NYMEX Light Sweet Crude Oil Future December 2023

Trading Metrics calculated at close of trading on 20-Nov-2023

Day Change Summary
	Previous	Current
	17-Nov-2023	20-Nov-2023	Change	Change %	Previous Week
Open	72.97	75.65	2.68	3.7%	77.15
High	75.99	78.22	2.23	2.9%	79.77
Low	72.75	75.60	2.85	3.9%	72.16
Close	75.89	77.60	1.71	2.3%	75.89
Range	3.24	2.62	-0.62	-19.1%	7.61
ATR	2.84	2.82	-0.02	-0.5%	0.00
Volume	101,484	27,253	-74,231	-73.1%	1,034,855

Daily Pivots for day following 20-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	85.00	83.92	79.04
R3	82.38	81.30	78.32
R2	79.76	79.76	78.08
R1	78.68	78.68	77.84	79.22
PP	77.14	77.14	77.14	77.41
S1	76.06	76.06	77.36	76.60
S2	74.52	74.52	77.12
S3	71.90	73.44	76.88
S4	69.28	70.82	76.16

Weekly Pivots for week ending 17-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	98.77	94.94	80.08
R3	91.16	87.33	77.98
R2	83.55	83.55	77.29
R1	79.72	79.72	76.59	77.83
PP	75.94	75.94	75.94	75.00
S1	72.11	72.11	75.19	70.22
S2	68.33	68.33	74.49
S3	60.72	64.50	73.80
S4	53.11	56.89	71.70

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.77	72.16	7.61	9.8%	2.95	3.8%	71%	False	False	159,841
10	81.05	72.16	8.89	11.5%	2.82	3.6%	61%	False	False	245,847
20	86.30	72.16	14.14	18.2%	2.89	3.7%	38%	False	False	299,706
40	92.48	72.16	20.32	26.2%	2.82	3.6%	27%	False	False	277,527
60	92.48	72.16	20.32	26.2%	2.46	3.2%	27%	False	False	238,511
80	92.48	72.16	20.32	26.2%	2.30	3.0%	27%	False	False	206,990
100	92.48	69.32	23.16	29.8%	2.18	2.8%	36%	False	False	184,438
120	92.48	66.36	26.12	33.7%	2.19	2.8%	43%	False	False	167,331

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	0.38
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	89.36
2.618	85.08
1.618	82.46
1.000	80.84
0.618	79.84
HIGH	78.22
0.618	77.22
0.500	76.91
0.382	76.60
LOW	75.60
0.618	73.98
1.000	72.98
1.618	71.36
2.618	68.74
4.250	64.47

Fisher Pivots for day following 20-Nov-2023
Pivot	1 day	3 day
R1	77.37	76.80
PP	77.14	75.99
S1	76.91	75.19

Download as Excel Spreadsheet

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

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