NYMEX Light Sweet Crude Oil Future January 2024

Trading Metrics calculated at close of trading on 04-Dec-2023

Day Change Summary
	Previous	Current
	01-Dec-2023	04-Dec-2023	Change	Change %	Previous Week
Open	75.59	74.58	-1.01	-1.3%	75.31
High	76.76	75.03	-1.73	-2.3%	79.60
Low	73.93	72.63	-1.30	-1.8%	73.93
Close	74.07	73.04	-1.03	-1.4%	74.07
Range	2.83	2.40	-0.43	-15.2%	5.67
ATR	2.75	2.72	-0.02	-0.9%	0.00
Volume	358,976	388,832	29,856	8.3%	1,816,495

Daily Pivots for day following 04-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	80.77	79.30	74.36
R3	78.37	76.90	73.70
R2	75.97	75.97	73.48
R1	74.50	74.50	73.26	74.04
PP	73.57	73.57	73.57	73.33
S1	72.10	72.10	72.82	71.64
S2	71.17	71.17	72.60
S3	68.77	69.70	72.38
S4	66.37	67.30	71.72

Weekly Pivots for week ending 01-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	92.88	89.14	77.19
R3	87.21	83.47	75.63
R2	81.54	81.54	75.11
R1	77.80	77.80	74.59	76.84
PP	75.87	75.87	75.87	75.38
S1	72.13	72.13	73.55	71.17
S2	70.20	70.20	73.03
S3	64.53	66.46	72.51
S4	58.86	60.79	70.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.60	72.63	6.97	9.5%	2.92	4.0%	6%	False	True	383,153
10	79.60	72.63	6.97	9.5%	2.70	3.7%	6%	False	True	338,506
20	81.90	72.37	9.53	13.0%	2.67	3.7%	7%	False	False	282,056
40	88.37	72.37	16.00	21.9%	2.68	3.7%	4%	False	False	202,038
60	90.27	72.37	17.90	24.5%	2.47	3.4%	4%	False	False	163,536
80	90.27	72.37	17.90	24.5%	2.25	3.1%	4%	False	False	131,950
100	90.27	72.37	17.90	24.5%	2.14	2.9%	4%	False	False	110,466
120	90.27	67.26	23.01	31.5%	2.09	2.9%	25%	False	False	95,166

Crabel Price Patterns
NR	True
NR4	True
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	0.69
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	85.23
2.618	81.31
1.618	78.91
1.000	77.43
0.618	76.51
HIGH	75.03
0.618	74.11
0.500	73.83
0.382	73.55
LOW	72.63
0.618	71.15
1.000	70.23
1.618	68.75
2.618	66.35
4.250	62.43

Fisher Pivots for day following 04-Dec-2023
Pivot	1 day	3 day
R1	73.83	76.12
PP	73.57	75.09
S1	73.30	74.07

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

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