NYMEX Light Sweet Crude Oil Future May 2024

Trading Metrics calculated at close of trading on 17-Oct-2023

Day Change Summary
	Previous	Current
	16-Oct-2023	17-Oct-2023	Change	Change %	Previous Week
Open	81.55	80.86	-0.69	-0.8%	78.05
High	81.86	81.76	-0.10	-0.1%	81.64
Low	80.53	80.23	-0.30	-0.4%	77.43
Close	80.71	81.08	0.37	0.5%	81.47
Range	1.33	1.53	0.20	15.0%	4.21
ATR	1.76	1.75	-0.02	-0.9%	0.00
Volume	6,980	7,234	254	3.6%	50,694

Daily Pivots for day following 17-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	85.61	84.88	81.92
R3	84.08	83.35	81.50
R2	82.55	82.55	81.36
R1	81.82	81.82	81.22	82.19
PP	81.02	81.02	81.02	81.21
S1	80.29	80.29	80.94	80.66
S2	79.49	79.49	80.80
S3	77.96	78.76	80.66
S4	76.43	77.23	80.24

Weekly Pivots for week ending 13-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	92.81	91.35	83.79
R3	88.60	87.14	82.63
R2	84.39	84.39	82.24
R1	82.93	82.93	81.86	83.66
PP	80.18	80.18	80.18	80.55
S1	78.72	78.72	81.08	79.45
S2	75.97	75.97	80.70
S3	71.76	74.51	80.31
S4	67.55	70.30	79.15

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.86	77.43	4.43	5.5%	1.96	2.4%	82%	False	False	9,134
10	81.86	75.68	6.18	7.6%	2.00	2.5%	87%	False	False	9,224
20	83.96	75.68	8.28	10.2%	1.72	2.1%	65%	False	False	10,114
40	84.87	75.46	9.41	11.6%	1.43	1.8%	60%	False	False	7,959
60	84.87	75.17	9.70	12.0%	1.37	1.7%	61%	False	False	6,430

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.24
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	88.26
2.618	85.77
1.618	84.24
1.000	83.29
0.618	82.71
HIGH	81.76
0.618	81.18
0.500	81.00
0.382	80.81
LOW	80.23
0.618	79.28
1.000	78.70
1.618	77.75
2.618	76.22
4.250	73.73

Fisher Pivots for day following 17-Oct-2023
Pivot	1 day	3 day
R1	81.05	80.75
PP	81.02	80.41
S1	81.00	80.08

Download as Excel Spreadsheet

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

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