NYMEX Light Sweet Crude Oil Future February 2024


Trading Metrics calculated at close of trading on 25-Sep-2023
Day Change Summary
Previous Current
22-Sep-2023 25-Sep-2023 Change Change % Previous Week
Open 85.84 85.58 -0.26 -0.3% 87.05
High 86.71 85.85 -0.86 -1.0% 87.86
Low 85.09 84.65 -0.44 -0.5% 84.78
Close 85.33 85.29 -0.04 0.0% 85.33
Range 1.62 1.20 -0.42 -25.9% 3.08
ATR 1.55 1.52 -0.02 -1.6% 0.00
Volume 45,409 39,636 -5,773 -12.7% 201,146
Daily Pivots for day following 25-Sep-2023
Classic Woodie Camarilla DeMark
R4 88.86 88.28 85.95
R3 87.66 87.08 85.62
R2 86.46 86.46 85.51
R1 85.88 85.88 85.40 85.57
PP 85.26 85.26 85.26 85.11
S1 84.68 84.68 85.18 84.37
S2 84.06 84.06 85.07
S3 82.86 83.48 84.96
S4 81.66 82.28 84.63
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 84.65 3.21 3.8% 1.52 1.8% 20% False True 39,154
10 87.86 84.29 3.57 4.2% 1.48 1.7% 28% False False 37,112
20 87.86 77.70 10.16 11.9% 1.49 1.7% 75% False False 30,019
40 87.86 76.43 11.43 13.4% 1.56 1.8% 78% False False 21,554
60 87.86 68.86 19.00 22.3% 1.54 1.8% 86% False False 17,543
80 87.86 65.90 21.96 25.7% 1.66 2.0% 88% False False 14,700
100 87.86 65.24 22.62 26.5% 1.69 2.0% 89% False False 12,416
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.37
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 90.95
2.618 88.99
1.618 87.79
1.000 87.05
0.618 86.59
HIGH 85.85
0.618 85.39
0.500 85.25
0.382 85.11
LOW 84.65
0.618 83.91
1.000 83.45
1.618 82.71
2.618 81.51
4.250 79.55
Fisher Pivots for day following 25-Sep-2023
Pivot 1 day 3 day
R1 85.28 85.73
PP 85.26 85.58
S1 85.25 85.44

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

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