NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 26-Sep-2023
Day Change Summary
Previous Current
25-Sep-2023 26-Sep-2023 Change Change % Previous Week
Open 84.40 84.01 -0.39 -0.5% 85.80
High 84.61 84.75 0.14 0.2% 86.68
Low 83.47 82.91 -0.56 -0.7% 83.75
Close 84.08 84.44 0.36 0.4% 84.13
Range 1.14 1.84 0.70 61.4% 2.93
ATR 1.46 1.49 0.03 1.8% 0.00
Volume 41,222 31,254 -9,968 -24.2% 255,198
Daily Pivots for day following 26-Sep-2023
Classic Woodie Camarilla DeMark
R4 89.55 88.84 85.45
R3 87.71 87.00 84.95
R2 85.87 85.87 84.78
R1 85.16 85.16 84.61 85.52
PP 84.03 84.03 84.03 84.21
S1 83.32 83.32 84.27 83.68
S2 82.19 82.19 84.10
S3 80.35 81.48 83.93
S4 78.51 79.64 83.43
Weekly Pivots for week ending 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 93.64 91.82 85.74
R3 90.71 88.89 84.94
R2 87.78 87.78 84.67
R1 85.96 85.96 84.40 85.41
PP 84.85 84.85 84.85 84.58
S1 83.03 83.03 83.86 82.48
S2 81.92 81.92 83.59
S3 78.99 80.10 83.32
S4 76.06 77.17 82.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.81 82.91 2.90 3.4% 1.58 1.9% 53% False True 41,562
10 86.68 82.91 3.77 4.5% 1.45 1.7% 41% False True 44,013
20 86.68 77.26 9.42 11.2% 1.46 1.7% 76% False False 38,757
40 86.68 76.10 10.58 12.5% 1.51 1.8% 79% False False 29,154
60 86.68 68.61 18.07 21.4% 1.49 1.8% 88% False False 24,862
80 86.68 65.63 21.05 24.9% 1.59 1.9% 89% False False 22,694
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 92.57
2.618 89.57
1.618 87.73
1.000 86.59
0.618 85.89
HIGH 84.75
0.618 84.05
0.500 83.83
0.382 83.61
LOW 82.91
0.618 81.77
1.000 81.07
1.618 79.93
2.618 78.09
4.250 75.09
Fisher Pivots for day following 26-Sep-2023
Pivot 1 day 3 day
R1 84.24 84.37
PP 84.03 84.30
S1 83.83 84.23

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

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