NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 28-Sep-2023
Day Change Summary
Previous Current
27-Sep-2023 28-Sep-2023 Change Change % Previous Week
Open 84.50 85.78 1.28 1.5% 85.80
High 86.21 86.47 0.26 0.3% 86.68
Low 84.50 84.35 -0.15 -0.2% 83.75
Close 85.86 84.55 -1.31 -1.5% 84.13
Range 1.71 2.12 0.41 24.0% 2.93
ATR 1.51 1.55 0.04 2.9% 0.00
Volume 75,506 54,074 -21,432 -28.4% 255,198
Daily Pivots for day following 28-Sep-2023
Classic Woodie Camarilla DeMark
R4 91.48 90.14 85.72
R3 89.36 88.02 85.13
R2 87.24 87.24 84.94
R1 85.90 85.90 84.74 85.51
PP 85.12 85.12 85.12 84.93
S1 83.78 83.78 84.36 83.39
S2 83.00 83.00 84.16
S3 80.88 81.66 83.97
S4 78.76 79.54 83.38
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 86.47 82.91 3.56 4.2% 1.68 2.0% 46% True False 52,398
10 86.68 82.91 3.77 4.5% 1.57 1.9% 44% False False 50,652
20 86.68 78.90 7.78 9.2% 1.53 1.8% 73% False False 43,465
40 86.68 76.10 10.58 12.5% 1.51 1.8% 80% False False 31,545
60 86.68 68.87 17.81 21.1% 1.50 1.8% 88% False False 26,483
80 86.68 65.63 21.05 24.9% 1.59 1.9% 90% False False 23,984
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 95.48
2.618 92.02
1.618 89.90
1.000 88.59
0.618 87.78
HIGH 86.47
0.618 85.66
0.500 85.41
0.382 85.16
LOW 84.35
0.618 83.04
1.000 82.23
1.618 80.92
2.618 78.80
4.250 75.34
Fisher Pivots for day following 28-Sep-2023
Pivot 1 day 3 day
R1 85.41 84.69
PP 85.12 84.64
S1 84.84 84.60

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

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