NYMEX Light Sweet Crude Oil Future January 2024

Trading Metrics calculated at close of trading on 17-Nov-2023

Day Change Summary
	Previous	Current
	16-Nov-2023	17-Nov-2023	Change	Change %	Previous Week
Open	76.71	73.11	-3.60	-4.7%	77.18
High	76.80	76.19	-0.61	-0.8%	79.65
Low	72.37	72.91	0.54	0.7%	72.37
Close	73.09	76.04	2.95	4.0%	76.04
Range	4.43	3.28	-1.15	-26.0%	7.28
ATR	2.66	2.71	0.04	1.7%	0.00
Volume	428,816	368,483	-60,333	-14.1%	1,374,078

Daily Pivots for day following 17-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	84.89	83.74	77.84
R3	81.61	80.46	76.94
R2	78.33	78.33	76.64
R1	77.18	77.18	76.34	77.76
PP	75.05	75.05	75.05	75.33
S1	73.90	73.90	75.74	74.48
S2	71.77	71.77	75.44
S3	68.49	70.62	75.14
S4	65.21	67.34	74.24

Weekly Pivots for week ending 17-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	97.86	94.23	80.04
R3	90.58	86.95	78.04
R2	83.30	83.30	77.37
R1	79.67	79.67	76.71	77.85
PP	76.02	76.02	76.02	75.11
S1	72.39	72.39	75.37	70.57
S2	68.74	68.74	74.71
S3	61.46	65.11	74.04
S4	54.18	57.83	72.04

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.65	72.37	7.28	9.6%	2.84	3.7%	50%	False	False	274,815
10	81.90	72.37	9.53	12.5%	2.64	3.5%	39%	False	False	225,606
20	87.00	72.37	14.63	19.2%	2.77	3.6%	25%	False	False	181,522
40	90.27	72.37	17.90	23.5%	2.62	3.4%	21%	False	False	141,884
60	90.27	72.37	17.90	23.5%	2.30	3.0%	21%	False	False	114,522
80	90.27	72.37	17.90	23.5%	2.15	2.8%	21%	False	False	92,931
100	90.27	68.84	21.43	28.2%	2.03	2.7%	34%	False	False	78,673
120	90.27	66.22	24.05	31.6%	2.05	2.7%	41%	False	False	67,900

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	0.43
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	90.13
2.618	84.78
1.618	81.50
1.000	79.47
0.618	78.22
HIGH	76.19
0.618	74.94
0.500	74.55
0.382	74.16
LOW	72.91
0.618	70.88
1.000	69.63
1.618	67.60
2.618	64.32
4.250	58.97

Fisher Pivots for day following 17-Nov-2023
Pivot	1 day	3 day
R1	75.54	75.87
PP	75.05	75.70
S1	74.55	75.53

Download as Excel Spreadsheet

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

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