NYMEX Light Sweet Crude Oil Future May 2024

Trading Metrics calculated at close of trading on 31-Oct-2023

Day Change Summary
	Previous	Current
	30-Oct-2023	31-Oct-2023	Change	Change %	Previous Week
Open	80.52	79.51	-1.01	-1.3%	82.49
High	81.26	80.30	-0.96	-1.2%	82.97
Low	78.80	78.40	-0.40	-0.5%	79.27
Close	79.26	78.47	-0.79	-1.0%	81.74
Range	2.46	1.90	-0.56	-22.8%	3.70
ATR	2.00	1.99	-0.01	-0.4%	0.00
Volume	14,846	13,370	-1,476	-9.9%	65,670

Daily Pivots for day following 31-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	84.76	83.51	79.52
R3	82.86	81.61	78.99
R2	80.96	80.96	78.82
R1	79.71	79.71	78.64	79.39
PP	79.06	79.06	79.06	78.89
S1	77.81	77.81	78.30	77.49
S2	77.16	77.16	78.12
S3	75.26	75.91	77.95
S4	73.36	74.01	77.43

Weekly Pivots for week ending 27-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	92.43	90.78	83.78
R3	88.73	87.08	82.76
R2	85.03	85.03	82.42
R1	83.38	83.38	82.08	82.36
PP	81.33	81.33	81.33	80.81
S1	79.68	79.68	81.40	78.66
S2	77.63	77.63	81.06
S3	73.93	75.98	80.72
S4	70.23	72.28	79.71

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.95	78.40	3.55	4.5%	2.22	2.8%	2%	False	True	14,365
10	83.87	78.40	5.47	7.0%	2.08	2.7%	1%	False	True	12,013
20	83.87	75.68	8.19	10.4%	2.04	2.6%	34%	False	False	10,618
40	84.87	75.68	9.19	11.7%	1.64	2.1%	30%	False	False	9,880
60	84.87	75.46	9.41	12.0%	1.51	1.9%	32%	False	False	7,898

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.55
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	88.38
2.618	85.27
1.618	83.37
1.000	82.20
0.618	81.47
HIGH	80.30
0.618	79.57
0.500	79.35
0.382	79.13
LOW	78.40
0.618	77.23
1.000	76.50
1.618	75.33
2.618	73.43
4.250	70.33

Fisher Pivots for day following 31-Oct-2023
Pivot	1 day	3 day
R1	79.35	80.18
PP	79.06	79.61
S1	78.76	79.04

Download as Excel Spreadsheet

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

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