NYMEX Light Sweet Crude Oil Future April 2024

Trading Metrics calculated at close of trading on 13-Oct-2023

Day Change Summary
	Previous	Current
	12-Oct-2023	13-Oct-2023	Change	Change %	Previous Week
Open	78.71	78.73	0.02	0.0%	78.30
High	79.93	82.30	2.37	3.0%	82.30
Low	78.17	78.73	0.56	0.7%	77.99
Close	78.44	82.14	3.70	4.7%	82.14
Range	1.76	3.57	1.81	102.8%	4.31
ATR	1.77	1.92	0.15	8.4%	0.00
Volume	20,680	12,693	-7,987	-38.6%	78,228

Daily Pivots for day following 13-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	91.77	90.52	84.10
R3	88.20	86.95	83.12
R2	84.63	84.63	82.79
R1	83.38	83.38	82.47	84.01
PP	81.06	81.06	81.06	81.37
S1	79.81	79.81	81.81	80.44
S2	77.49	77.49	81.49
S3	73.92	76.24	81.16
S4	70.35	72.67	80.18

Weekly Pivots for week ending 13-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	93.74	92.25	84.51
R3	89.43	87.94	83.33
R2	85.12	85.12	82.93
R1	83.63	83.63	82.54	84.38
PP	80.81	80.81	80.81	81.18
S1	79.32	79.32	81.74	80.07
S2	76.50	76.50	81.35
S3	72.19	75.01	80.95
S4	67.88	70.70	79.77

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.30	77.99	4.31	5.2%	2.12	2.6%	96%	True	False	15,645
10	83.85	76.20	7.65	9.3%	2.17	2.6%	78%	False	False	16,236
20	85.62	76.20	9.42	11.5%	1.82	2.2%	63%	False	False	16,411
40	85.75	75.83	9.92	12.1%	1.57	1.9%	64%	False	False	11,903
60	85.75	73.76	11.99	14.6%	1.47	1.8%	70%	False	False	9,268
80	85.75	67.00	18.75	22.8%	1.43	1.7%	81%	False	False	7,643

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	0.33
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	97.47
2.618	91.65
1.618	88.08
1.000	85.87
0.618	84.51
HIGH	82.30
0.618	80.94
0.500	80.52
0.382	80.09
LOW	78.73
0.618	76.52
1.000	75.16
1.618	72.95
2.618	69.38
4.250	63.56

Fisher Pivots for day following 13-Oct-2023
Pivot	1 day	3 day
R1	81.60	81.48
PP	81.06	80.81
S1	80.52	80.15

Download as Excel Spreadsheet

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

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