NYMEX Light Sweet Crude Oil Future February 2024


Trading Metrics calculated at close of trading on 29-Sep-2023
Day Change Summary
Previous Current
28-Sep-2023 29-Sep-2023 Change Change % Previous Week
Open 87.38 86.12 -1.26 -1.4% 85.58
High 88.21 87.30 -0.91 -1.0% 88.21
Low 85.78 85.09 -0.69 -0.8% 84.06
Close 85.98 85.27 -0.71 -0.8% 85.27
Range 2.43 2.21 -0.22 -9.1% 4.15
ATR 1.65 1.69 0.04 2.4% 0.00
Volume 45,913 41,586 -4,327 -9.4% 217,012
Daily Pivots for day following 29-Sep-2023
Classic Woodie Camarilla DeMark
R4 92.52 91.10 86.49
R3 90.31 88.89 85.88
R2 88.10 88.10 85.68
R1 86.68 86.68 85.47 86.29
PP 85.89 85.89 85.89 85.69
S1 84.47 84.47 85.07 84.08
S2 83.68 83.68 84.86
S3 81.47 82.26 84.66
S4 79.26 80.05 84.05
Weekly Pivots for week ending 29-Sep-2023
Classic Woodie Camarilla DeMark
R4 98.30 95.93 87.55
R3 94.15 91.78 86.41
R2 90.00 90.00 86.03
R1 87.63 87.63 85.65 86.74
PP 85.85 85.85 85.85 85.40
S1 83.48 83.48 84.89 82.59
S2 81.70 81.70 84.51
S3 77.55 79.33 84.13
S4 73.40 75.18 82.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.21 84.06 4.15 4.9% 1.97 2.3% 29% False False 43,402
10 88.21 84.06 4.15 4.9% 1.75 2.0% 29% False False 41,815
20 88.21 80.80 7.41 8.7% 1.66 1.9% 60% False False 35,778
40 88.21 76.43 11.78 13.8% 1.58 1.8% 75% False False 24,905
60 88.21 70.12 18.09 21.2% 1.56 1.8% 84% False False 19,847
80 88.21 65.90 22.31 26.2% 1.66 2.0% 87% False False 16,741
100 88.21 65.90 22.31 26.2% 1.69 2.0% 87% False False 14,007
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.54
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.69
2.618 93.09
1.618 90.88
1.000 89.51
0.618 88.67
HIGH 87.30
0.618 86.46
0.500 86.20
0.382 85.93
LOW 85.09
0.618 83.72
1.000 82.88
1.618 81.51
2.618 79.30
4.250 75.70
Fisher Pivots for day following 29-Sep-2023
Pivot 1 day 3 day
R1 86.20 86.65
PP 85.89 86.19
S1 85.58 85.73

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

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