NYMEX Light Sweet Crude Oil Future May 2024

Trading Metrics calculated at close of trading on 11-Oct-2023

Day Change Summary
	Previous	Current
	10-Oct-2023	11-Oct-2023	Change	Change %	Previous Week
Open	78.92	79.19	0.27	0.3%	82.10
High	79.04	79.41	0.37	0.5%	82.93
Low	78.19	77.43	-0.76	-1.0%	75.68
Close	78.91	78.09	-0.82	-1.0%	76.31
Range	0.85	1.98	1.13	132.9%	7.25
ATR	1.63	1.66	0.02	1.5%	0.00
Volume	9,551	13,641	4,090	42.8%	50,699

Daily Pivots for day following 11-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	84.25	83.15	79.18
R3	82.27	81.17	78.63
R2	80.29	80.29	78.45
R1	79.19	79.19	78.27	78.75
PP	78.31	78.31	78.31	78.09
S1	77.21	77.21	77.91	76.77
S2	76.33	76.33	77.73
S3	74.35	75.23	77.55
S4	72.37	73.25	77.00

Weekly Pivots for week ending 06-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	100.06	95.43	80.30
R3	92.81	88.18	78.30
R2	85.56	85.56	77.64
R1	80.93	80.93	76.97	79.62
PP	78.31	78.31	78.31	77.65
S1	73.68	73.68	75.65	72.37
S2	71.06	71.06	74.98
S3	63.81	66.43	74.32
S4	56.56	59.18	72.32

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.78	75.68	4.10	5.3%	1.56	2.0%	59%	False	False	10,139
10	83.83	75.68	8.15	10.4%	1.83	2.3%	30%	False	False	11,106
20	84.87	75.68	9.19	11.8%	1.56	2.0%	26%	False	False	10,290
40	84.87	75.46	9.41	12.1%	1.36	1.7%	28%	False	False	7,452
60	84.87	72.49	12.38	15.9%	1.32	1.7%	45%	False	False	6,137

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.35
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	87.83
2.618	84.59
1.618	82.61
1.000	81.39
0.618	80.63
HIGH	79.41
0.618	78.65
0.500	78.42
0.382	78.19
LOW	77.43
0.618	76.21
1.000	75.45
1.618	74.23
2.618	72.25
4.250	69.02

Fisher Pivots for day following 11-Oct-2023
Pivot	1 day	3 day
R1	78.42	78.61
PP	78.31	78.43
S1	78.20	78.26

Download as Excel Spreadsheet

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

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