NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 19-Sep-2023
Day Change Summary
Previous Current
18-Sep-2023 19-Sep-2023 Change Change % Previous Week
Open 85.80 85.71 -0.09 -0.1% 83.15
High 86.49 86.68 0.19 0.2% 86.67
Low 85.30 85.47 0.17 0.2% 83.10
Close 85.70 85.53 -0.17 -0.2% 85.85
Range 1.19 1.21 0.02 1.7% 3.57
ATR 1.47 1.45 -0.02 -1.2% 0.00
Volume 54,274 65,587 11,313 20.8% 185,342
Daily Pivots for day following 19-Sep-2023
Classic Woodie Camarilla DeMark
R4 89.52 88.74 86.20
R3 88.31 87.53 85.86
R2 87.10 87.10 85.75
R1 86.32 86.32 85.64 86.11
PP 85.89 85.89 85.89 85.79
S1 85.11 85.11 85.42 84.90
S2 84.68 84.68 85.31
S3 83.47 83.90 85.20
S4 82.26 82.69 84.86
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 86.68 84.33 2.35 2.7% 1.32 1.5% 51% True False 46,464
10 86.68 82.33 4.35 5.1% 1.31 1.5% 74% True False 39,986
20 86.68 76.10 10.58 12.4% 1.43 1.7% 89% True False 34,002
40 86.68 75.80 10.88 12.7% 1.47 1.7% 89% True False 25,958
60 86.68 67.32 19.36 22.6% 1.48 1.7% 94% True False 22,789
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.82
2.618 89.85
1.618 88.64
1.000 87.89
0.618 87.43
HIGH 86.68
0.618 86.22
0.500 86.08
0.382 85.93
LOW 85.47
0.618 84.72
1.000 84.26
1.618 83.51
2.618 82.30
4.250 80.33
Fisher Pivots for day following 19-Sep-2023
Pivot 1 day 3 day
R1 86.08 85.90
PP 85.89 85.78
S1 85.71 85.65

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

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