NYMEX Light Sweet Crude Oil Future March 2024

Trading Metrics calculated at close of trading on 03-Oct-2023

Day Change Summary
	Previous	Current
	02-Oct-2023	03-Oct-2023	Change	Change %	Previous Week
Open	84.61	82.98	-1.63	-1.9%	84.40
High	84.95	83.61	-1.34	-1.6%	86.47
Low	82.84	82.35	-0.49	-0.6%	82.91
Close	83.07	83.09	0.02	0.0%	83.88
Range	2.11	1.26	-0.85	-40.3%	3.56
ATR	1.63	1.60	-0.03	-1.6%	0.00
Volume	39,726	48,605	8,879	22.4%	250,449

Daily Pivots for day following 03-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	86.80	86.20	83.78
R3	85.54	84.94	83.44
R2	84.28	84.28	83.32
R1	83.68	83.68	83.21	83.98
PP	83.02	83.02	83.02	83.17
S1	82.42	82.42	82.97	82.72
S2	81.76	81.76	82.86
S3	80.50	81.16	82.74
S4	79.24	79.90	82.40

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	82.35	4.12	5.0%	1.86	2.2%	18%	False	True	53,260
10	86.47	82.35	4.12	5.0%	1.72	2.1%	18%	False	True	47,411
20	86.68	82.33	4.35	5.2%	1.52	1.8%	17%	False	False	43,699
40	86.68	76.10	10.58	12.7%	1.52	1.8%	66%	False	False	33,590
60	86.68	71.22	15.46	18.6%	1.52	1.8%	77%	False	False	27,909
80	86.68	65.63	21.05	25.3%	1.58	1.9%	83%	False	False	25,029

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.54
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	88.97
2.618	86.91
1.618	85.65
1.000	84.87
0.618	84.39
HIGH	83.61
0.618	83.13
0.500	82.98
0.382	82.83
LOW	82.35
0.618	81.57
1.000	81.09
1.618	80.31
2.618	79.05
4.250	77.00

Fisher Pivots for day following 03-Oct-2023
Pivot	1 day	3 day
R1	83.05	84.09
PP	83.02	83.75
S1	82.98	83.42

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

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