NYMEX Light Sweet Crude Oil Future February 2024


Trading Metrics calculated at close of trading on 27-Sep-2023
Day Change Summary
Previous Current
26-Sep-2023 27-Sep-2023 Change Change % Previous Week
Open 85.36 85.72 0.36 0.4% 87.05
High 86.01 87.76 1.75 2.0% 87.86
Low 84.06 85.69 1.63 1.9% 84.78
Close 85.71 87.42 1.71 2.0% 85.33
Range 1.95 2.07 0.12 6.2% 3.08
ATR 1.55 1.59 0.04 2.4% 0.00
Volume 26,121 63,756 37,635 144.1% 201,146
Daily Pivots for day following 27-Sep-2023
Classic Woodie Camarilla DeMark
R4 93.17 92.36 88.56
R3 91.10 90.29 87.99
R2 89.03 89.03 87.80
R1 88.22 88.22 87.61 88.63
PP 86.96 86.96 86.96 87.16
S1 86.15 86.15 87.23 86.56
S2 84.89 84.89 87.04
S3 82.82 84.08 86.85
S4 80.75 82.01 86.28
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 87.76 84.06 3.70 4.2% 1.77 2.0% 91% True False 40,053
10 87.86 84.06 3.80 4.3% 1.62 1.9% 88% False False 40,165
20 87.86 78.99 8.87 10.1% 1.56 1.8% 95% False False 33,584
40 87.86 76.43 11.43 13.1% 1.60 1.8% 96% False False 23,307
60 87.86 69.05 18.81 21.5% 1.55 1.8% 98% False False 18,771
80 87.86 65.90 21.96 25.1% 1.66 1.9% 98% False False 15,754
100 87.86 65.90 21.96 25.1% 1.68 1.9% 98% False False 13,176
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 96.56
2.618 93.18
1.618 91.11
1.000 89.83
0.618 89.04
HIGH 87.76
0.618 86.97
0.500 86.73
0.382 86.48
LOW 85.69
0.618 84.41
1.000 83.62
1.618 82.34
2.618 80.27
4.250 76.89
Fisher Pivots for day following 27-Sep-2023
Pivot 1 day 3 day
R1 87.19 86.92
PP 86.96 86.41
S1 86.73 85.91

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

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