NYMEX Light Sweet Crude Oil Future May 2024

Trading Metrics calculated at close of trading on 06-Nov-2023

Day Change Summary
	Previous	Current
	03-Nov-2023	06-Nov-2023	Change	Change %	Previous Week
Open	80.29	78.90	-1.39	-1.7%	80.52
High	80.99	80.20	-0.79	-1.0%	81.26
Low	78.27	78.90	0.63	0.8%	78.15
Close	78.67	79.30	0.63	0.8%	78.67
Range	2.72	1.30	-1.42	-52.2%	3.11
ATR	2.07	2.03	-0.04	-1.9%	0.00
Volume	11,590	9,669	-1,921	-16.6%	70,414

Daily Pivots for day following 06-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	83.37	82.63	80.02
R3	82.07	81.33	79.66
R2	80.77	80.77	79.54
R1	80.03	80.03	79.42	80.40
PP	79.47	79.47	79.47	79.65
S1	78.73	78.73	79.18	79.10
S2	78.17	78.17	79.06
S3	76.87	77.43	78.94
S4	75.57	76.13	78.59

Weekly Pivots for week ending 03-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	88.69	86.79	80.38
R3	85.58	83.68	79.53
R2	82.47	82.47	79.24
R1	80.57	80.57	78.96	79.97
PP	79.36	79.36	79.36	79.06
S1	77.46	77.46	78.38	76.86
S2	76.25	76.25	78.10
S3	73.14	74.35	77.81
S4	70.03	71.24	76.96

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	80.99	78.15	2.84	3.6%	2.03	2.6%	40%	False	False	13,047
10	81.95	78.15	3.80	4.8%	2.16	2.7%	30%	False	False	13,775
20	83.87	77.43	6.44	8.1%	1.99	2.5%	29%	False	False	11,361
40	84.87	75.68	9.19	11.6%	1.75	2.2%	39%	False	False	10,606
60	84.87	75.46	9.41	11.9%	1.56	2.0%	41%	False	False	8,470

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.51
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	85.73
2.618	83.60
1.618	82.30
1.000	81.50
0.618	81.00
HIGH	80.20
0.618	79.70
0.500	79.55
0.382	79.40
LOW	78.90
0.618	78.10
1.000	77.60
1.618	76.80
2.618	75.50
4.250	73.38

Fisher Pivots for day following 06-Nov-2023
Pivot	1 day	3 day
R1	79.55	79.63
PP	79.47	79.52
S1	79.38	79.41

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

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