NYMEX Light Sweet Crude Oil Future June 2024


Trading Metrics calculated at close of trading on 05-Sep-2023
Day Change Summary
Previous Current
01-Sep-2023 05-Sep-2023 Change Change % Previous Week
Open 78.74 80.36 1.62 2.1% 77.03
High 80.34 81.98 1.64 2.0% 80.34
Low 78.71 79.87 1.16 1.5% 76.11
Close 80.05 81.03 0.98 1.2% 80.05
Range 1.63 2.11 0.48 29.4% 4.23
ATR
Volume 55,782 69,106 13,324 23.9% 182,535
Daily Pivots for day following 05-Sep-2023
Classic Woodie Camarilla DeMark
R4 87.29 86.27 82.19
R3 85.18 84.16 81.61
R2 83.07 83.07 81.42
R1 82.05 82.05 81.22 82.56
PP 80.96 80.96 80.96 81.22
S1 79.94 79.94 80.84 80.45
S2 78.85 78.85 80.64
S3 76.74 77.83 80.45
S4 74.63 75.72 79.87
Weekly Pivots for week ending 01-Sep-2023
Classic Woodie Camarilla DeMark
R4 91.52 90.02 82.38
R3 87.29 85.79 81.21
R2 83.06 83.06 80.83
R1 81.56 81.56 80.44 82.31
PP 78.83 78.83 78.83 79.21
S1 77.33 77.33 79.66 78.08
S2 74.60 74.60 79.27
S3 70.37 73.10 78.89
S4 66.14 68.87 77.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.98 76.11 5.87 7.2% 1.48 1.8% 84% True False 46,517
10 81.98 75.12 6.86 8.5% 1.45 1.8% 86% True False 38,206
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 0.36
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 90.95
2.618 87.50
1.618 85.39
1.000 84.09
0.618 83.28
HIGH 81.98
0.618 81.17
0.500 80.93
0.382 80.68
LOW 79.87
0.618 78.57
1.000 77.76
1.618 76.46
2.618 74.35
4.250 70.90
Fisher Pivots for day following 05-Sep-2023
Pivot 1 day 3 day
R1 81.00 80.61
PP 80.96 80.20
S1 80.93 79.78

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

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