NYMEX Light Sweet Crude Oil Future January 2024

Trading Metrics calculated at close of trading on 24-Nov-2023

Day Change Summary
	Previous	Current
	22-Nov-2023	24-Nov-2023	Change	Change %	Previous Week
Open	77.77	76.79	-0.98	-1.3%	75.80
High	77.97	77.09	-0.88	-1.1%	78.46
Low	73.79	75.07	1.28	1.7%	73.79
Close	77.10	75.54	-1.56	-2.0%	75.54
Range	4.18	2.02	-2.16	-51.7%	4.67
ATR	2.72	2.67	-0.05	-1.8%	0.00
Volume	389,325	281,147	-108,178	-27.8%	1,179,739

Daily Pivots for day following 24-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	81.96	80.77	76.65
R3	79.94	78.75	76.10
R2	77.92	77.92	75.91
R1	76.73	76.73	75.73	76.32
PP	75.90	75.90	75.90	75.69
S1	74.71	74.71	75.35	74.30
S2	73.88	73.88	75.17
S3	71.86	72.69	74.98
S4	69.84	70.67	74.43

Weekly Pivots for week ending 24-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	89.94	87.41	78.11
R3	85.27	82.74	76.82
R2	80.60	80.60	76.40
R1	78.07	78.07	75.97	77.00
PP	75.93	75.93	75.93	75.40
S1	73.40	73.40	75.11	72.33
S2	71.26	71.26	74.68
S3	66.59	68.73	74.26
S4	61.92	64.06	72.97

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.46	72.91	5.55	7.3%	2.71	3.6%	47%	False	False	309,644
10	79.65	72.37	7.28	9.6%	2.68	3.6%	44%	False	False	271,321
20	85.00	72.37	12.63	16.7%	2.68	3.5%	25%	False	False	216,199
40	89.09	72.37	16.72	22.1%	2.66	3.5%	19%	False	False	161,764
60	90.27	72.37	17.90	23.7%	2.37	3.1%	18%	False	False	132,467
80	90.27	72.37	17.90	23.7%	2.18	2.9%	18%	False	False	106,575
100	90.27	69.39	20.88	27.6%	2.07	2.7%	29%	False	False	89,757
120	90.27	66.22	24.05	31.8%	2.06	2.7%	39%	False	False	77,429

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	0.41
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	85.68
2.618	82.38
1.618	80.36
1.000	79.11
0.618	78.34
HIGH	77.09
0.618	76.32
0.500	76.08
0.382	75.84
LOW	75.07
0.618	73.82
1.000	73.05
1.618	71.80
2.618	69.78
4.250	66.49

Fisher Pivots for day following 24-Nov-2023
Pivot	1 day	3 day
R1	76.08	75.88
PP	75.90	75.77
S1	75.72	75.65

Download as Excel Spreadsheet

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

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