NYMEX Light Sweet Crude Oil Future March 2024

Trading Metrics calculated at close of trading on 04-Oct-2023

Day Change Summary
	Previous	Current
	03-Oct-2023	04-Oct-2023	Change	Change %	Previous Week
Open	82.98	83.23	0.25	0.3%	84.40
High	83.61	83.40	-0.21	-0.3%	86.47
Low	82.35	78.50	-3.85	-4.7%	82.91
Close	83.09	78.58	-4.51	-5.4%	83.88
Range	1.26	4.90	3.64	288.9%	3.56
ATR	1.60	1.84	0.24	14.7%	0.00
Volume	48,605	44,350	-4,255	-8.8%	250,449

Daily Pivots for day following 04-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	94.86	91.62	81.28
R3	89.96	86.72	79.93
R2	85.06	85.06	79.48
R1	81.82	81.82	79.03	80.99
PP	80.16	80.16	80.16	79.75
S1	76.92	76.92	78.13	76.09
S2	75.26	75.26	77.68
S3	70.36	72.02	77.23
S4	65.46	67.12	75.89

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	78.50	7.97	10.1%	2.50	3.2%	1%	False	True	47,029
10	86.47	78.50	7.97	10.1%	2.07	2.6%	1%	False	True	47,960
20	86.68	78.50	8.18	10.4%	1.69	2.1%	1%	False	True	44,178
40	86.68	76.10	10.58	13.5%	1.58	2.0%	23%	False	False	34,313
60	86.68	72.18	14.50	18.5%	1.57	2.0%	44%	False	False	28,335
80	86.68	65.63	21.05	26.8%	1.62	2.1%	62%	False	False	25,408

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.54
Widest range in 90 trading days

Fibonacci Retracements and Extensions
4.250	104.23
2.618	96.23
1.618	91.33
1.000	88.30
0.618	86.43
HIGH	83.40
0.618	81.53
0.500	80.95
0.382	80.37
LOW	78.50
0.618	75.47
1.000	73.60
1.618	70.57
2.618	65.67
4.250	57.68

Fisher Pivots for day following 04-Oct-2023
Pivot	1 day	3 day
R1	80.95	81.73
PP	80.16	80.68
S1	79.37	79.63

Download as Excel Spreadsheet

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

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