NYMEX Light Sweet Crude Oil Future March 2024

Trading Metrics calculated at close of trading on 12-Oct-2023

Day Change Summary
	Previous	Current
	11-Oct-2023	12-Oct-2023	Change	Change %	Previous Week
Open	80.44	79.31	-1.13	-1.4%	84.61
High	80.90	80.63	-0.27	-0.3%	84.95
Low	78.59	78.71	0.12	0.2%	76.93
Close	79.21	79.04	-0.17	-0.2%	77.71
Range	2.31	1.92	-0.39	-16.9%	8.02
ATR	1.93	1.93	0.00	0.0%	0.00
Volume	56,238	55,614	-624	-1.1%	230,810

Daily Pivots for day following 12-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	85.22	84.05	80.10
R3	83.30	82.13	79.57
R2	81.38	81.38	79.39
R1	80.21	80.21	79.22	79.84
PP	79.46	79.46	79.46	79.27
S1	78.29	78.29	78.86	77.92
S2	77.54	77.54	78.69
S3	75.62	76.37	78.51
S4	73.70	74.45	77.98

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	77.01	4.56	5.8%	1.79	2.3%	45%	False	False	50,129
10	85.82	76.93	8.89	11.2%	2.17	2.7%	24%	False	False	48,046
20	86.68	76.93	9.75	12.3%	1.87	2.4%	22%	False	False	49,349
40	86.68	76.10	10.58	13.4%	1.66	2.1%	28%	False	False	39,107
60	86.68	73.05	13.63	17.2%	1.62	2.0%	44%	False	False	31,723
80	86.68	66.88	19.80	25.1%	1.61	2.0%	61%	False	False	27,967

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.43
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	88.79
2.618	85.66
1.618	83.74
1.000	82.55
0.618	81.82
HIGH	80.63
0.618	79.90
0.500	79.67
0.382	79.44
LOW	78.71
0.618	77.52
1.000	76.79
1.618	75.60
2.618	73.68
4.250	70.55

Fisher Pivots for day following 12-Oct-2023
Pivot	1 day	3 day
R1	79.67	79.75
PP	79.46	79.51
S1	79.25	79.28

Download as Excel Spreadsheet

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

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