NYMEX Light Sweet Crude Oil Future April 2024


Trading Metrics calculated at close of trading on 12-Sep-2023
Day Change Summary
Previous Current
11-Sep-2023 12-Sep-2023 Change Change % Previous Week
Open 82.53 83.19 0.66 0.8% 81.21
High 83.50 84.27 0.77 0.9% 83.08
Low 82.37 83.07 0.70 0.8% 80.91
Close 82.90 84.01 1.11 1.3% 82.81
Range 1.13 1.20 0.07 6.2% 2.17
ATR 1.34 1.34 0.00 0.2% 0.00
Volume 5,780 12,056 6,276 108.6% 38,388
Daily Pivots for day following 12-Sep-2023
Classic Woodie Camarilla DeMark
R4 87.38 86.90 84.67
R3 86.18 85.70 84.34
R2 84.98 84.98 84.23
R1 84.50 84.50 84.12 84.74
PP 83.78 83.78 83.78 83.91
S1 83.30 83.30 83.90 83.54
S2 82.58 82.58 83.79
S3 81.38 82.10 83.68
S4 80.18 80.90 83.35
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 84.27 81.70 2.57 3.1% 1.17 1.4% 90% True False 8,096
10 84.27 77.04 7.23 8.6% 1.31 1.6% 96% True False 8,683
20 84.27 75.83 8.44 10.0% 1.37 1.6% 97% True False 6,516
40 84.27 72.06 12.21 14.5% 1.29 1.5% 98% True False 5,042
60 84.27 67.00 17.27 20.6% 1.31 1.6% 98% True False 4,211
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.21
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.37
2.618 87.41
1.618 86.21
1.000 85.47
0.618 85.01
HIGH 84.27
0.618 83.81
0.500 83.67
0.382 83.53
LOW 83.07
0.618 82.33
1.000 81.87
1.618 81.13
2.618 79.93
4.250 77.97
Fisher Pivots for day following 12-Sep-2023
Pivot 1 day 3 day
R1 83.90 83.68
PP 83.78 83.34
S1 83.67 83.01

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

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