NYMEX Light Sweet Crude Oil Future May 2024

Trading Metrics calculated at close of trading on 02-Oct-2023

Day Change Summary
	Previous	Current
	29-Sep-2023	02-Oct-2023	Change	Change %	Previous Week
Open	82.81	82.10	-0.71	-0.9%	82.27
High	83.66	82.93	-0.73	-0.9%	83.95
Low	81.75	81.21	-0.54	-0.7%	81.15
Close	81.88	81.39	-0.49	-0.6%	81.88
Range	1.91	1.72	-0.19	-9.9%	2.80
ATR	1.33	1.36	0.03	2.1%	0.00
Volume	11,687	8,002	-3,685	-31.5%	54,868

Daily Pivots for day following 02-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	87.00	85.92	82.34
R3	85.28	84.20	81.86
R2	83.56	83.56	81.71
R1	82.48	82.48	81.55	82.16
PP	81.84	81.84	81.84	81.69
S1	80.76	80.76	81.23	80.44
S2	80.12	80.12	81.07
S3	78.40	79.04	80.92
S4	76.68	77.32	80.44

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%	1.59	2.0%	9%	False	False	11,535
10	84.73	81.15	3.58	4.4%	1.44	1.8%	7%	False	False	10,581
20	84.87	80.39	4.48	5.5%	1.29	1.6%	22%	False	False	8,851
40	84.87	75.46	9.41	11.6%	1.24	1.5%	63%	False	False	6,243

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.50
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	90.24
2.618	87.43
1.618	85.71
1.000	84.65
0.618	83.99
HIGH	82.93
0.618	82.27
0.500	82.07
0.382	81.87
LOW	81.21
0.618	80.15
1.000	79.49
1.618	78.43
2.618	76.71
4.250	73.90

Fisher Pivots for day following 02-Oct-2023
Pivot	1 day	3 day
R1	82.07	82.52
PP	81.84	82.14
S1	81.62	81.77

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

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