NYMEX Light Sweet Crude Oil Future December 2023

Trading Metrics calculated at close of trading on 26-Oct-2023

Day Change Summary
	Previous	Current
	25-Oct-2023	26-Oct-2023	Change	Change %	Previous Week
Open	83.69	85.37	1.68	2.0%	86.37
High	85.56	85.59	0.03	0.0%	89.85
Low	82.08	82.56	0.48	0.6%	84.39
Close	85.39	83.21	-2.18	-2.6%	88.08
Range	3.48	3.03	-0.45	-12.9%	5.46
ATR	2.76	2.78	0.02	0.7%	0.00
Volume	429,459	341,792	-87,667	-20.4%	1,515,580

Daily Pivots for day following 26-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	92.88	91.07	84.88
R3	89.85	88.04	84.04
R2	86.82	86.82	83.77
R1	85.01	85.01	83.49	84.40
PP	83.79	83.79	83.79	83.48
S1	81.98	81.98	82.93	81.37
S2	80.76	80.76	82.65
S3	77.73	78.95	82.38
S4	74.70	75.92	81.54

Weekly Pivots for week ending 20-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	103.82	101.41	91.08
R3	98.36	95.95	89.58
R2	92.90	92.90	89.08
R1	90.49	90.49	88.58	91.70
PP	87.44	87.44	87.44	88.04
S1	85.03	85.03	87.58	86.24
S2	81.98	81.98	87.08
S3	76.52	79.57	86.58
S4	71.06	74.11	85.08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	89.85	82.08	7.77	9.3%	3.03	3.6%	15%	False	False	353,855
10	89.85	82.08	7.77	9.3%	2.99	3.6%	15%	False	False	326,331
20	90.96	80.20	10.76	12.9%	2.83	3.4%	28%	False	False	279,573
40	92.48	80.20	12.28	14.8%	2.39	2.9%	25%	False	False	230,461
60	92.48	77.03	15.45	18.6%	2.17	2.6%	40%	False	False	190,288
80	92.48	69.64	22.84	27.4%	2.05	2.5%	59%	False	False	166,617
100	92.48	66.36	26.12	31.4%	2.07	2.5%	65%	False	False	150,195
120	92.48	66.36	26.12	31.4%	2.10	2.5%	65%	False	False	135,519

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.64
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	98.47
2.618	93.52
1.618	90.49
1.000	88.62
0.618	87.46
HIGH	85.59
0.618	84.43
0.500	84.08
0.382	83.72
LOW	82.56
0.618	80.69
1.000	79.53
1.618	77.66
2.618	74.63
4.250	69.68

Fisher Pivots for day following 26-Oct-2023
Pivot	1 day	3 day
R1	84.08	84.19
PP	83.79	83.86
S1	83.50	83.54

Download as Excel Spreadsheet

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

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