NYMEX Light Sweet Crude Oil Future May 2024

Trading Metrics calculated at close of trading on 25-Oct-2023

Day Change Summary
	Previous	Current
	24-Oct-2023	25-Oct-2023	Change	Change %	Previous Week
Open	81.59	80.25	-1.34	-1.6%	81.55
High	81.76	81.95	0.19	0.2%	83.87
Low	79.46	79.27	-0.19	-0.2%	80.23
Close	80.13	81.80	1.67	2.1%	82.73
Range	2.30	2.68	0.38	16.5%	3.64
ATR	1.85	1.91	0.06	3.2%	0.00
Volume	14,064	16,972	2,908	20.7%	40,458

Daily Pivots for day following 25-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	89.05	88.10	83.27
R3	86.37	85.42	82.54
R2	83.69	83.69	82.29
R1	82.74	82.74	82.05	83.22
PP	81.01	81.01	81.01	81.24
S1	80.06	80.06	81.55	80.54
S2	78.33	78.33	81.31
S3	75.65	77.38	81.06
S4	72.97	74.70	80.33

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	79.27	4.60	5.6%	2.20	2.7%	55%	False	True	11,661
10	83.87	77.67	6.20	7.6%	2.02	2.5%	67%	False	False	9,730
20	83.87	75.68	8.19	10.0%	1.93	2.4%	75%	False	False	10,418
40	84.87	75.68	9.19	11.2%	1.57	1.9%	67%	False	False	9,195
60	84.87	75.46	9.41	11.5%	1.49	1.8%	67%	False	False	7,230

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.51
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	93.34
2.618	88.97
1.618	86.29
1.000	84.63
0.618	83.61
HIGH	81.95
0.618	80.93
0.500	80.61
0.382	80.29
LOW	79.27
0.618	77.61
1.000	76.59
1.618	74.93
2.618	72.25
4.250	67.88

Fisher Pivots for day following 25-Oct-2023
Pivot	1 day	3 day
R1	81.40	81.57
PP	81.01	81.35
S1	80.61	81.12

Download as Excel Spreadsheet

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

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