NYMEX Light Sweet Crude Oil Future April 2024

Trading Metrics calculated at close of trading on 18-Oct-2023

Day Change Summary
	Previous	Current
	17-Oct-2023	18-Oct-2023	Change	Change %	Previous Week
Open	81.63	82.39	0.76	0.9%	78.30
High	82.45	84.09	1.64	2.0%	82.30
Low	80.81	82.39	1.58	2.0%	77.99
Close	81.71	83.23	1.52	1.9%	82.14
Range	1.64	1.70	0.06	3.7%	4.31
ATR	1.87	1.91	0.04	2.0%	0.00
Volume	9,502	12,518	3,016	31.7%	78,228

Daily Pivots for day following 18-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	88.34	87.48	84.17
R3	86.64	85.78	83.70
R2	84.94	84.94	83.54
R1	84.08	84.08	83.39	84.51
PP	83.24	83.24	83.24	83.45
S1	82.38	82.38	83.07	82.81
S2	81.54	81.54	82.92
S3	79.84	80.68	82.76
S4	78.14	78.98	82.30

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	84.09	78.17	5.92	7.1%	2.03	2.4%	85%	True	False	12,516
10	84.09	76.20	7.89	9.5%	1.87	2.3%	89%	True	False	13,856
20	85.08	76.20	8.88	10.7%	1.88	2.3%	79%	False	False	15,657
40	85.75	75.83	9.92	11.9%	1.60	1.9%	75%	False	False	12,401
60	85.75	75.83	9.92	11.9%	1.48	1.8%	75%	False	False	9,607
80	85.75	67.27	18.48	22.2%	1.44	1.7%	86%	False	False	7,899

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.35
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	91.32
2.618	88.54
1.618	86.84
1.000	85.79
0.618	85.14
HIGH	84.09
0.618	83.44
0.500	83.24
0.382	83.04
LOW	82.39
0.618	81.34
1.000	80.69
1.618	79.64
2.618	77.94
4.250	75.17

Fisher Pivots for day following 18-Oct-2023
Pivot	1 day	3 day
R1	83.24	82.97
PP	83.24	82.71
S1	83.23	82.45

Download as Excel Spreadsheet

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

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