NYMEX Light Sweet Crude Oil Future May 2024


Trading Metrics calculated at close of trading on 15-Sep-2023
Day Change Summary
Previous Current
14-Sep-2023 15-Sep-2023 Change Change % Previous Week
Open 83.55 84.87 1.32 1.6% 81.82
High 84.65 84.87 0.22 0.3% 84.87
Low 83.52 83.51 -0.01 0.0% 81.82
Close 84.36 84.09 -0.27 -0.3% 84.09
Range 1.13 1.36 0.23 20.4% 3.05
ATR 1.21 1.22 0.01 0.9% 0.00
Volume 8,223 8,067 -156 -1.9% 35,113
Daily Pivots for day following 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 88.24 87.52 84.84
R3 86.88 86.16 84.46
R2 85.52 85.52 84.34
R1 84.80 84.80 84.21 84.48
PP 84.16 84.16 84.16 84.00
S1 83.44 83.44 83.97 83.12
S2 82.80 82.80 83.84
S3 81.44 82.08 83.72
S4 80.08 80.72 83.34
Weekly Pivots for week ending 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 92.74 91.47 85.77
R3 89.69 88.42 84.93
R2 86.64 86.64 84.65
R1 85.37 85.37 84.37 86.01
PP 83.59 83.59 83.59 83.91
S1 82.32 82.32 83.81 82.96
S2 80.54 80.54 83.53
S3 77.49 79.27 83.25
S4 74.44 76.22 82.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.87 81.82 3.05 3.6% 1.05 1.2% 74% True False 7,022
10 84.87 79.37 5.50 6.5% 1.17 1.4% 86% True False 7,095
20 84.87 75.46 9.41 11.2% 1.16 1.4% 92% True False 5,011
40 84.87 73.38 11.49 13.7% 1.21 1.4% 93% True False 4,346
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 90.65
2.618 88.43
1.618 87.07
1.000 86.23
0.618 85.71
HIGH 84.87
0.618 84.35
0.500 84.19
0.382 84.03
LOW 83.51
0.618 82.67
1.000 82.15
1.618 81.31
2.618 79.95
4.250 77.73
Fisher Pivots for day following 15-Sep-2023
Pivot 1 day 3 day
R1 84.19 84.01
PP 84.16 83.92
S1 84.12 83.84

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

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