NYMEX Light Sweet Crude Oil Future November 2023

Trading Metrics calculated at close of trading on 25-Sep-2023

Day Change Summary
	Previous	Current
	22-Sep-2023	25-Sep-2023	Change	Change %	Previous Week
Open	89.62	90.55	0.93	1.0%	90.41
High	91.33	90.83	-0.50	-0.5%	92.43
Low	89.31	89.03	-0.28	-0.3%	88.37
Close	90.03	89.68	-0.35	-0.4%	90.03
Range	2.02	1.80	-0.22	-10.9%	4.06
ATR	1.92	1.91	-0.01	-0.4%	0.00
Volume	402,087	328,369	-73,718	-18.3%	2,162,684

Daily Pivots for day following 25-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	95.25	94.26	90.67
R3	93.45	92.46	90.18
R2	91.65	91.65	90.01
R1	90.66	90.66	89.85	90.26
PP	89.85	89.85	89.85	89.64
S1	88.86	88.86	89.52	88.46
S2	88.05	88.05	89.35
S3	86.25	87.06	89.19
S4	84.45	85.26	88.69

Weekly Pivots for week ending 22-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	102.46	100.30	92.26
R3	98.40	96.24	91.15
R2	94.34	94.34	90.77
R1	92.18	92.18	90.40	91.23
PP	90.28	90.28	90.28	89.80
S1	88.12	88.12	89.66	87.17
S2	86.22	86.22	89.29
S3	82.16	84.06	88.91
S4	78.10	80.00	87.80

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.43	88.37	4.06	4.5%	2.13	2.4%	32%	False	False	415,372
10	92.43	86.58	5.85	6.5%	1.95	2.2%	53%	False	False	353,911
20	92.43	78.94	13.49	15.0%	1.87	2.1%	80%	False	False	240,200
40	92.43	77.32	15.11	16.8%	1.89	2.1%	82%	False	False	169,728
60	92.43	69.53	22.90	25.5%	1.84	2.0%	88%	False	False	130,767
80	92.43	66.67	25.76	28.7%	1.95	2.2%	89%	False	False	106,417
100	92.43	63.50	28.93	32.3%	2.02	2.3%	90%	False	False	88,544
120	92.43	63.50	28.93	32.3%	1.98	2.2%	90%	False	False	75,910

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0.42
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	98.48
2.618	95.54
1.618	93.74
1.000	92.63
0.618	91.94
HIGH	90.83
0.618	90.14
0.500	89.93
0.382	89.72
LOW	89.03
0.618	87.92
1.000	87.23
1.618	86.12
2.618	84.32
4.250	81.38

Fisher Pivots for day following 25-Sep-2023
Pivot	1 day	3 day
R1	89.93	89.85
PP	89.85	89.79
S1	89.76	89.74

Download as Excel Spreadsheet

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

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