NYMEX Light Sweet Crude Oil Future November 2023

Trading Metrics calculated at close of trading on 02-Oct-2023

Day Change Summary
	Previous	Current
	29-Sep-2023	02-Oct-2023	Change	Change %	Previous Week
Open	91.76	90.82	-0.94	-1.0%	90.55
High	93.10	91.88	-1.22	-1.3%	95.03
Low	90.35	88.46	-1.89	-2.1%	88.19
Close	90.79	88.82	-1.97	-2.2%	90.79
Range	2.75	3.42	0.67	24.4%	6.84
ATR	2.23	2.32	0.08	3.8%	0.00
Volume	355,782	334,493	-21,289	-6.0%	1,913,506

Daily Pivots for day following 02-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	99.98	97.82	90.70
R3	96.56	94.40	89.76
R2	93.14	93.14	89.45
R1	90.98	90.98	89.13	90.35
PP	89.72	89.72	89.72	89.41
S1	87.56	87.56	88.51	86.93
S2	86.30	86.30	88.19
S3	82.88	84.14	87.88
S4	79.46	80.72	86.94

Weekly Pivots for week ending 29-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	111.86	108.16	94.55
R3	105.02	101.32	92.67
R2	98.18	98.18	92.04
R1	94.48	94.48	91.42	96.33
PP	91.34	91.34	91.34	92.26
S1	87.64	87.64	90.16	89.49
S2	84.50	84.50	89.54
S3	77.66	80.80	88.91
S4	70.82	73.96	87.03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	95.03	88.19	6.84	7.7%	3.23	3.6%	9%	False	False	383,926
10	95.03	88.19	6.84	7.7%	2.68	3.0%	9%	False	False	399,649
20	95.03	84.29	10.74	12.1%	2.25	2.5%	42%	False	False	308,192
40	95.03	77.32	17.71	19.9%	2.02	2.3%	65%	False	False	209,309
60	95.03	72.09	22.94	25.8%	1.94	2.2%	73%	False	False	159,084
80	95.03	66.67	28.36	31.9%	2.01	2.3%	78%	False	False	128,913
100	95.03	66.67	28.36	31.9%	2.03	2.3%	78%	False	False	106,819
120	95.03	63.50	31.53	35.5%	2.06	2.3%	80%	False	False	91,388

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	0.73
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	106.42
2.618	100.83
1.618	97.41
1.000	95.30
0.618	93.99
HIGH	91.88
0.618	90.57
0.500	90.17
0.382	89.77
LOW	88.46
0.618	86.35
1.000	85.04
1.618	82.93
2.618	79.51
4.250	73.93

Fisher Pivots for day following 02-Oct-2023
Pivot	1 day	3 day
R1	90.17	91.75
PP	89.72	90.77
S1	89.27	89.80

Download as Excel Spreadsheet

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

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