NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 15-Sep-2023
Day Change Summary
Previous Current
14-Sep-2023 15-Sep-2023 Change Change % Previous Week
Open 84.80 86.28 1.48 1.7% 83.15
High 86.40 86.67 0.27 0.3% 86.67
Low 84.75 85.12 0.37 0.4% 83.10
Close 86.04 85.85 -0.19 -0.2% 85.85
Range 1.65 1.55 -0.10 -6.1% 3.57
ATR 1.48 1.49 0.00 0.3% 0.00
Volume 34,786 49,273 14,487 41.6% 185,342
Daily Pivots for day following 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 90.53 89.74 86.70
R3 88.98 88.19 86.28
R2 87.43 87.43 86.13
R1 86.64 86.64 85.99 86.26
PP 85.88 85.88 85.88 85.69
S1 85.09 85.09 85.71 84.71
S2 84.33 84.33 85.57
S3 82.78 83.54 85.42
S4 81.23 81.99 85.00
Weekly Pivots for week ending 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 95.92 94.45 87.81
R3 92.35 90.88 86.83
R2 88.78 88.78 86.50
R1 87.31 87.31 86.18 88.05
PP 85.21 85.21 85.21 85.57
S1 83.74 83.74 85.52 84.48
S2 81.64 81.64 85.20
S3 78.07 80.17 84.87
S4 74.50 76.60 83.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.67 83.10 3.57 4.2% 1.37 1.6% 77% True False 37,068
10 86.67 80.21 6.46 7.5% 1.49 1.7% 87% True False 37,585
20 86.67 76.10 10.57 12.3% 1.45 1.7% 92% True False 30,307
40 86.67 73.96 12.71 14.8% 1.50 1.7% 94% True False 23,817
60 86.67 66.88 19.79 23.1% 1.52 1.8% 96% True False 21,475
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 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.26
2.618 90.73
1.618 89.18
1.000 88.22
0.618 87.63
HIGH 86.67
0.618 86.08
0.500 85.90
0.382 85.71
LOW 85.12
0.618 84.16
1.000 83.57
1.618 82.61
2.618 81.06
4.250 78.53
Fisher Pivots for day following 15-Sep-2023
Pivot 1 day 3 day
R1 85.90 85.73
PP 85.88 85.62
S1 85.87 85.50

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

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