NYMEX Light Sweet Crude Oil Future November 2023

Trading Metrics calculated at close of trading on 13-Oct-2023

Day Change Summary
	Previous	Current
	12-Oct-2023	13-Oct-2023	Change	Change %	Previous Week
Open	83.20	83.51	0.31	0.4%	85.25
High	85.20	87.83	2.63	3.1%	87.83
Low	82.31	83.35	1.04	1.3%	82.31
Close	82.91	87.69	4.78	5.8%	87.69
Range	2.89	4.48	1.59	55.0%	5.52
ATR	2.65	2.82	0.16	6.1%	0.00
Volume	373,492	356,863	-16,629	-4.5%	1,928,441

Daily Pivots for day following 13-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	99.73	98.19	90.15
R3	95.25	93.71	88.92
R2	90.77	90.77	88.51
R1	89.23	89.23	88.10	90.00
PP	86.29	86.29	86.29	86.68
S1	84.75	84.75	87.28	85.52
S2	81.81	81.81	86.87
S3	77.33	80.27	86.46
S4	72.85	75.79	85.23

Weekly Pivots for week ending 13-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	102.50	100.62	90.73
R3	96.98	95.10	89.21
R2	91.46	91.46	88.70
R1	89.58	89.58	88.20	90.52
PP	85.94	85.94	85.94	86.42
S1	84.06	84.06	87.18	85.00
S2	80.42	80.42	86.68
S3	74.90	78.54	86.17
S4	69.38	73.02	84.65

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	87.83	82.31	5.52	6.3%	2.99	3.4%	97%	True	False	385,688
10	91.88	81.50	10.38	11.8%	3.09	3.5%	60%	False	False	400,072
20	95.03	81.50	13.53	15.4%	2.78	3.2%	46%	False	False	403,845
40	95.03	77.32	17.71	20.2%	2.29	2.6%	59%	False	False	278,630
60	95.03	75.19	19.84	22.6%	2.15	2.4%	63%	False	False	213,015
80	95.03	67.49	27.54	31.4%	2.08	2.4%	73%	False	False	171,325
100	95.03	66.67	28.36	32.3%	2.13	2.4%	74%	False	False	142,360
120	95.03	63.50	31.53	36.0%	2.17	2.5%	77%	False	False	121,095

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	0.59
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	106.87
2.618	99.56
1.618	95.08
1.000	92.31
0.618	90.60
HIGH	87.83
0.618	86.12
0.500	85.59
0.382	85.06
LOW	83.35
0.618	80.58
1.000	78.87
1.618	76.10
2.618	71.62
4.250	64.31

Fisher Pivots for day following 13-Oct-2023
Pivot	1 day	3 day
R1	86.99	86.82
PP	86.29	85.94
S1	85.59	85.07

Download as Excel Spreadsheet

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

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