NYMEX Light Sweet Crude Oil Future February 2024

Trading Metrics calculated at close of trading on 15-Dec-2023

Day Change Summary
	Previous	Current
	14-Dec-2023	15-Dec-2023	Change	Change %	Previous Week
Open	70.08	71.91	1.83	2.6%	71.36
High	72.73	72.56	-0.17	-0.2%	72.73
Low	69.82	70.64	0.82	1.2%	67.98
Close	71.91	71.78	-0.13	-0.2%	71.78
Range	2.91	1.92	-0.99	-34.0%	4.75
ATR	2.56	2.51	-0.05	-1.8%	0.00
Volume	224,155	262,866	38,711	17.3%	981,554

Daily Pivots for day following 15-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	77.42	76.52	72.84
R3	75.50	74.60	72.31
R2	73.58	73.58	72.13
R1	72.68	72.68	71.96	72.17
PP	71.66	71.66	71.66	71.41
S1	70.76	70.76	71.60	70.25
S2	69.74	69.74	71.43
S3	67.82	68.84	71.25
S4	65.90	66.92	70.72

Weekly Pivots for week ending 15-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	85.08	83.18	74.39
R3	80.33	78.43	73.09
R2	75.58	75.58	72.65
R1	73.68	73.68	72.22	74.63
PP	70.83	70.83	70.83	71.31
S1	68.93	68.93	71.34	69.88
S2	66.08	66.08	70.91
S3	61.33	64.18	70.47
S4	56.58	59.43	69.17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	72.73	67.98	4.75	6.6%	2.43	3.4%	80%	False	False	196,310
10	75.20	67.98	7.22	10.1%	2.37	3.3%	53%	False	False	173,568
20	79.67	67.98	11.69	16.3%	2.54	3.5%	33%	False	False	140,296
40	86.93	67.98	18.95	26.4%	2.56	3.6%	20%	False	False	104,745
60	88.21	67.98	20.23	28.2%	2.46	3.4%	19%	False	False	84,438
80	88.21	67.98	20.23	28.2%	2.22	3.1%	19%	False	False	70,260
100	88.21	67.98	20.23	28.2%	2.10	2.9%	19%	False	False	58,649
120	88.21	67.38	20.83	29.0%	2.00	2.8%	21%	False	False	50,394

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.56
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	80.72
2.618	77.59
1.618	75.67
1.000	74.48
0.618	73.75
HIGH	72.56
0.618	71.83
0.500	71.60
0.382	71.37
LOW	70.64
0.618	69.45
1.000	68.72
1.618	67.53
2.618	65.61
4.250	62.48

Fisher Pivots for day following 15-Dec-2023
Pivot	1 day	3 day
R1	71.72	71.31
PP	71.66	70.83
S1	71.60	70.36

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

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