NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 01-Sep-2023
Day Change Summary
Previous Current
31-Aug-2023 01-Sep-2023 Change Change % Previous Week
Open 79.05 80.21 1.16 1.5% 77.96
High 80.39 82.02 1.63 2.0% 82.02
Low 78.90 80.21 1.31 1.7% 77.26
Close 80.35 81.72 1.37 1.7% 81.72
Range 1.49 1.81 0.32 21.5% 4.76
ATR 1.49 1.51 0.02 1.5% 0.00
Volume 36,205 45,162 8,957 24.7% 128,080
Daily Pivots for day following 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 86.75 86.04 82.72
R3 84.94 84.23 82.22
R2 83.13 83.13 82.05
R1 82.42 82.42 81.89 82.78
PP 81.32 81.32 81.32 81.49
S1 80.61 80.61 81.55 80.97
S2 79.51 79.51 81.39
S3 77.70 78.80 81.22
S4 75.89 76.99 80.72
Weekly Pivots for week ending 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 94.61 92.93 84.34
R3 89.85 88.17 83.03
R2 85.09 85.09 82.59
R1 83.41 83.41 82.16 84.25
PP 80.33 80.33 80.33 80.76
S1 78.65 78.65 81.28 79.49
S2 75.57 75.57 80.85
S3 70.81 73.89 80.41
S4 66.05 69.13 79.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.02 77.26 4.76 5.8% 1.37 1.7% 94% True False 25,616
10 82.02 76.10 5.92 7.2% 1.43 1.7% 95% True False 24,797
20 82.02 76.10 5.92 7.2% 1.47 1.8% 95% True False 21,734
40 82.02 70.84 11.18 13.7% 1.48 1.8% 97% True False 19,138
60 82.02 65.63 16.39 20.1% 1.61 2.0% 98% True False 18,393
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 89.71
2.618 86.76
1.618 84.95
1.000 83.83
0.618 83.14
HIGH 82.02
0.618 81.33
0.500 81.12
0.382 80.90
LOW 80.21
0.618 79.09
1.000 78.40
1.618 77.28
2.618 75.47
4.250 72.52
Fisher Pivots for day following 01-Sep-2023
Pivot 1 day 3 day
R1 81.52 81.24
PP 81.32 80.75
S1 81.12 80.27

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

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