NYMEX Light Sweet Crude Oil Future May 2024

Trading Metrics calculated at close of trading on 13-Nov-2023

Day Change Summary
	Previous	Current
	10-Nov-2023	13-Nov-2023	Change	Change %	Previous Week
Open	74.68	75.66	0.98	1.3%	78.90
High	76.60	77.46	0.86	1.1%	80.20
Low	74.68	75.27	0.59	0.8%	74.24
Close	76.18	77.25	1.07	1.4%	76.18
Range	1.92	2.19	0.27	14.1%	5.96
ATR	2.08	2.08	0.01	0.4%	0.00
Volume	11,749	8,619	-3,130	-26.6%	71,475

Daily Pivots for day following 13-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	83.23	82.43	78.45
R3	81.04	80.24	77.85
R2	78.85	78.85	77.65
R1	78.05	78.05	77.45	78.45
PP	76.66	76.66	76.66	76.86
S1	75.86	75.86	77.05	76.26
S2	74.47	74.47	76.85
S3	72.28	73.67	76.65
S4	70.09	71.48	76.05

Weekly Pivots for week ending 10-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	94.75	91.43	79.46
R3	88.79	85.47	77.82
R2	82.83	82.83	77.27
R1	79.51	79.51	76.73	78.19
PP	76.87	76.87	76.87	76.22
S1	73.55	73.55	75.63	72.23
S2	70.91	70.91	75.09
S3	64.95	67.59	74.54
S4	58.99	61.63	72.90

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.31	74.24	5.07	6.6%	2.24	2.9%	59%	False	False	14,085
10	80.99	74.24	6.75	8.7%	2.14	2.8%	45%	False	False	13,566
20	83.87	74.24	9.63	12.5%	2.09	2.7%	31%	False	False	12,482
40	84.73	74.24	10.49	13.6%	1.89	2.5%	29%	False	False	11,396
60	84.87	74.24	10.63	13.8%	1.64	2.1%	28%	False	False	9,365
80	84.87	73.65	11.22	14.5%	1.56	2.0%	32%	False	False	7,936

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.39
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	86.77
2.618	83.19
1.618	81.00
1.000	79.65
0.618	78.81
HIGH	77.46
0.618	76.62
0.500	76.37
0.382	76.11
LOW	75.27
0.618	73.92
1.000	73.08
1.618	71.73
2.618	69.54
4.250	65.96

Fisher Pivots for day following 13-Nov-2023
Pivot	1 day	3 day
R1	76.96	76.81
PP	76.66	76.36
S1	76.37	75.92

Download as Excel Spreadsheet

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

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