NYMEX Light Sweet Crude Oil Future January 2024

Trading Metrics calculated at close of trading on 12-Oct-2023

Day Change Summary
	Previous	Current
	11-Oct-2023	12-Oct-2023	Change	Change %	Previous Week
Open	82.58	80.81	-1.77	-2.1%	86.80
High	83.17	82.46	-0.71	-0.9%	88.05
Low	80.39	80.34	-0.05	-0.1%	78.93
Close	80.92	80.73	-0.19	-0.2%	79.83
Range	2.78	2.12	-0.66	-23.7%	9.12
ATR	2.22	2.22	-0.01	-0.3%	0.00
Volume	133,568	131,462	-2,106	-1.6%	506,440

Daily Pivots for day following 12-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	87.54	86.25	81.90
R3	85.42	84.13	81.31
R2	83.30	83.30	81.12
R1	82.01	82.01	80.92	81.60
PP	81.18	81.18	81.18	80.97
S1	79.89	79.89	80.54	79.48
S2	79.06	79.06	80.34
S3	76.94	77.77	80.15
S4	74.82	75.65	79.56

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	83.98	78.93	5.05	6.3%	2.04	2.5%	36%	False	False	122,091
10	89.09	78.93	10.16	12.6%	2.47	3.1%	18%	False	False	107,868
20	90.27	78.93	11.34	14.0%	2.17	2.7%	16%	False	False	99,308
40	90.27	76.75	13.52	16.7%	1.89	2.3%	29%	False	False	71,240
60	90.27	73.64	16.63	20.6%	1.81	2.2%	43%	False	False	56,174
80	90.27	67.26	23.01	28.5%	1.79	2.2%	59%	False	False	47,176
100	90.27	66.22	24.05	29.8%	1.87	2.3%	60%	False	False	39,845
120	90.27	65.00	25.27	31.3%	1.90	2.4%	62%	False	False	33,992

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	0.59
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	91.47
2.618	88.01
1.618	85.89
1.000	84.58
0.618	83.77
HIGH	82.46
0.618	81.65
0.500	81.40
0.382	81.15
LOW	80.34
0.618	79.03
1.000	78.22
1.618	76.91
2.618	74.79
4.250	71.33

Fisher Pivots for day following 12-Oct-2023
Pivot	1 day	3 day
R1	81.40	81.82
PP	81.18	81.46
S1	80.95	81.09

Download as Excel Spreadsheet

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

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