NYMEX Light Sweet Crude Oil Future April 2024

Trading Metrics calculated at close of trading on 30-Oct-2023

Day Change Summary
	Previous	Current
	27-Oct-2023	30-Oct-2023	Change	Change %	Previous Week
Open	80.93	81.80	0.87	1.1%	83.45
High	82.61	81.96	-0.65	-0.8%	83.71
Low	80.55	79.31	-1.24	-1.5%	79.65
Close	82.36	79.78	-2.58	-3.1%	82.36
Range	2.06	2.65	0.59	28.6%	4.06
ATR	2.06	2.13	0.07	3.4%	0.00
Volume	11,042	13,102	2,060	18.7%	79,146

Daily Pivots for day following 30-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	88.30	86.69	81.24
R3	85.65	84.04	80.51
R2	83.00	83.00	80.27
R1	81.39	81.39	80.02	80.87
PP	80.35	80.35	80.35	80.09
S1	78.74	78.74	79.54	78.22
S2	77.70	77.70	79.29
S3	75.05	76.09	79.05
S4	72.40	73.44	78.32

Weekly Pivots for week ending 27-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	94.09	92.28	84.59
R3	90.03	88.22	83.48
R2	85.97	85.97	83.10
R1	84.16	84.16	82.73	83.04
PP	81.91	81.91	81.91	81.34
S1	80.10	80.10	81.99	78.98
S2	77.85	77.85	81.62
S3	73.79	76.04	81.24
S4	69.73	71.98	80.13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	82.61	79.31	3.30	4.1%	2.48	3.1%	14%	False	True	16,680
10	84.68	79.31	5.37	6.7%	2.20	2.8%	9%	False	True	14,383
20	84.68	76.20	8.48	10.6%	2.17	2.7%	42%	False	False	14,929
40	85.75	76.20	9.55	12.0%	1.79	2.2%	37%	False	False	14,254
60	85.75	75.83	9.92	12.4%	1.63	2.0%	40%	False	False	11,183
80	85.75	70.59	15.16	19.0%	1.53	1.9%	61%	False	False	9,107

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	0.49
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	93.22
2.618	88.90
1.618	86.25
1.000	84.61
0.618	83.60
HIGH	81.96
0.618	80.95
0.500	80.64
0.382	80.32
LOW	79.31
0.618	77.67
1.000	76.66
1.618	75.02
2.618	72.37
4.250	68.05

Fisher Pivots for day following 30-Oct-2023
Pivot	1 day	3 day
R1	80.64	80.96
PP	80.35	80.57
S1	80.07	80.17

Download as Excel Spreadsheet

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

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