NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 18-Sep-2023
Day Change Summary
Previous Current
15-Sep-2023 18-Sep-2023 Change Change % Previous Week
Open 86.28 85.80 -0.48 -0.6% 83.15
High 86.67 86.49 -0.18 -0.2% 86.67
Low 85.12 85.30 0.18 0.2% 83.10
Close 85.85 85.70 -0.15 -0.2% 85.85
Range 1.55 1.19 -0.36 -23.2% 3.57
ATR 1.49 1.47 -0.02 -1.4% 0.00
Volume 49,273 54,274 5,001 10.1% 185,342
Daily Pivots for day following 18-Sep-2023
Classic Woodie Camarilla DeMark
R4 89.40 88.74 86.35
R3 88.21 87.55 86.03
R2 87.02 87.02 85.92
R1 86.36 86.36 85.81 86.10
PP 85.83 85.83 85.83 85.70
S1 85.17 85.17 85.59 84.91
S2 84.64 84.64 85.48
S3 83.45 83.98 85.37
S4 82.26 82.79 85.05
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 83.59 3.08 3.6% 1.37 1.6% 69% False False 41,437
10 86.67 81.46 5.21 6.1% 1.43 1.7% 81% False False 38,496
20 86.67 76.10 10.57 12.3% 1.43 1.7% 91% False False 31,647
40 86.67 74.34 12.33 14.4% 1.50 1.7% 92% False False 24,794
60 86.67 66.88 19.79 23.1% 1.49 1.7% 95% False False 21,951
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 91.55
2.618 89.61
1.618 88.42
1.000 87.68
0.618 87.23
HIGH 86.49
0.618 86.04
0.500 85.90
0.382 85.75
LOW 85.30
0.618 84.56
1.000 84.11
1.618 83.37
2.618 82.18
4.250 80.24
Fisher Pivots for day following 18-Sep-2023
Pivot 1 day 3 day
R1 85.90 85.71
PP 85.83 85.71
S1 85.77 85.70

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

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