NYMEX Light Sweet Crude Oil Future May 2024


Trading Metrics calculated at close of trading on 14-Sep-2023
Day Change Summary
Previous Current
13-Sep-2023 14-Sep-2023 Change Change % Previous Week
Open 83.39 83.55 0.16 0.2% 80.88
High 83.65 84.65 1.00 1.2% 82.45
Low 82.81 83.52 0.71 0.9% 80.39
Close 83.04 84.36 1.32 1.6% 82.14
Range 0.84 1.13 0.29 34.5% 2.06
ATR 1.18 1.21 0.03 2.6% 0.00
Volume 6,713 8,223 1,510 22.5% 27,971
Daily Pivots for day following 14-Sep-2023
Classic Woodie Camarilla DeMark
R4 87.57 87.09 84.98
R3 86.44 85.96 84.67
R2 85.31 85.31 84.57
R1 84.83 84.83 84.46 85.07
PP 84.18 84.18 84.18 84.30
S1 83.70 83.70 84.26 83.94
S2 83.05 83.05 84.15
S3 81.92 82.57 84.05
S4 80.79 81.44 83.74
Weekly Pivots for week ending 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 87.84 87.05 83.27
R3 85.78 84.99 82.71
R2 83.72 83.72 82.52
R1 82.93 82.93 82.33 83.33
PP 81.66 81.66 81.66 81.86
S1 80.87 80.87 81.95 81.27
S2 79.60 79.60 81.76
S3 77.54 78.81 81.57
S4 75.48 76.75 81.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.65 81.13 3.52 4.2% 1.00 1.2% 92% True False 6,381
10 84.65 78.00 6.65 7.9% 1.17 1.4% 96% True False 7,019
20 84.65 75.46 9.19 10.9% 1.15 1.4% 97% True False 4,866
40 84.65 72.49 12.16 14.4% 1.20 1.4% 98% True False 4,189
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 89.45
2.618 87.61
1.618 86.48
1.000 85.78
0.618 85.35
HIGH 84.65
0.618 84.22
0.500 84.09
0.382 83.95
LOW 83.52
0.618 82.82
1.000 82.39
1.618 81.69
2.618 80.56
4.250 78.72
Fisher Pivots for day following 14-Sep-2023
Pivot 1 day 3 day
R1 84.27 84.10
PP 84.18 83.83
S1 84.09 83.57

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

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