NYMEX Light Sweet Crude Oil Future May 2024


Trading Metrics calculated at close of trading on 19-Sep-2023
Day Change Summary
Previous Current
18-Sep-2023 19-Sep-2023 Change Change % Previous Week
Open 84.23 83.76 -0.47 -0.6% 81.82
High 84.66 84.73 0.07 0.1% 84.87
Low 83.55 83.64 0.09 0.1% 81.82
Close 83.89 83.70 -0.19 -0.2% 84.09
Range 1.11 1.09 -0.02 -1.8% 3.05
ATR 1.21 1.21 -0.01 -0.7% 0.00
Volume 8,123 11,142 3,019 37.2% 35,113
Daily Pivots for day following 19-Sep-2023
Classic Woodie Camarilla DeMark
R4 87.29 86.59 84.30
R3 86.20 85.50 84.00
R2 85.11 85.11 83.90
R1 84.41 84.41 83.80 84.22
PP 84.02 84.02 84.02 83.93
S1 83.32 83.32 83.60 83.13
S2 82.93 82.93 83.50
S3 81.84 82.23 83.40
S4 80.75 81.14 83.10
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 82.81 2.06 2.5% 1.11 1.3% 43% False False 8,453
10 84.87 81.13 3.74 4.5% 1.05 1.3% 69% False False 7,279
20 84.87 75.46 9.41 11.2% 1.14 1.4% 88% False False 5,803
40 84.87 75.17 9.70 11.6% 1.20 1.4% 88% False False 4,588
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 89.36
2.618 87.58
1.618 86.49
1.000 85.82
0.618 85.40
HIGH 84.73
0.618 84.31
0.500 84.19
0.382 84.06
LOW 83.64
0.618 82.97
1.000 82.55
1.618 81.88
2.618 80.79
4.250 79.01
Fisher Pivots for day following 19-Sep-2023
Pivot 1 day 3 day
R1 84.19 84.19
PP 84.02 84.03
S1 83.86 83.86

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

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