NYMEX Light Sweet Crude Oil Future April 2024


Trading Metrics calculated at close of trading on 06-Sep-2023
Day Change Summary
Previous Current
05-Sep-2023 06-Sep-2023 Change Change % Previous Week
Open 81.21 82.19 0.98 1.2% 77.64
High 83.07 83.08 0.01 0.0% 81.33
Low 80.91 81.70 0.79 1.0% 77.04
Close 82.22 82.72 0.50 0.6% 81.12
Range 2.16 1.38 -0.78 -36.1% 4.29
ATR 1.40 1.40 0.00 -0.1% 0.00
Volume 15,741 10,708 -5,033 -32.0% 32,994
Daily Pivots for day following 06-Sep-2023
Classic Woodie Camarilla DeMark
R4 86.64 86.06 83.48
R3 85.26 84.68 83.10
R2 83.88 83.88 82.97
R1 83.30 83.30 82.85 83.59
PP 82.50 82.50 82.50 82.65
S1 81.92 81.92 82.59 82.21
S2 81.12 81.12 82.47
S3 79.74 80.54 82.34
S4 78.36 79.16 81.96
Weekly Pivots for week ending 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 92.70 91.20 83.48
R3 88.41 86.91 82.30
R2 84.12 84.12 81.91
R1 82.62 82.62 81.51 83.37
PP 79.83 79.83 79.83 80.21
S1 78.33 78.33 80.73 79.08
S2 75.54 75.54 80.33
S3 71.25 74.04 79.94
S4 66.96 69.75 78.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.08 78.12 4.96 6.0% 1.45 1.8% 93% True False 10,602
10 83.08 75.83 7.25 8.8% 1.47 1.8% 95% True False 7,412
20 83.08 75.83 7.25 8.8% 1.34 1.6% 95% True False 5,932
40 83.08 71.99 11.09 13.4% 1.30 1.6% 97% True False 4,513
Crabel Price Patterns
NR True
NR4 True
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 0.34
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 88.95
2.618 86.69
1.618 85.31
1.000 84.46
0.618 83.93
HIGH 83.08
0.618 82.55
0.500 82.39
0.382 82.23
LOW 81.70
0.618 80.85
1.000 80.32
1.618 79.47
2.618 78.09
4.250 75.84
Fisher Pivots for day following 06-Sep-2023
Pivot 1 day 3 day
R1 82.61 82.31
PP 82.50 81.89
S1 82.39 81.48

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

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