NYMEX Light Sweet Crude Oil Future March 2024

Trading Metrics calculated at close of trading on 15-Dec-2023

Day Change Summary
	Previous	Current
	14-Dec-2023	15-Dec-2023	Change	Change %	Previous Week
Open	70.40	72.26	1.86	2.6%	71.53
High	72.95	72.81	-0.14	-0.2%	72.95
Low	70.10	70.91	0.81	1.2%	68.28
Close	72.21	72.05	-0.16	-0.2%	72.05
Range	2.85	1.90	-0.95	-33.3%	4.67
ATR	2.47	2.43	-0.04	-1.7%	0.00
Volume	120,801	85,804	-34,997	-29.0%	468,878

Daily Pivots for day following 15-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	77.62	76.74	73.10
R3	75.72	74.84	72.57
R2	73.82	73.82	72.40
R1	72.94	72.94	72.22	72.43
PP	71.92	71.92	71.92	71.67
S1	71.04	71.04	71.88	70.53
S2	70.02	70.02	71.70
S3	68.12	69.14	71.53
S4	66.22	67.24	71.01

Weekly Pivots for week ending 15-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	85.10	83.25	74.62
R3	80.43	78.58	73.33
R2	75.76	75.76	72.91
R1	73.91	73.91	72.48	74.84
PP	71.09	71.09	71.09	71.56
S1	69.24	69.24	71.62	70.17
S2	66.42	66.42	71.19
S3	61.75	64.57	70.77
S4	57.08	59.90	69.48

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	72.95	68.28	4.67	6.5%	2.37	3.3%	81%	False	False	93,775
10	75.21	68.28	6.93	9.6%	2.31	3.2%	54%	False	False	97,818
20	79.57	68.28	11.29	15.7%	2.46	3.4%	33%	False	False	91,048
40	85.71	68.28	17.43	24.2%	2.45	3.4%	22%	False	False	71,474
60	86.47	68.28	18.19	25.2%	2.34	3.2%	21%	False	False	63,688
80	86.68	68.28	18.40	25.5%	2.12	2.9%	20%	False	False	56,630
100	86.68	68.28	18.40	25.5%	2.00	2.8%	20%	False	False	49,012
120	86.68	67.32	19.36	26.9%	1.91	2.7%	24%	False	False	43,562

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.53
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	80.89
2.618	77.78
1.618	75.88
1.000	74.71
0.618	73.98
HIGH	72.81
0.618	72.08
0.500	71.86
0.382	71.64
LOW	70.91
0.618	69.74
1.000	69.01
1.618	67.84
2.618	65.94
4.250	62.84

Fisher Pivots for day following 15-Dec-2023
Pivot	1 day	3 day
R1	71.99	71.57
PP	71.92	71.09
S1	71.86	70.62

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

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