NYMEX Light Sweet Crude Oil Future May 2024


Trading Metrics calculated at close of trading on 20-Sep-2023
Day Change Summary
Previous Current
19-Sep-2023 20-Sep-2023 Change Change % Previous Week
Open 83.76 82.94 -0.82 -1.0% 81.82
High 84.73 83.96 -0.77 -0.9% 84.87
Low 83.64 82.70 -0.94 -1.1% 81.82
Close 83.70 83.00 -0.70 -0.8% 84.09
Range 1.09 1.26 0.17 15.6% 3.05
ATR 1.21 1.21 0.00 0.3% 0.00
Volume 11,142 8,313 -2,829 -25.4% 35,113
Daily Pivots for day following 20-Sep-2023
Classic Woodie Camarilla DeMark
R4 87.00 86.26 83.69
R3 85.74 85.00 83.35
R2 84.48 84.48 83.23
R1 83.74 83.74 83.12 84.11
PP 83.22 83.22 83.22 83.41
S1 82.48 82.48 82.88 82.85
S2 81.96 81.96 82.77
S3 80.70 81.22 82.65
S4 79.44 79.96 82.31
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 82.70 2.17 2.6% 1.19 1.4% 14% False True 8,773
10 84.87 81.13 3.74 4.5% 1.05 1.3% 50% False False 7,097
20 84.87 75.46 9.41 11.3% 1.17 1.4% 80% False False 6,089
40 84.87 75.18 9.69 11.7% 1.20 1.5% 81% False False 4,740
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 0.14
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 89.32
2.618 87.26
1.618 86.00
1.000 85.22
0.618 84.74
HIGH 83.96
0.618 83.48
0.500 83.33
0.382 83.18
LOW 82.70
0.618 81.92
1.000 81.44
1.618 80.66
2.618 79.40
4.250 77.35
Fisher Pivots for day following 20-Sep-2023
Pivot 1 day 3 day
R1 83.33 83.72
PP 83.22 83.48
S1 83.11 83.24

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

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