NYMEX Light Sweet Crude Oil Future March 2024

Trading Metrics calculated at close of trading on 27-Oct-2023

Day Change Summary
	Previous	Current
	26-Oct-2023	27-Oct-2023	Change	Change %	Previous Week
Open	82.86	81.38	-1.48	-1.8%	84.36
High	83.17	83.30	0.13	0.2%	84.68
Low	80.64	81.10	0.46	0.6%	80.15
Close	81.19	83.05	1.86	2.3%	83.05
Range	2.53	2.20	-0.33	-13.0%	4.53
ATR	2.24	2.23	0.00	-0.1%	0.00
Volume	39,087	31,347	-7,740	-19.8%	225,144

Daily Pivots for day following 27-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	89.08	88.27	84.26
R3	86.88	86.07	83.66
R2	84.68	84.68	83.45
R1	83.87	83.87	83.25	84.28
PP	82.48	82.48	82.48	82.69
S1	81.67	81.67	82.85	82.08
S2	80.28	80.28	82.65
S3	78.08	79.47	82.45
S4	75.88	77.27	81.84

Weekly Pivots for week ending 27-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	96.22	94.16	85.54
R3	91.69	89.63	84.30
R2	87.16	87.16	83.88
R1	85.10	85.10	83.47	83.87
PP	82.63	82.63	82.63	82.01
S1	80.57	80.57	82.63	79.34
S2	78.10	78.10	82.22
S3	73.57	76.04	81.80
S4	69.04	71.51	80.56

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	84.68	80.15	4.53	5.5%	2.55	3.1%	64%	False	False	45,028
10	85.71	80.15	5.56	6.7%	2.27	2.7%	52%	False	False	43,162
20	85.71	76.93	8.78	10.6%	2.30	2.8%	70%	False	False	45,719
40	86.68	76.93	9.75	11.7%	1.93	2.3%	63%	False	False	44,897
60	86.68	76.10	10.58	12.7%	1.77	2.1%	66%	False	False	36,736
80	86.68	69.72	16.96	20.4%	1.71	2.1%	79%	False	False	31,700
100	86.68	65.63	21.05	25.3%	1.74	2.1%	83%	False	False	28,675

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.61
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	92.65
2.618	89.06
1.618	86.86
1.000	85.50
0.618	84.66
HIGH	83.30
0.618	82.46
0.500	82.20
0.382	81.94
LOW	81.10
0.618	79.74
1.000	78.90
1.618	77.54
2.618	75.34
4.250	71.75

Fisher Pivots for day following 27-Oct-2023
Pivot	1 day	3 day
R1	82.77	82.61
PP	82.48	82.17
S1	82.20	81.73

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

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