NYMEX Light Sweet Crude Oil Future March 2024


Trading Metrics calculated at close of trading on 29-Sep-2023
Day Change Summary
Previous Current
28-Sep-2023 29-Sep-2023 Change Change % Previous Week
Open 85.78 84.84 -0.94 -1.1% 84.40
High 86.47 85.82 -0.65 -0.8% 86.47
Low 84.35 83.72 -0.63 -0.7% 82.91
Close 84.55 83.88 -0.67 -0.8% 83.88
Range 2.12 2.10 -0.02 -0.9% 3.56
ATR 1.55 1.59 0.04 2.5% 0.00
Volume 54,074 48,393 -5,681 -10.5% 250,449
Daily Pivots for day following 29-Sep-2023
Classic Woodie Camarilla DeMark
R4 90.77 89.43 85.04
R3 88.67 87.33 84.46
R2 86.57 86.57 84.27
R1 85.23 85.23 84.07 84.85
PP 84.47 84.47 84.47 84.29
S1 83.13 83.13 83.69 82.75
S2 82.37 82.37 83.50
S3 80.27 81.03 83.30
S4 78.17 78.93 82.73
Weekly Pivots for week ending 29-Sep-2023
Classic Woodie Camarilla DeMark
R4 95.10 93.05 85.84
R3 91.54 89.49 84.86
R2 87.98 87.98 84.53
R1 85.93 85.93 84.21 85.18
PP 84.42 84.42 84.42 84.04
S1 82.37 82.37 83.55 81.62
S2 80.86 80.86 83.23
S3 77.30 78.81 82.90
S4 73.74 75.25 81.92
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% 1.78 2.1% 27% False False 50,089
10 86.68 82.91 3.77 4.5% 1.63 1.9% 26% False False 50,564
20 86.68 80.21 6.47 7.7% 1.56 1.9% 57% False False 44,075
40 86.68 76.10 10.58 12.6% 1.50 1.8% 74% False False 32,245
60 86.68 69.72 16.96 20.2% 1.51 1.8% 83% False False 27,027
80 86.68 65.63 21.05 25.1% 1.60 1.9% 87% False False 24,413
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 0.52
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.75
2.618 91.32
1.618 89.22
1.000 87.92
0.618 87.12
HIGH 85.82
0.618 85.02
0.500 84.77
0.382 84.52
LOW 83.72
0.618 82.42
1.000 81.62
1.618 80.32
2.618 78.22
4.250 74.80
Fisher Pivots for day following 29-Sep-2023
Pivot 1 day 3 day
R1 84.77 85.10
PP 84.47 84.69
S1 84.18 84.29

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

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