NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 27-Sep-2023
Day Change Summary
Previous Current
26-Sep-2023 27-Sep-2023 Change Change % Previous Week
Open 84.01 84.50 0.49 0.6% 85.80
High 84.75 86.21 1.46 1.7% 86.68
Low 82.91 84.50 1.59 1.9% 83.75
Close 84.44 85.86 1.42 1.7% 84.13
Range 1.84 1.71 -0.13 -7.1% 2.93
ATR 1.49 1.51 0.02 1.3% 0.00
Volume 31,254 75,506 44,252 141.6% 255,198
Daily Pivots for day following 27-Sep-2023
Classic Woodie Camarilla DeMark
R4 90.65 89.97 86.80
R3 88.94 88.26 86.33
R2 87.23 87.23 86.17
R1 86.55 86.55 86.02 86.89
PP 85.52 85.52 85.52 85.70
S1 84.84 84.84 85.70 85.18
S2 83.81 83.81 85.55
S3 82.10 83.13 85.39
S4 80.39 81.42 84.92
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 86.21 82.91 3.30 3.8% 1.63 1.9% 89% True False 48,891
10 86.68 82.91 3.77 4.4% 1.52 1.8% 78% False False 48,723
20 86.68 78.51 8.17 9.5% 1.47 1.7% 90% False False 41,724
40 86.68 76.10 10.58 12.3% 1.53 1.8% 92% False False 30,613
60 86.68 68.87 17.81 20.7% 1.49 1.7% 95% False False 25,924
80 86.68 65.63 21.05 24.5% 1.59 1.9% 96% False False 23,485
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 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.48
2.618 90.69
1.618 88.98
1.000 87.92
0.618 87.27
HIGH 86.21
0.618 85.56
0.500 85.36
0.382 85.15
LOW 84.50
0.618 83.44
1.000 82.79
1.618 81.73
2.618 80.02
4.250 77.23
Fisher Pivots for day following 27-Sep-2023
Pivot 1 day 3 day
R1 85.69 85.43
PP 85.52 84.99
S1 85.36 84.56

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

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