NYMEX Light Sweet Crude Oil Future May 2024

Trading Metrics calculated at close of trading on 24-Oct-2023

Day Change Summary
	Previous	Current
	23-Oct-2023	24-Oct-2023	Change	Change %	Previous Week
Open	82.49	81.59	-0.90	-1.1%	81.55
High	82.97	81.76	-1.21	-1.5%	83.87
Low	81.04	79.46	-1.58	-1.9%	80.23
Close	81.10	80.13	-0.97	-1.2%	82.73
Range	1.93	2.30	0.37	19.2%	3.64
ATR	1.82	1.85	0.03	1.9%	0.00
Volume	7,994	14,064	6,070	75.9%	40,458

Daily Pivots for day following 24-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	87.35	86.04	81.40
R3	85.05	83.74	80.76
R2	82.75	82.75	80.55
R1	81.44	81.44	80.34	80.95
PP	80.45	80.45	80.45	80.20
S1	79.14	79.14	79.92	78.65
S2	78.15	78.15	79.71
S3	75.85	76.84	79.50
S4	73.55	74.54	78.87

Weekly Pivots for week ending 20-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	93.20	91.60	84.73
R3	89.56	87.96	83.73
R2	85.92	85.92	83.40
R1	84.32	84.32	83.06	85.12
PP	82.28	82.28	82.28	82.68
S1	80.68	80.68	82.40	81.48
S2	78.64	78.64	82.06
S3	75.00	77.04	81.73
S4	71.36	73.40	80.73

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	83.87	79.46	4.41	5.5%	1.95	2.4%	15%	False	True	9,660
10	83.87	77.43	6.44	8.0%	1.95	2.4%	42%	False	False	9,397
20	83.95	75.68	8.27	10.3%	1.85	2.3%	54%	False	False	10,321
40	84.87	75.68	9.19	11.5%	1.53	1.9%	48%	False	False	8,834
60	84.87	75.46	9.41	11.7%	1.46	1.8%	50%	False	False	7,017

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	0.43
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	91.54
2.618	87.78
1.618	85.48
1.000	84.06
0.618	83.18
HIGH	81.76
0.618	80.88
0.500	80.61
0.382	80.34
LOW	79.46
0.618	78.04
1.000	77.16
1.618	75.74
2.618	73.44
4.250	69.69

Fisher Pivots for day following 24-Oct-2023
Pivot	1 day	3 day
R1	80.61	81.67
PP	80.45	81.15
S1	80.29	80.64

Download as Excel Spreadsheet

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

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