NYMEX Light Sweet Crude Oil Future May 2024

Trading Metrics calculated at close of trading on 04-Oct-2023

Day Change Summary
	Previous	Current
	03-Oct-2023	04-Oct-2023	Change	Change %	Previous Week
Open	81.33	81.31	-0.02	0.0%	82.27
High	81.85	81.45	-0.40	-0.5%	83.95
Low	80.78	77.03	-3.75	-4.6%	81.15
Close	81.39	77.13	-4.26	-5.2%	81.88
Range	1.07	4.42	3.35	313.1%	2.80
ATR	1.34	1.56	0.22	16.4%	0.00
Volume	15,356	9,519	-5,837	-38.0%	54,868

Daily Pivots for day following 04-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	91.80	88.88	79.56
R3	87.38	84.46	78.35
R2	82.96	82.96	77.94
R1	80.04	80.04	77.54	79.29
PP	78.54	78.54	78.54	78.16
S1	75.62	75.62	76.72	74.87
S2	74.12	74.12	76.32
S3	69.70	71.20	75.91
S4	65.28	66.78	74.70

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	83.83	77.03	6.80	8.8%	2.11	2.7%	1%	False	True	12,073
10	83.95	77.03	6.92	9.0%	1.75	2.3%	1%	False	True	11,123
20	84.87	77.03	7.84	10.2%	1.40	1.8%	1%	False	True	9,110
40	84.87	75.46	9.41	12.2%	1.30	1.7%	18%	False	False	6,678

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	0.53
Widest range in 57 trading days

Fibonacci Retracements and Extensions
4.250	100.24
2.618	93.02
1.618	88.60
1.000	85.87
0.618	84.18
HIGH	81.45
0.618	79.76
0.500	79.24
0.382	78.72
LOW	77.03
0.618	74.30
1.000	72.61
1.618	69.88
2.618	65.46
4.250	58.25

Fisher Pivots for day following 04-Oct-2023
Pivot	1 day	3 day
R1	79.24	79.98
PP	78.54	79.03
S1	77.83	78.08

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

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