NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 12-Sep-2023
Day Change Summary
Previous Current
11-Sep-2023 12-Sep-2023 Change Change % Previous Week
Open 83.15 83.59 0.44 0.5% 81.97
High 84.27 85.08 0.81 1.0% 83.85
Low 83.10 83.59 0.49 0.6% 81.46
Close 83.60 84.80 1.20 1.4% 83.53
Range 1.17 1.49 0.32 27.4% 2.39
ATR 1.49 1.49 0.00 0.0% 0.00
Volume 32,430 40,450 8,020 24.7% 145,349
Daily Pivots for day following 12-Sep-2023
Classic Woodie Camarilla DeMark
R4 88.96 88.37 85.62
R3 87.47 86.88 85.21
R2 85.98 85.98 85.07
R1 85.39 85.39 84.94 85.69
PP 84.49 84.49 84.49 84.64
S1 83.90 83.90 84.66 84.20
S2 83.00 83.00 84.53
S3 81.51 82.41 84.39
S4 80.02 80.92 83.98
Weekly Pivots for week ending 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 90.12 89.21 84.84
R3 87.73 86.82 84.19
R2 85.34 85.34 83.97
R1 84.43 84.43 83.75 84.89
PP 82.95 82.95 82.95 83.17
S1 82.04 82.04 83.31 82.50
S2 80.56 80.56 83.09
S3 78.17 79.65 82.87
S4 75.78 77.26 82.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.08 82.33 2.75 3.2% 1.30 1.5% 90% True False 33,509
10 85.08 77.26 7.82 9.2% 1.47 1.7% 96% True False 33,501
20 85.08 76.10 8.98 10.6% 1.50 1.8% 97% True False 27,280
40 85.08 72.31 12.77 15.1% 1.50 1.8% 98% True False 22,058
60 85.08 66.88 18.20 21.5% 1.53 1.8% 98% True False 20,138
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.23
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 91.41
2.618 88.98
1.618 87.49
1.000 86.57
0.618 86.00
HIGH 85.08
0.618 84.51
0.500 84.34
0.382 84.16
LOW 83.59
0.618 82.67
1.000 82.10
1.618 81.18
2.618 79.69
4.250 77.26
Fisher Pivots for day following 12-Sep-2023
Pivot 1 day 3 day
R1 84.65 84.45
PP 84.49 84.09
S1 84.34 83.74

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

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