NYMEX Light Sweet Crude Oil Future March 2024

Trading Metrics calculated at close of trading on 03-Nov-2023

Day Change Summary
	Previous	Current
	02-Nov-2023	03-Nov-2023	Change	Change %	Previous Week
Open	79.50	81.26	1.76	2.2%	82.78
High	81.38	82.04	0.66	0.8%	82.78
Low	79.15	79.12	-0.03	0.0%	78.98
Close	81.20	79.46	-1.74	-2.1%	79.46
Range	2.23	2.92	0.69	30.9%	3.80
ATR	2.31	2.36	0.04	1.9%	0.00
Volume	57,813	51,077	-6,736	-11.7%	252,928

Daily Pivots for day following 03-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	88.97	87.13	81.07
R3	86.05	84.21	80.26
R2	83.13	83.13	80.00
R1	81.29	81.29	79.73	80.75
PP	80.21	80.21	80.21	79.94
S1	78.37	78.37	79.19	77.83
S2	77.29	77.29	78.92
S3	74.37	75.45	78.66
S4	71.45	72.53	77.85

Weekly Pivots for week ending 03-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	91.81	89.43	81.55
R3	88.01	85.63	80.51
R2	84.21	84.21	80.16
R1	81.83	81.83	79.81	81.12
PP	80.41	80.41	80.41	80.05
S1	78.03	78.03	79.11	77.32
S2	76.61	76.61	78.76
S3	72.81	74.23	78.42
S4	69.01	70.43	77.37

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.78	78.98	3.80	4.8%	2.57	3.2%	13%	False	False	50,585
10	84.68	78.98	5.70	7.2%	2.56	3.2%	8%	False	False	47,807
20	85.71	78.59	7.12	9.0%	2.36	3.0%	12%	False	False	46,825
40	86.68	76.93	9.75	12.3%	2.05	2.6%	26%	False	False	46,457
60	86.68	76.10	10.58	13.3%	1.86	2.3%	32%	False	False	39,398
80	86.68	72.18	14.50	18.2%	1.78	2.2%	50%	False	False	33,673
100	86.68	66.88	19.80	24.9%	1.76	2.2%	64%	False	False	30,215

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.55
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	94.45
2.618	89.68
1.618	86.76
1.000	84.96
0.618	83.84
HIGH	82.04
0.618	80.92
0.500	80.58
0.382	80.24
LOW	79.12
0.618	77.32
1.000	76.20
1.618	74.40
2.618	71.48
4.250	66.71

Fisher Pivots for day following 03-Nov-2023
Pivot	1 day	3 day
R1	80.58	80.51
PP	80.21	80.16
S1	79.83	79.81

Download as Excel Spreadsheet

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

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