NYMEX Light Sweet Crude Oil Future March 2024

Trading Metrics calculated at close of trading on 13-Oct-2023

Day Change Summary
	Previous	Current
	12-Oct-2023	13-Oct-2023	Change	Change %	Previous Week
Open	79.31	79.33	0.02	0.0%	79.15
High	80.63	83.08	2.45	3.0%	83.08
Low	78.71	79.30	0.59	0.7%	78.59
Close	79.04	82.92	3.88	4.9%	82.92
Range	1.92	3.78	1.86	96.9%	4.49
ATR	1.93	2.08	0.15	7.8%	0.00
Volume	55,614	50,687	-4,927	-8.9%	251,952

Daily Pivots for day following 13-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	93.11	91.79	85.00
R3	89.33	88.01	83.96
R2	85.55	85.55	83.61
R1	84.23	84.23	83.27	84.89
PP	81.77	81.77	81.77	82.10
S1	80.45	80.45	82.57	81.11
S2	77.99	77.99	82.23
S3	74.21	76.67	81.88
S4	70.43	72.89	80.84

Weekly Pivots for week ending 13-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	95.00	93.45	85.39
R3	90.51	88.96	84.15
R2	86.02	86.02	83.74
R1	84.47	84.47	83.33	85.25
PP	81.53	81.53	81.53	81.92
S1	79.98	79.98	82.51	80.76
S2	77.04	77.04	82.10
S3	72.55	75.49	81.69
S4	68.06	71.00	80.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.08	78.59	4.49	5.4%	2.33	2.8%	96%	True	False	50,390
10	84.95	76.93	8.02	9.7%	2.34	2.8%	75%	False	False	48,276
20	86.68	76.93	9.75	11.8%	1.98	2.4%	61%	False	False	49,420
40	86.68	76.10	10.58	12.8%	1.71	2.1%	64%	False	False	39,864
60	86.68	73.96	12.72	15.3%	1.66	2.0%	70%	False	False	32,351
80	86.68	66.88	19.80	23.9%	1.63	2.0%	81%	False	False	28,461

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	0.33
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	99.15
2.618	92.98
1.618	89.20
1.000	86.86
0.618	85.42
HIGH	83.08
0.618	81.64
0.500	81.19
0.382	80.74
LOW	79.30
0.618	76.96
1.000	75.52
1.618	73.18
2.618	69.40
4.250	63.24

Fisher Pivots for day following 13-Oct-2023
Pivot	1 day	3 day
R1	82.34	82.23
PP	81.77	81.53
S1	81.19	80.84

Download as Excel Spreadsheet

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

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