NYMEX Light Sweet Crude Oil Future April 2024


Trading Metrics calculated at close of trading on 11-Sep-2023
Day Change Summary
Previous Current
08-Sep-2023 11-Sep-2023 Change Change % Previous Week
Open 81.93 82.53 0.60 0.7% 81.21
High 83.00 83.50 0.50 0.6% 83.08
Low 81.75 82.37 0.62 0.8% 80.91
Close 82.81 82.90 0.09 0.1% 82.81
Range 1.25 1.13 -0.12 -9.6% 2.17
ATR 1.36 1.34 -0.02 -1.2% 0.00
Volume 6,193 5,780 -413 -6.7% 38,388
Daily Pivots for day following 11-Sep-2023
Classic Woodie Camarilla DeMark
R4 86.31 85.74 83.52
R3 85.18 84.61 83.21
R2 84.05 84.05 83.11
R1 83.48 83.48 83.00 83.77
PP 82.92 82.92 82.92 83.07
S1 82.35 82.35 82.80 82.64
S2 81.79 81.79 82.69
S3 80.66 81.22 82.59
S4 79.53 80.09 82.28
Weekly Pivots for week ending 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 88.78 87.96 84.00
R3 86.61 85.79 83.41
R2 84.44 84.44 83.21
R1 83.62 83.62 83.01 84.03
PP 82.27 82.27 82.27 82.47
S1 81.45 81.45 82.61 81.86
S2 80.10 80.10 82.41
S3 77.93 79.28 82.21
S4 75.76 77.11 81.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.50 80.91 2.59 3.1% 1.37 1.6% 77% True False 8,833
10 83.50 77.04 6.46 7.8% 1.29 1.6% 91% True False 7,716
20 83.50 75.83 7.67 9.3% 1.35 1.6% 92% True False 6,108
40 83.50 71.99 11.51 13.9% 1.29 1.6% 95% True False 4,794
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.30
2.618 86.46
1.618 85.33
1.000 84.63
0.618 84.20
HIGH 83.50
0.618 83.07
0.500 82.94
0.382 82.80
LOW 82.37
0.618 81.67
1.000 81.24
1.618 80.54
2.618 79.41
4.250 77.57
Fisher Pivots for day following 11-Sep-2023
Pivot 1 day 3 day
R1 82.94 82.81
PP 82.92 82.72
S1 82.91 82.63

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

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