NYMEX Light Sweet Crude Oil Future May 2024

Trading Metrics calculated at close of trading on 05-Oct-2023

Day Change Summary
	Previous	Current
	04-Oct-2023	05-Oct-2023	Change	Change %	Previous Week
Open	81.31	77.68	-3.63	-4.5%	82.27
High	81.45	77.81	-3.64	-4.5%	83.95
Low	77.03	75.68	-1.35	-1.8%	81.15
Close	77.13	75.99	-1.14	-1.5%	81.88
Range	4.42	2.13	-2.29	-51.8%	2.80
ATR	1.56	1.60	0.04	2.6%	0.00
Volume	9,519	9,589	70	0.7%	54,868

Daily Pivots for day following 05-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	82.88	81.57	77.16
R3	80.75	79.44	76.58
R2	78.62	78.62	76.38
R1	77.31	77.31	76.19	76.90
PP	76.49	76.49	76.49	76.29
S1	75.18	75.18	75.79	74.77
S2	74.36	74.36	75.60
S3	72.23	73.05	75.40
S4	70.10	70.92	74.82

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	83.66	75.68	7.98	10.5%	2.25	3.0%	4%	False	True	10,830
10	83.95	75.68	8.27	10.9%	1.80	2.4%	4%	False	True	11,131
20	84.87	75.68	9.19	12.1%	1.47	1.9%	3%	False	True	9,419
40	84.87	75.46	9.41	12.4%	1.33	1.7%	6%	False	False	6,794

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	86.86
2.618	83.39
1.618	81.26
1.000	79.94
0.618	79.13
HIGH	77.81
0.618	77.00
0.500	76.75
0.382	76.49
LOW	75.68
0.618	74.36
1.000	73.55
1.618	72.23
2.618	70.10
4.250	66.63

Fisher Pivots for day following 05-Oct-2023
Pivot	1 day	3 day
R1	76.75	78.77
PP	76.49	77.84
S1	76.24	76.92

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

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