NYMEX Light Sweet Crude Oil Future February 2024

Trading Metrics calculated at close of trading on 09-Oct-2023

Day Change Summary
	Previous	Current
	06-Oct-2023	09-Oct-2023	Change	Change %	Previous Week
Open	78.57	80.39	1.82	2.3%	85.52
High	79.06	82.63	3.57	4.5%	86.33
Low	77.86	80.07	2.21	2.8%	77.86
Close	78.64	81.62	2.98	3.8%	78.64
Range	1.20	2.56	1.36	113.3%	8.47
ATR	1.93	2.08	0.15	7.6%	0.00
Volume	51,281	47,297	-3,984	-7.8%	232,211

Daily Pivots for day following 09-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	89.12	87.93	83.03
R3	86.56	85.37	82.32
R2	84.00	84.00	82.09
R1	82.81	82.81	81.85	83.41
PP	81.44	81.44	81.44	81.74
S1	80.25	80.25	81.39	80.85
S2	78.88	78.88	81.15
S3	76.32	77.69	80.92
S4	73.76	75.13	80.21

Weekly Pivots for week ending 06-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	106.35	100.97	83.30
R3	97.88	92.50	80.97
R2	89.41	89.41	80.19
R1	84.03	84.03	79.42	82.49
PP	80.94	80.94	80.94	80.17
S1	75.56	75.56	77.86	74.02
S2	72.47	72.47	77.09
S3	64.00	67.09	76.31
S4	55.53	58.62	73.98

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.90	77.86	7.04	8.6%	2.54	3.1%	53%	False	False	48,592
10	88.21	77.86	10.35	12.7%	2.37	2.9%	36%	False	False	45,688
20	88.21	77.86	10.35	12.7%	1.93	2.4%	36%	False	False	41,400
40	88.21	76.43	11.78	14.4%	1.73	2.1%	44%	False	False	30,018
60	88.21	72.60	15.61	19.1%	1.67	2.1%	58%	False	False	23,630
80	88.21	67.07	21.14	25.9%	1.68	2.1%	69%	False	False	19,738
100	88.21	65.90	22.31	27.3%	1.74	2.1%	70%	False	False	16,690
120	88.21	65.24	22.97	28.1%	1.75	2.1%	71%	False	False	14,340

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	0.55
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	93.51
2.618	89.33
1.618	86.77
1.000	85.19
0.618	84.21
HIGH	82.63
0.618	81.65
0.500	81.35
0.382	81.05
LOW	80.07
0.618	78.49
1.000	77.51
1.618	75.93
2.618	73.37
4.250	69.19

Fisher Pivots for day following 09-Oct-2023
Pivot	1 day	3 day
R1	81.53	81.16
PP	81.44	80.70
S1	81.35	80.25

Download as Excel Spreadsheet

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

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