NYMEX Light Sweet Crude Oil Future April 2024

Trading Metrics calculated at close of trading on 04-Oct-2023

Day Change Summary
	Previous	Current
	03-Oct-2023	04-Oct-2023	Change	Change %	Previous Week
Open	82.00	82.39	0.39	0.5%	83.40
High	82.64	82.44	-0.20	-0.2%	85.08
Low	81.52	77.69	-3.83	-4.7%	82.00
Close	82.16	77.78	-4.38	-5.3%	82.78
Range	1.12	4.75	3.63	324.1%	3.08
ATR	1.44	1.68	0.24	16.4%	0.00
Volume	21,963	16,242	-5,721	-26.0%	85,830

Daily Pivots for day following 04-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	93.55	90.42	80.39
R3	88.80	85.67	79.09
R2	84.05	84.05	78.65
R1	80.92	80.92	78.22	80.11
PP	79.30	79.30	79.30	78.90
S1	76.17	76.17	77.34	75.36
S2	74.55	74.55	76.91
S3	69.80	71.42	76.47
S4	65.05	66.67	75.17

Weekly Pivots for week ending 29-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	92.53	90.73	84.47
R3	89.45	87.65	83.63
R2	86.37	86.37	83.34
R1	84.57	84.57	83.06	83.93
PP	83.29	83.29	83.29	82.97
S1	81.49	81.49	82.50	80.85
S2	80.21	80.21	82.22
S3	77.13	78.41	81.93
S4	74.05	75.33	81.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	85.08	77.69	7.39	9.5%	2.29	2.9%	1%	False	True	17,988
10	85.08	77.69	7.39	9.5%	1.88	2.4%	1%	False	True	17,457
20	85.75	77.69	8.06	10.4%	1.53	2.0%	1%	False	True	14,167
40	85.75	75.83	9.92	12.8%	1.43	1.8%	20%	False	False	10,050
60	85.75	71.99	13.76	17.7%	1.38	1.8%	42%	False	False	7,731

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.54
Widest range in 77 trading days

Fibonacci Retracements and Extensions
4.250	102.63
2.618	94.88
1.618	90.13
1.000	87.19
0.618	85.38
HIGH	82.44
0.618	80.63
0.500	80.07
0.382	79.50
LOW	77.69
0.618	74.75
1.000	72.94
1.618	70.00
2.618	65.25
4.250	57.50

Fisher Pivots for day following 04-Oct-2023
Pivot	1 day	3 day
R1	80.07	80.77
PP	79.30	79.77
S1	78.54	78.78

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

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