NYMEX Light Sweet Crude Oil Future March 2024

Trading Metrics calculated at close of trading on 26-Oct-2023

Day Change Summary
	Previous	Current
	25-Oct-2023	26-Oct-2023	Change	Change %	Previous Week
Open	81.60	82.86	1.26	1.5%	82.84
High	83.25	83.17	-0.08	-0.1%	85.71
Low	80.15	80.64	0.49	0.6%	81.48
Close	83.08	81.19	-1.89	-2.3%	84.47
Range	3.10	2.53	-0.57	-18.4%	4.23
ATR	2.22	2.24	0.02	1.0%	0.00
Volume	61,651	39,087	-22,564	-36.6%	206,476

Daily Pivots for day following 26-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	89.26	87.75	82.58
R3	86.73	85.22	81.89
R2	84.20	84.20	81.65
R1	82.69	82.69	81.42	82.18
PP	81.67	81.67	81.67	81.41
S1	80.16	80.16	80.96	79.65
S2	79.14	79.14	80.73
S3	76.61	77.63	80.49
S4	74.08	75.10	79.80

Weekly Pivots for week ending 20-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	96.58	94.75	86.80
R3	92.35	90.52	85.63
R2	88.12	88.12	85.25
R1	86.29	86.29	84.86	87.21
PP	83.89	83.89	83.89	84.34
S1	82.06	82.06	84.08	82.98
S2	79.66	79.66	83.69
S3	75.43	77.83	83.31
S4	71.20	73.60	82.14

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	85.71	80.15	5.56	6.8%	2.44	3.0%	19%	False	False	46,215
10	85.71	79.30	6.41	7.9%	2.43	3.0%	29%	False	False	45,096
20	85.82	76.93	8.89	10.9%	2.30	2.8%	48%	False	False	46,571
40	86.68	76.93	9.75	12.0%	1.91	2.4%	44%	False	False	45,018
60	86.68	76.10	10.58	13.0%	1.77	2.2%	48%	False	False	36,553
80	86.68	68.87	17.81	21.9%	1.70	2.1%	69%	False	False	31,505
100	86.68	65.63	21.05	25.9%	1.73	2.1%	74%	False	False	28,501

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	0.58
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	93.92
2.618	89.79
1.618	87.26
1.000	85.70
0.618	84.73
HIGH	83.17
0.618	82.20
0.500	81.91
0.382	81.61
LOW	80.64
0.618	79.08
1.000	78.11
1.618	76.55
2.618	74.02
4.250	69.89

Fisher Pivots for day following 26-Oct-2023
Pivot	1 day	3 day
R1	81.91	81.72
PP	81.67	81.54
S1	81.43	81.37

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

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