NYMEX Light Sweet Crude Oil Future May 2024

Trading Metrics calculated at close of trading on 12-Oct-2023

Day Change Summary
	Previous	Current
	11-Oct-2023	12-Oct-2023	Change	Change %	Previous Week
Open	79.19	78.19	-1.00	-1.3%	82.10
High	79.41	79.27	-0.14	-0.2%	82.93
Low	77.43	77.67	0.24	0.3%	75.68
Close	78.09	77.95	-0.14	-0.2%	76.31
Range	1.98	1.60	-0.38	-19.2%	7.25
ATR	1.66	1.65	0.00	-0.2%	0.00
Volume	13,641	10,314	-3,327	-24.4%	50,699

Daily Pivots for day following 12-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	83.10	82.12	78.83
R3	81.50	80.52	78.39
R2	79.90	79.90	78.24
R1	78.92	78.92	78.10	78.61
PP	78.30	78.30	78.30	78.14
S1	77.32	77.32	77.80	77.01
S2	76.70	76.70	77.66
S3	75.10	75.72	77.51
S4	73.50	74.12	77.07

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	75.71	4.07	5.2%	1.45	1.9%	55%	False	False	10,284
10	83.66	75.68	7.98	10.2%	1.85	2.4%	28%	False	False	10,557
20	84.87	75.68	9.19	11.8%	1.59	2.0%	25%	False	False	10,394
40	84.87	75.46	9.41	12.1%	1.37	1.8%	26%	False	False	7,630
60	84.87	72.49	12.38	15.9%	1.33	1.7%	44%	False	False	6,257

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.36
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	86.07
2.618	83.46
1.618	81.86
1.000	80.87
0.618	80.26
HIGH	79.27
0.618	78.66
0.500	78.47
0.382	78.28
LOW	77.67
0.618	76.68
1.000	76.07
1.618	75.08
2.618	73.48
4.250	70.87

Fisher Pivots for day following 12-Oct-2023
Pivot	1 day	3 day
R1	78.47	78.42
PP	78.30	78.26
S1	78.12	78.11

Download as Excel Spreadsheet

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

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