67
S1 85.52 85.50

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

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