NYMEX Light Sweet Crude Oil Future May 2024


Trading Metrics calculated at close of trading on 22-Sep-2023
Day Change Summary
Previous Current
21-Sep-2023 22-Sep-2023 Change Change % Previous Week
Open 82.51 83.02 0.51 0.6% 84.23
High 83.77 83.62 -0.15 -0.2% 84.73
Low 82.10 82.25 0.15 0.2% 82.10
Close 83.00 82.28 -0.72 -0.9% 82.28
Range 1.67 1.37 -0.30 -18.0% 2.63
ATR 1.24 1.25 0.01 0.7% 0.00
Volume 9,518 13,976 4,458 46.8% 51,072
Daily Pivots for day following 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 86.83 85.92 83.03
R3 85.46 84.55 82.66
R2 84.09 84.09 82.53
R1 83.18 83.18 82.41 82.95
PP 82.72 82.72 82.72 82.60
S1 81.81 81.81 82.15 81.58
S2 81.35 81.35 82.03
S3 79.98 80.44 81.90
S4 78.61 79.07 81.53
Weekly Pivots for week ending 22-Sep-2023
Classic Woodie Camarilla DeMark
R4 90.93 89.23 83.73
R3 88.30 86.60 83.00
R2 85.67 85.67 82.76
R1 83.97 83.97 82.52 83.51
PP 83.04 83.04 83.04 82.80
S1 81.34 81.34 82.04 80.88
S2 80.41 80.41 81.80
S3 77.78 78.71 81.56
S4 75.15 76.08 80.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.73 82.10 2.63 3.2% 1.30 1.6% 7% False False 10,214
10 84.87 81.82 3.05 3.7% 1.17 1.4% 15% False False 8,618
20 84.87 76.24 8.63 10.5% 1.17 1.4% 70% False False 6,967
40 84.87 75.46 9.41 11.4% 1.24 1.5% 72% False False 5,197
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.22
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.44
2.618 87.21
1.618 85.84
1.000 84.99
0.618 84.47
HIGH 83.62
0.618 83.10
0.500 82.94
0.382 82.77
LOW 82.25
0.618 81.40
1.000 80.88
1.618 80.03
2.618 78.66
4.250 76.43
Fisher Pivots for day following 22-Sep-2023
Pivot 1 day 3 day
R1 82.94 83.03
PP 82.72 82.78
S1 82.50 82.53

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

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