NYMEX Light Sweet Crude Oil Future October 2023

Trading Metrics calculated at close of trading on 03-Apr-2023

Day Change Summary
	Previous	Current
	31-Mar-2023	03-Apr-2023	Change	Change %	Previous Week
Open	73.37	75.80	2.43	3.3%	68.98
High	74.53	79.69	5.16	6.9%	74.53
Low	72.75	75.80	3.05	4.2%	68.86
Close	74.51	78.27	3.76	5.0%	74.51
Range	1.78	3.89	2.11	118.5%	5.67
ATR	2.41	2.61	0.20	8.2%	0.00
Volume	19,827	29,443	9,616	48.5%	60,793

Daily Pivots for day following 03-Apr-2023
	Classic	Woodie	Camarilla	DeMark
R4	89.59	87.82	80.41
R3	85.70	83.93	79.34
R2	81.81	81.81	78.98
R1	80.04	80.04	78.63	80.93
PP	77.92	77.92	77.92	78.36
S1	76.15	76.15	77.91	77.04
S2	74.03	74.03	77.56
S3	70.14	72.26	77.20
S4	66.25	68.37	76.13

Weekly Pivots for week ending 31-Mar-2023
	Classic	Woodie	Camarilla	DeMark
R4	89.64	87.75	77.63
R3	83.97	82.08	76.07
R2	78.30	78.30	75.55
R1	76.41	76.41	75.03	77.36
PP	72.63	72.63	72.63	73.11
S1	70.74	70.74	73.99	71.69
S2	66.96	66.96	73.47
S3	61.29	65.07	72.95
S4	55.62	59.40	71.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.69	71.46	8.23	10.5%	2.04	2.6%	83%	True	False	15,578
10	79.69	66.51	13.18	16.8%	2.33	3.0%	89%	True	False	14,494
20	79.69	64.42	15.27	19.5%	2.80	3.6%	91%	True	False	13,401
40	79.69	64.42	15.27	19.5%	2.31	2.9%	91%	True	False	10,378
60	81.03	64.42	16.61	21.2%	2.21	2.8%	83%	False	False	9,801

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	0.40
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	96.22
2.618	89.87
1.618	85.98
1.000	83.58
0.618	82.09
HIGH	79.69
0.618	78.20
0.500	77.75
0.382	77.29
LOW	75.80
0.618	73.40
1.000	71.91
1.618	69.51
2.618	65.62
4.250	59.27

Fisher Pivots for day following 03-Apr-2023
Pivot	1 day	3 day
R1	78.10	77.45
PP	77.92	76.62
S1	77.75	75.80

Download as Excel Spreadsheet

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

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