NYMEX Light Sweet Crude Oil Future March 2024

Trading Metrics calculated at close of trading on 29-Sep-2023

Day Change Summary
	Previous	Current
	28-Sep-2023	29-Sep-2023	Change	Change %	Previous Week
Open	85.78	84.84	-0.94	-1.1%	84.40
High	86.47	85.82	-0.65	-0.8%	86.47
Low	84.35	83.72	-0.63	-0.7%	82.91
Close	84.55	83.88	-0.67	-0.8%	83.88
Range	2.12	2.10	-0.02	-0.9%	3.56
ATR	1.55	1.59	0.04	2.5%	0.00
Volume	54,074	48,393	-5,681	-10.5%	250,449

Daily Pivots for day following 29-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	90.77	89.43	85.04
R3	88.67	87.33	84.46
R2	86.57	86.57	84.27
R1	85.23	85.23	84.07	84.85
PP	84.47	84.47	84.47	84.29
S1	83.13	83.13	83.69	82.75
S2	82.37	82.37	83.50
S3	80.27	81.03	83.30
S4	78.17	78.93	82.73

Weekly Pivots for week ending 29-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	95.10	93.05	85.84
R3	91.54	89.49	84.86
R2	87.98	87.98	84.53
R1	85.93	85.93	84.21	85.18
PP	84.42	84.42	84.42	84.04
S1	82.37	82.37	83.55	81.62
S2	80.86	80.86	83.23
S3	77.30	78.81	82.90
S4	73.74	75.25	81.92

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	86.47	82.91	3.56	4.2%	1.78	2.1%	27%	False	False	50,089
10	86.68	82.91	3.77	4.5%	1.63	1.9%	26%	False	False	50,564
20	86.68	80.21	6.47	7.7%	1.56	1.9%	57%	False	False	44,075
40	86.68	76.10	10.58	12.6%	1.50	1.8%	74%	False	False	32,245
60	86.68	69.72	16.96	20.2%	1.51	1.8%	83%	False	False	27,027
80	86.68	65.63	21.05	25.1%	1.60	1.9%	87%	False	False	24,413

Crabel Price Patterns
NR	True
NR4	False
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	0.52
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	94.75
2.618	91.32
1.618	89.22
1.000	87.92
0.618	87.12
HIGH	85.82
0.618	85.02
0.500	84.77
0.382	84.52
LOW	83.72
0.618	82.42
1.000	81.62
1.618	80.32
2.618	78.22
4.250	74.80

Fisher Pivots for day following 29-Sep-2023
Pivot	1 day	3 day
R1	84.77	85.10
PP	84.47	84.69
S1	84.18	84.29

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

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