NYMEX Light Sweet Crude Oil Future February 2024

Trading Metrics calculated at close of trading on 12-Oct-2023

Day Change Summary
	Previous	Current
	11-Oct-2023	12-Oct-2023	Change	Change %	Previous Week
Open	81.34	80.04	-1.30	-1.6%	85.52
High	81.89	81.42	-0.47	-0.6%	86.33
Low	79.37	79.45	0.08	0.1%	77.86
Close	79.96	79.79	-0.17	-0.2%	78.64
Range	2.52	1.97	-0.55	-21.8%	8.47
ATR	2.05	2.05	-0.01	-0.3%	0.00
Volume	53,096	42,283	-10,813	-20.4%	232,211

Daily Pivots for day following 12-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	86.13	84.93	80.87
R3	84.16	82.96	80.33
R2	82.19	82.19	80.15
R1	80.99	80.99	79.97	80.61
PP	80.22	80.22	80.22	80.03
S1	79.02	79.02	79.61	78.64
S2	78.25	78.25	79.43
S3	76.28	77.05	79.25
S4	74.31	75.08	78.71

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	82.63	77.86	4.77	6.0%	1.88	2.4%	40%	False	False	46,490
10	87.30	77.86	9.44	11.8%	2.30	2.9%	20%	False	False	45,496
20	88.21	77.86	10.35	13.0%	1.99	2.5%	19%	False	False	43,431
40	88.21	76.43	11.78	14.8%	1.75	2.2%	29%	False	False	32,570
60	88.21	73.38	14.83	18.6%	1.69	2.1%	43%	False	False	25,423
80	88.21	67.07	21.14	26.5%	1.68	2.1%	60%	False	False	21,236
100	88.21	65.90	22.31	28.0%	1.75	2.2%	62%	False	False	17,959
120	88.21	65.24	22.97	28.8%	1.77	2.2%	63%	False	False	15,394

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	0.53
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	89.79
2.618	86.58
1.618	84.61
1.000	83.39
0.618	82.64
HIGH	81.42
0.618	80.67
0.500	80.44
0.382	80.20
LOW	79.45
0.618	78.23
1.000	77.48
1.618	76.26
2.618	74.29
4.250	71.08

Fisher Pivots for day following 12-Oct-2023
Pivot	1 day	3 day
R1	80.44	80.63
PP	80.22	80.35
S1	80.01	80.07

Download as Excel Spreadsheet

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

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