NYMEX Light Sweet Crude Oil Future January 2024

Trading Metrics calculated at close of trading on 27-Nov-2023

Day Change Summary
	Previous	Current
	24-Nov-2023	27-Nov-2023	Change	Change %	Previous Week
Open	76.79	75.31	-1.48	-1.9%	75.80
High	77.09	76.23	-0.86	-1.1%	78.46
Low	75.07	74.06	-1.01	-1.3%	73.79
Close	75.54	74.86	-0.68	-0.9%	75.54
Range	2.02	2.17	0.15	7.4%	4.67
ATR	2.67	2.63	-0.04	-1.3%	0.00
Volume	281,147	289,562	8,415	3.0%	1,179,739

Daily Pivots for day following 27-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	81.56	80.38	76.05
R3	79.39	78.21	75.46
R2	77.22	77.22	75.26
R1	76.04	76.04	75.06	75.55
PP	75.05	75.05	75.05	74.80
S1	73.87	73.87	74.66	73.38
S2	72.88	72.88	74.46
S3	70.71	71.70	74.26
S4	68.54	69.53	73.67

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	73.79	4.67	6.2%	2.48	3.3%	23%	False	False	293,860
10	79.65	72.37	7.28	9.7%	2.66	3.6%	34%	False	False	284,337
20	84.39	72.37	12.02	16.1%	2.66	3.6%	21%	False	False	225,620
40	88.37	72.37	16.00	21.4%	2.66	3.5%	16%	False	False	166,805
60	90.27	72.37	17.90	23.9%	2.38	3.2%	14%	False	False	136,240
80	90.27	72.37	17.90	23.9%	2.17	2.9%	14%	False	False	109,857
100	90.27	70.23	20.04	26.8%	2.07	2.8%	23%	False	False	92,414
120	90.27	66.22	24.05	32.1%	2.06	2.8%	36%	False	False	79,728

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.47
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	85.45
2.618	81.91
1.618	79.74
1.000	78.40
0.618	77.57
HIGH	76.23
0.618	75.40
0.500	75.15
0.382	74.89
LOW	74.06
0.618	72.72
1.000	71.89
1.618	70.55
2.618	68.38
4.250	64.84

Fisher Pivots for day following 27-Nov-2023
Pivot	1 day	3 day
R1	75.15	75.88
PP	75.05	75.54
S1	74.96	75.20

Download as Excel Spreadsheet

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

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