NYMEX Light Sweet Crude Oil Future June 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 83.12 83.12 0.00 0.0% 81.22
High 83.95 83.26 -0.69 -0.8% 84.13
Low 82.85 81.92 -0.93 -1.1% 81.04
Close 82.94 82.29 -0.65 -0.8% 83.30
Range 1.10 1.34 0.24 21.8% 3.09
ATR 1.30 1.30 0.00 0.2% 0.00
Volume 72,678 44,972 -27,706 -38.1% 222,742
Daily Pivots for day following 20-Sep-2023
Classic Woodie Camarilla DeMark
R4 86.51 85.74 83.03
R3 85.17 84.40 82.66
R2 83.83 83.83 82.54
R1 83.06 83.06 82.41 82.78
PP 82.49 82.49 82.49 82.35
S1 81.72 81.72 82.17 81.44
S2 81.15 81.15 82.04
S3 79.81 80.38 81.92
S4 78.47 79.04 81.55
Weekly Pivots for week ending 15-Sep-2023
Classic Woodie Camarilla DeMark
R4 92.09 90.79 85.00
R3 89.00 87.70 84.15
R2 85.91 85.91 83.87
R1 84.61 84.61 83.58 85.26
PP 82.82 82.82 82.82 83.15
S1 81.52 81.52 83.02 82.17
S2 79.73 79.73 82.73
S3 76.64 78.43 82.45
S4 73.55 75.34 81.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.13 81.92 2.21 2.7% 1.26 1.5% 17% False True 54,407
10 84.13 80.52 3.61 4.4% 1.17 1.4% 49% False False 46,625
20 84.13 75.12 9.01 10.9% 1.33 1.6% 80% False False 43,506
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 0.23
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 88.96
2.618 86.77
1.618 85.43
1.000 84.60
0.618 84.09
HIGH 83.26
0.618 82.75
0.500 82.59
0.382 82.43
LOW 81.92
0.618 81.09
1.000 80.58
1.618 79.75
2.618 78.41
4.250 76.23
Fisher Pivots for day following 20-Sep-2023
Pivot 1 day 3 day
R1 82.59 82.94
PP 82.49 82.72
S1 82.39 82.51

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

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