NYMEX Light Sweet Crude Oil Future March 2024

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

Day Change Summary
	Previous	Current
	26-Dec-2023	27-Dec-2023	Change	Change %	Previous Week
Open	73.74	75.57	1.83	2.5%	72.37
High	76.31	75.81	-0.50	-0.7%	75.56
Low	73.32	74.01	0.69	0.9%	71.29
Close	75.71	74.34	-1.37	-1.8%	73.73
Range	2.99	1.80	-1.19	-39.8%	4.27
ATR	2.40	2.36	-0.04	-1.8%	0.00
Volume	56,763	80,382	23,619	41.6%	420,979

Daily Pivots for day following 27-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	80.12	79.03	75.33
R3	78.32	77.23	74.84
R2	76.52	76.52	74.67
R1	75.43	75.43	74.51	75.08
PP	74.72	74.72	74.72	74.54
S1	73.63	73.63	74.18	73.28
S2	72.92	72.92	74.01
S3	71.12	71.83	73.85
S4	69.32	70.03	73.35

Weekly Pivots for week ending 22-Dec-2023
	Classic	Woodie	Camarilla	DeMark
R4	86.34	84.30	76.08
R3	82.07	80.03	74.90
R2	77.80	77.80	74.51
R1	75.76	75.76	74.12	76.78
PP	73.53	73.53	73.53	74.04
S1	71.49	71.49	73.34	72.51
S2	69.26	69.26	72.95
S3	64.99	67.22	72.56
S4	60.72	62.95	71.38

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	76.31	72.65	3.66	4.9%	2.03	2.7%	46%	False	False	78,803
10	76.31	68.28	8.03	10.8%	2.29	3.1%	75%	False	False	85,153
20	79.57	68.28	11.29	15.2%	2.41	3.2%	54%	False	False	95,063
40	82.04	68.28	13.76	18.5%	2.42	3.3%	44%	False	False	77,964
60	85.71	68.28	17.43	23.4%	2.39	3.2%	35%	False	False	67,155
80	86.68	68.28	18.40	24.8%	2.19	2.9%	33%	False	False	61,317
100	86.68	68.28	18.40	24.8%	2.04	2.8%	33%	False	False	53,401
120	86.68	68.28	18.40	24.8%	1.95	2.6%	33%	False	False	47,257

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	0.60
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	83.46
2.618	80.52
1.618	78.72
1.000	77.61
0.618	76.92
HIGH	75.81
0.618	75.12
0.500	74.91
0.382	74.70
LOW	74.01
0.618	72.90
1.000	72.21
1.618	71.10
2.618	69.30
4.250	66.36

Fisher Pivots for day following 27-Dec-2023
Pivot	1 day	3 day
R1	74.91	74.82
PP	74.72	74.66
S1	74.53	74.50

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

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