NYMEX Light Sweet Crude Oil Future May 2024

Trading Metrics calculated at close of trading on 29-Sep-2023

Day Change Summary
	Previous	Current
	28-Sep-2023	29-Sep-2023	Change	Change %	Previous Week
Open	83.47	82.81	-0.66	-0.8%	82.27
High	83.83	83.66	-0.17	-0.2%	83.95
Low	82.42	81.75	-0.67	-0.8%	81.15
Close	82.49	81.88	-0.61	-0.7%	81.88
Range	1.41	1.91	0.50	35.5%	2.80
ATR	1.29	1.33	0.04	3.5%	0.00
Volume	15,805	11,687	-4,118	-26.1%	54,868

Daily Pivots for day following 29-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	88.16	86.93	82.93
R3	86.25	85.02	82.41
R2	84.34	84.34	82.23
R1	83.11	83.11	82.06	82.77
PP	82.43	82.43	82.43	82.26
S1	81.20	81.20	81.70	80.86
S2	80.52	80.52	81.53
S3	78.61	79.29	81.35
S4	76.70	77.38	80.83

Weekly Pivots for week ending 29-Sep-2023
	Classic	Woodie	Camarilla	DeMark
R4	90.73	89.10	83.42
R3	87.93	86.30	82.65
R2	85.13	85.13	82.39
R1	83.50	83.50	82.14	82.92
PP	82.33	82.33	82.33	82.03
S1	80.70	80.70	81.62	80.12
S2	79.53	79.53	81.37
S3	76.73	77.90	81.11
S4	73.93	75.10	80.34

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.95	81.15	2.80	3.4%	1.45	1.8%	26%	False	False	10,973
10	84.73	81.15	3.58	4.4%	1.38	1.7%	20%	False	False	10,594
20	84.87	79.37	5.50	6.7%	1.27	1.6%	46%	False	False	8,844
40	84.87	75.46	9.41	11.5%	1.23	1.5%	68%	False	False	6,109

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	0.46
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	91.78
2.618	88.66
1.618	86.75
1.000	85.57
0.618	84.84
HIGH	83.66
0.618	82.93
0.500	82.71
0.382	82.48
LOW	81.75
0.618	80.57
1.000	79.84
1.618	78.66
2.618	76.75
4.250	73.63

Fisher Pivots for day following 29-Sep-2023
Pivot	1 day	3 day
R1	82.71	82.85
PP	82.43	82.53
S1	82.16	82.20

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

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