NYMEX Light Sweet Crude Oil Future March 2024

Trading Metrics calculated at close of trading on 11-Oct-2023

Day Change Summary
	Previous	Current
	10-Oct-2023	11-Oct-2023	Change	Change %	Previous Week
Open	80.60	80.44	-0.16	-0.2%	84.61
High	80.71	80.90	0.19	0.2%	84.95
Low	79.67	78.59	-1.08	-1.4%	76.93
Close	80.31	79.21	-1.10	-1.4%	77.71
Range	1.04	2.31	1.27	122.1%	8.02
ATR	1.90	1.93	0.03	1.5%	0.00
Volume	44,068	56,238	12,170	27.6%	230,810

Daily Pivots for day following 11-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	86.50	85.16	80.48
R3	84.19	82.85	79.85
R2	81.88	81.88	79.63
R1	80.54	80.54	79.42	80.06
PP	79.57	79.57	79.57	79.32
S1	78.23	78.23	79.00	77.75
S2	77.26	77.26	78.79
S3	74.95	75.92	78.57
S4	72.64	73.61	77.94

Weekly Pivots for week ending 06-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	103.92	98.84	82.12
R3	95.90	90.82	79.92
R2	87.88	87.88	79.18
R1	82.80	82.80	78.45	81.33
PP	79.86	79.86	79.86	79.13
S1	74.78	74.78	76.97	73.31
S2	71.84	71.84	76.24
S3	63.82	66.76	75.50
S4	55.80	58.74	73.30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.57	76.93	4.64	5.9%	1.88	2.4%	49%	False	False	48,756
10	86.47	76.93	9.54	12.0%	2.19	2.8%	24%	False	False	47,892
20	86.68	76.93	9.75	12.3%	1.86	2.3%	23%	False	False	48,308
40	86.68	76.10	10.58	13.4%	1.66	2.1%	29%	False	False	38,134
60	86.68	73.05	13.63	17.2%	1.61	2.0%	45%	False	False	31,062
80	86.68	66.88	19.80	25.0%	1.61	2.0%	62%	False	False	27,404

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.44
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	90.72
2.618	86.95
1.618	84.64
1.000	83.21
0.618	82.33
HIGH	80.90
0.618	80.02
0.500	79.75
0.382	79.47
LOW	78.59
0.618	77.16
1.000	76.28
1.618	74.85
2.618	72.54
4.250	68.77

Fisher Pivots for day following 11-Oct-2023
Pivot	1 day	3 day
R1	79.75	80.08
PP	79.57	79.79
S1	79.39	79.50

Download as Excel Spreadsheet

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

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