NYMEX Light Sweet Crude Oil Future June 2024


Trading Metrics calculated at close of trading on 12-Sep-2023
Day Change Summary
Previous Current
11-Sep-2023 12-Sep-2023 Change Change % Previous Week
Open 81.22 81.57 0.35 0.4% 80.36
High 82.18 82.78 0.60 0.7% 81.98
Low 81.04 81.53 0.49 0.6% 79.87
Close 81.57 82.52 0.95 1.2% 81.48
Range 1.14 1.25 0.11 9.6% 2.11
ATR 1.35 1.34 -0.01 -0.5% 0.00
Volume 29,541 53,931 24,390 82.6% 200,233
Daily Pivots for day following 12-Sep-2023
Classic Woodie Camarilla DeMark
R4 86.03 85.52 83.21
R3 84.78 84.27 82.86
R2 83.53 83.53 82.75
R1 83.02 83.02 82.63 83.28
PP 82.28 82.28 82.28 82.40
S1 81.77 81.77 82.41 82.03
S2 81.03 81.03 82.29
S3 79.78 80.52 82.18
S4 78.53 79.27 81.83
Weekly Pivots for week ending 08-Sep-2023
Classic Woodie Camarilla DeMark
R4 87.44 86.57 82.64
R3 85.33 84.46 82.06
R2 83.22 83.22 81.87
R1 82.35 82.35 81.67 82.79
PP 81.11 81.11 81.11 81.33
S1 80.24 80.24 81.29 80.68
S2 79.00 79.00 81.09
S3 76.89 78.13 80.90
S4 74.78 76.02 80.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.78 80.51 2.27 2.8% 1.15 1.4% 89% True False 42,919
10 82.78 76.11 6.67 8.1% 1.31 1.6% 96% True False 44,718
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.25
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 88.09
2.618 86.05
1.618 84.80
1.000 84.03
0.618 83.55
HIGH 82.78
0.618 82.30
0.500 82.16
0.382 82.01
LOW 81.53
0.618 80.76
1.000 80.28
1.618 79.51
2.618 78.26
4.250 76.22
Fisher Pivots for day following 12-Sep-2023
Pivot 1 day 3 day
R1 82.40 82.23
PP 82.28 81.94
S1 82.16 81.65

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

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