NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 21-Sep-2023
Day Change Summary
Previous Current
20-Sep-2023 21-Sep-2023 Change Change % Previous Week
Open 85.62 84.63 -0.99 -1.2% 83.15
High 85.81 85.66 -0.15 -0.2% 86.67
Low 84.35 83.75 -0.60 -0.7% 83.10
Close 84.74 84.74 0.00 0.0% 85.85
Range 1.46 1.91 0.45 30.8% 3.57
ATR 1.45 1.48 0.03 2.3% 0.00
Volume 38,863 36,540 -2,323 -6.0% 185,342
Daily Pivots for day following 21-Sep-2023
Classic Woodie Camarilla DeMark
R4 90.45 89.50 85.79
R3 88.54 87.59 85.27
R2 86.63 86.63 85.09
R1 85.68 85.68 84.92 86.16
PP 84.72 84.72 84.72 84.95
S1 83.77 83.77 84.56 84.25
S2 82.81 82.81 84.39
S3 80.90 81.86 84.21
S4 78.99 79.95 83.69
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 83.75 2.93 3.5% 1.46 1.7% 34% False True 48,907
10 86.68 82.39 4.29 5.1% 1.40 1.6% 55% False False 41,919
20 86.68 76.13 10.55 12.4% 1.45 1.7% 82% False False 35,454
40 86.68 76.10 10.58 12.5% 1.50 1.8% 82% False False 26,997
60 86.68 67.32 19.36 22.8% 1.49 1.8% 90% False False 23,435
80 86.68 65.63 21.05 24.8% 1.64 1.9% 91% False False 21,529
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 93.78
2.618 90.66
1.618 88.75
1.000 87.57
0.618 86.84
HIGH 85.66
0.618 84.93
0.500 84.71
0.382 84.48
LOW 83.75
0.618 82.57
1.000 81.84
1.618 80.66
2.618 78.75
4.250 75.63
Fisher Pivots for day following 21-Sep-2023
Pivot 1 day 3 day
R1 84.73 85.22
PP 84.72 85.06
S1 84.71 84.90

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

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