NYMEX Light Sweet Crude Oil Future May 2024


Trading Metrics calculated at close of trading on 29-Sep-2023
Day Change Summary
Previous Current
28-Sep-2023 29-Sep-2023 Change Change % Previous Week
Open 83.47 82.81 -0.66 -0.8% 82.27
High 83.83 83.66 -0.17 -0.2% 83.95
Low 82.42 81.75 -0.67 -0.8% 81.15
Close 82.49 81.88 -0.61 -0.7% 81.88
Range 1.41 1.91 0.50 35.5% 2.80
ATR 1.29 1.33 0.04 3.5% 0.00
Volume 15,805 11,687 -4,118 -26.1% 54,868
Daily Pivots for day following 29-Sep-2023
Classic Woodie Camarilla DeMark
R4 88.16 86.93 82.93
R3 86.25 85.02 82.41
R2 84.34 84.34 82.23
R1 83.11 83.11 82.06 82.77
PP 82.43 82.43 82.43 82.26
S1 81.20 81.20 81.70 80.86
S2 80.52 80.52 81.53
S3 78.61 79.29 81.35
S4 76.70 77.38 80.83
Weekly Pivots for week ending 29-Sep-2023
Classic Woodie Camarilla DeMark
R4 90.73 89.10 83.42
R3 87.93 86.30 82.65
R2 85.13 85.13 82.39
R1 83.50 83.50 82.14 82.92
PP 82.33 82.33 82.33 82.03
S1 80.70 80.70 81.62 80.12
S2 79.53 79.53 81.37
S3 76.73 77.90 81.11
S4 73.93 75.10 80.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.95 81.15 2.80 3.4% 1.45 1.8% 26% False False 10,973
10 84.73 81.15 3.58 4.4% 1.38 1.7% 20% False False 10,594
20 84.87 79.37 5.50 6.7% 1.27 1.6% 46% False False 8,844
40 84.87 75.46 9.41 11.5% 1.23 1.5% 68% False False 6,109
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 91.78
2.618 88.66
1.618 86.75
1.000 85.57
0.618 84.84
HIGH 83.66
0.618 82.93
0.500 82.71
0.382 82.48
LOW 81.75
0.618 80.57
1.000 79.84
1.618 78.66
2.618 76.75
4.250 73.63
Fisher Pivots for day following 29-Sep-2023
Pivot 1 day 3 day
R1 82.71 82.85
PP 82.43 82.53
S1 82.16 82.20

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

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