NYMEX Light Sweet Crude Oil Future March 2024

Trading Metrics calculated at close of trading on 06-Nov-2023

Day Change Summary
	Previous	Current
	03-Nov-2023	06-Nov-2023	Change	Change %	Previous Week
Open	81.26	79.85	-1.41	-1.7%	82.78
High	82.04	81.07	-0.97	-1.2%	82.78
Low	79.12	79.58	0.46	0.6%	78.98
Close	79.46	79.99	0.53	0.7%	79.46
Range	2.92	1.49	-1.43	-49.0%	3.80
ATR	2.36	2.30	-0.05	-2.3%	0.00
Volume	51,077	42,125	-8,952	-17.5%	252,928

Daily Pivots for day following 06-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	84.68	83.83	80.81
R3	83.19	82.34	80.40
R2	81.70	81.70	80.26
R1	80.85	80.85	80.13	81.28
PP	80.21	80.21	80.21	80.43
S1	79.36	79.36	79.85	79.79
S2	78.72	78.72	79.72
S3	77.23	77.87	79.58
S4	75.74	76.38	79.17

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	82.04	78.98	3.06	3.8%	2.28	2.9%	33%	False	False	51,789
10	83.30	78.98	4.32	5.4%	2.49	3.1%	23%	False	False	48,788
20	85.71	78.59	7.12	8.9%	2.30	2.9%	20%	False	False	46,664
40	86.68	76.93	9.75	12.2%	2.06	2.6%	31%	False	False	46,699
60	86.68	76.10	10.58	13.2%	1.87	2.3%	37%	False	False	39,791
80	86.68	72.18	14.50	18.1%	1.78	2.2%	54%	False	False	34,025
100	86.68	66.88	19.80	24.8%	1.76	2.2%	66%	False	False	30,492

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.54
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	87.40
2.618	84.97
1.618	83.48
1.000	82.56
0.618	81.99
HIGH	81.07
0.618	80.50
0.500	80.33
0.382	80.15
LOW	79.58
0.618	78.66
1.000	78.09
1.618	77.17
2.618	75.68
4.250	73.25

Fisher Pivots for day following 06-Nov-2023
Pivot	1 day	3 day
R1	80.33	80.58
PP	80.21	80.38
S1	80.10	80.19

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

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