NYMEX Light Sweet Crude Oil Future February 2024


Trading Metrics calculated at close of trading on 26-Sep-2023
Day Change Summary
Previous Current
25-Sep-2023 26-Sep-2023 Change Change % Previous Week
Open 85.58 85.36 -0.22 -0.3% 87.05
High 85.85 86.01 0.16 0.2% 87.86
Low 84.65 84.06 -0.59 -0.7% 84.78
Close 85.29 85.71 0.42 0.5% 85.33
Range 1.20 1.95 0.75 62.5% 3.08
ATR 1.52 1.55 0.03 2.0% 0.00
Volume 39,636 26,121 -13,515 -34.1% 201,146
Daily Pivots for day following 26-Sep-2023
Classic Woodie Camarilla DeMark
R4 91.11 90.36 86.78
R3 89.16 88.41 86.25
R2 87.21 87.21 86.07
R1 86.46 86.46 85.89 86.84
PP 85.26 85.26 85.26 85.45
S1 84.51 84.51 85.53 84.89
S2 83.31 83.31 85.35
S3 81.36 82.56 85.17
S4 79.41 80.61 84.64
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 86.91 84.06 2.85 3.3% 1.66 1.9% 58% False True 33,354
10 87.86 84.06 3.80 4.4% 1.51 1.8% 43% False True 36,374
20 87.86 77.70 10.16 11.9% 1.53 1.8% 79% False False 30,927
40 87.86 76.43 11.43 13.3% 1.58 1.8% 81% False False 22,025
60 87.86 68.86 19.00 22.2% 1.55 1.8% 89% False False 17,809
80 87.86 65.90 21.96 25.6% 1.65 1.9% 90% False False 14,999
100 87.86 65.24 22.62 26.4% 1.68 2.0% 90% False False 12,603
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 94.30
2.618 91.12
1.618 89.17
1.000 87.96
0.618 87.22
HIGH 86.01
0.618 85.27
0.500 85.04
0.382 84.80
LOW 84.06
0.618 82.85
1.000 82.11
1.618 80.90
2.618 78.95
4.250 75.77
Fisher Pivots for day following 26-Sep-2023
Pivot 1 day 3 day
R1 85.49 85.60
PP 85.26 85.49
S1 85.04 85.39

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

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