NYMEX Light Sweet Crude Oil Future January 2024

Trading Metrics calculated at close of trading on 09-Oct-2023

Day Change Summary
	Previous	Current
	06-Oct-2023	09-Oct-2023	Change	Change %	Previous Week
Open	79.45	81.69	2.24	2.8%	86.80
High	80.24	83.98	3.74	4.7%	88.05
Low	78.93	81.35	2.42	3.1%	78.93
Close	79.83	83.00	3.17	4.0%	79.83
Range	1.31	2.63	1.32	100.8%	9.12
ATR	2.10	2.24	0.15	7.0%	0.00
Volume	126,100	104,730	-21,370	-16.9%	506,440

Daily Pivots for day following 09-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	90.67	89.46	84.45
R3	88.04	86.83	83.72
R2	85.41	85.41	83.48
R1	84.20	84.20	83.24	84.81
PP	82.78	82.78	82.78	83.08
S1	81.57	81.57	82.76	82.18
S2	80.15	80.15	82.52
S3	77.52	78.94	82.28
S4	74.89	76.31	81.55

Weekly Pivots for week ending 06-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	109.63	103.85	84.85
R3	100.51	94.73	82.34
R2	91.39	91.39	81.50
R1	85.61	85.61	80.67	83.94
PP	82.27	82.27	82.27	81.44
S1	76.49	76.49	78.99	74.82
S2	73.15	73.15	78.16
S3	64.03	67.37	77.32
S4	54.91	58.25	74.81

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	86.46	78.93	7.53	9.1%	2.67	3.2%	54%	False	False	107,875
10	90.27	78.93	11.34	13.7%	2.58	3.1%	36%	False	False	100,587
20	90.27	78.93	11.34	13.7%	2.10	2.5%	36%	False	False	88,688
40	90.27	76.75	13.52	16.3%	1.86	2.2%	46%	False	False	63,794
60	90.27	72.84	17.43	21.0%	1.79	2.2%	58%	False	False	50,815
80	90.27	67.26	23.01	27.7%	1.80	2.2%	68%	False	False	42,887
100	90.27	66.22	24.05	29.0%	1.87	2.3%	70%	False	False	36,172
120	90.27	65.00	25.27	30.4%	1.89	2.3%	71%	False	False	30,926

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	0.63
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	95.16
2.618	90.87
1.618	88.24
1.000	86.61
0.618	85.61
HIGH	83.98
0.618	82.98
0.500	82.67
0.382	82.35
LOW	81.35
0.618	79.72
1.000	78.72
1.618	77.09
2.618	74.46
4.250	70.17

Fisher Pivots for day following 09-Oct-2023
Pivot	1 day	3 day
R1	82.89	82.49
PP	82.78	81.97
S1	82.67	81.46

Download as Excel Spreadsheet

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

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