NYMEX Light Sweet Crude Oil Future December 2023

Trading Metrics calculated at close of trading on 14-Nov-2023

Day Change Summary
	Previous	Current
	13-Nov-2023	14-Nov-2023	Change	Change %	Previous Week
Open	77.15	78.53	1.38	1.8%	81.13
High	78.64	79.77	1.13	1.4%	82.24
Low	76.21	77.79	1.58	2.1%	74.91
Close	78.26	78.26	0.00	0.0%	77.17
Range	2.43	1.98	-0.45	-18.5%	7.33
ATR	2.75	2.69	-0.05	-2.0%	0.00
Volume	262,903	263,002	99	0.0%	1,667,495

Daily Pivots for day following 14-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	84.55	83.38	79.35
R3	82.57	81.40	78.80
R2	80.59	80.59	78.62
R1	79.42	79.42	78.44	79.02
PP	78.61	78.61	78.61	78.40
S1	77.44	77.44	78.08	77.04
S2	76.63	76.63	77.90
S3	74.65	75.46	77.72
S4	72.67	73.48	77.17

Weekly Pivots for week ending 10-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	100.10	95.96	81.20
R3	92.77	88.63	79.19
R2	85.44	85.44	78.51
R1	81.30	81.30	77.84	79.71
PP	78.11	78.11	78.11	77.31
S1	73.97	73.97	76.50	72.38
S2	70.78	70.78	75.83
S3	63.45	66.64	75.15
S4	56.12	59.31	73.14

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.77	74.91	4.86	6.2%	2.28	2.9%	69%	True	False	305,196
10	83.60	74.91	8.69	11.1%	2.62	3.3%	39%	False	False	327,939
20	89.85	74.91	14.94	19.1%	2.83	3.6%	22%	False	False	342,696
40	92.48	74.91	17.57	22.5%	2.69	3.4%	19%	False	False	283,745
60	92.48	74.91	17.57	22.5%	2.36	3.0%	19%	False	False	237,495
80	92.48	74.91	17.57	22.5%	2.21	2.8%	19%	False	False	205,251
100	92.48	67.48	25.00	31.9%	2.12	2.7%	43%	False	False	182,452
120	92.48	66.36	26.12	33.4%	2.18	2.8%	46%	False	False	165,348

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	0.62
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	88.19
2.618	84.95
1.618	82.97
1.000	81.75
0.618	80.99
HIGH	79.77
0.618	79.01
0.500	78.78
0.382	78.55
LOW	77.79
0.618	76.57
1.000	75.81
1.618	74.59
2.618	72.61
4.250	69.38

Fisher Pivots for day following 14-Nov-2023
Pivot	1 day	3 day
R1	78.78	78.02
PP	78.61	77.78
S1	78.43	77.54

Download as Excel Spreadsheet

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

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