NYMEX Light Sweet Crude Oil Future January 2024

Trading Metrics calculated at close of trading on 10-Oct-2023

Day Change Summary
	Previous	Current
	09-Oct-2023	10-Oct-2023	Change	Change %	Previous Week
Open	81.69	83.10	1.41	1.7%	86.80
High	83.98	83.30	-0.68	-0.8%	88.05
Low	81.35	81.92	0.57	0.7%	78.93
Close	83.00	82.57	-0.43	-0.5%	79.83
Range	2.63	1.38	-1.25	-47.5%	9.12
ATR	2.24	2.18	-0.06	-2.7%	0.00
Volume	104,730	114,597	9,867	9.4%	506,440

Daily Pivots for day following 10-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	86.74	86.03	83.33
R3	85.36	84.65	82.95
R2	83.98	83.98	82.82
R1	83.27	83.27	82.70	82.94
PP	82.60	82.60	82.60	82.43
S1	81.89	81.89	82.44	81.56
S2	81.22	81.22	82.32
S3	79.84	80.51	82.19
S4	78.46	79.13	81.81

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	86.05	78.93	7.12	8.6%	2.60	3.1%	51%	False	False	110,175
10	90.27	78.93	11.34	13.7%	2.51	3.0%	32%	False	False	105,326
20	90.27	78.93	11.34	13.7%	2.08	2.5%	32%	False	False	91,373
40	90.27	76.75	13.52	16.4%	1.87	2.3%	43%	False	False	66,179
60	90.27	72.92	17.35	21.0%	1.79	2.2%	56%	False	False	52,448
80	90.27	67.26	23.01	27.9%	1.78	2.2%	67%	False	False	44,125
100	90.27	66.22	24.05	29.1%	1.85	2.2%	68%	False	False	37,267
120	90.27	65.00	25.27	30.6%	1.88	2.3%	70%	False	False	31,849

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.58
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	89.17
2.618	86.91
1.618	85.53
1.000	84.68
0.618	84.15
HIGH	83.30
0.618	82.77
0.500	82.61
0.382	82.45
LOW	81.92
0.618	81.07
1.000	80.54
1.618	79.69
2.618	78.31
4.250	76.06

Fisher Pivots for day following 10-Oct-2023
Pivot	1 day	3 day
R1	82.61	82.20
PP	82.60	81.83
S1	82.58	81.46

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

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