NYMEX Light Sweet Crude Oil Future January 2024

Trading Metrics calculated at close of trading on 22-Nov-2023

Day Change Summary
	Previous	Current
	21-Nov-2023	22-Nov-2023	Change	Change %	Previous Week
Open	77.65	77.77	0.12	0.2%	77.18
High	77.92	77.97	0.05	0.1%	79.65
Low	76.92	73.79	-3.13	-4.1%	72.37
Close	77.77	77.10	-0.67	-0.9%	76.04
Range	1.00	4.18	3.18	318.0%	7.28
ATR	2.61	2.72	0.11	4.3%	0.00
Volume	238,629	389,325	150,696	63.2%	1,374,078

Daily Pivots for day following 22-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	88.83	87.14	79.40
R3	84.65	82.96	78.25
R2	80.47	80.47	77.87
R1	78.78	78.78	77.48	77.54
PP	76.29	76.29	76.29	75.66
S1	74.60	74.60	76.72	73.36
S2	72.11	72.11	76.33
S3	67.93	70.42	75.95
S4	63.75	66.24	74.80

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	78.46	72.37	6.09	7.9%	3.19	4.1%	78%	False	False	339,178
10	79.65	72.37	7.28	9.4%	2.67	3.5%	65%	False	False	260,492
20	85.00	72.37	12.63	16.4%	2.72	3.5%	37%	False	False	207,520
40	90.27	72.37	17.90	23.2%	2.68	3.5%	26%	False	False	157,411
60	90.27	72.37	17.90	23.2%	2.35	3.0%	26%	False	False	128,218
80	90.27	72.37	17.90	23.2%	2.19	2.8%	26%	False	False	103,356
100	90.27	69.39	20.88	27.1%	2.07	2.7%	37%	False	False	87,204
120	90.27	66.22	24.05	31.2%	2.06	2.7%	45%	False	False	75,160

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.42
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	95.74
2.618	88.91
1.618	84.73
1.000	82.15
0.618	80.55
HIGH	77.97
0.618	76.37
0.500	75.88
0.382	75.39
LOW	73.79
0.618	71.21
1.000	69.61
1.618	67.03
2.618	62.85
4.250	56.03

Fisher Pivots for day following 22-Nov-2023
Pivot	1 day	3 day
R1	76.69	76.78
PP	76.29	76.45
S1	75.88	76.13

Download as Excel Spreadsheet

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

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