NYMEX Light Sweet Crude Oil Future May 2024

Trading Metrics calculated at close of trading on 16-Nov-2023

Day Change Summary
	Previous	Current
	15-Nov-2023	16-Nov-2023	Change	Change %	Previous Week
Open	76.83	76.25	-0.58	-0.8%	78.90
High	77.69	76.40	-1.29	-1.7%	80.20
Low	76.10	72.58	-3.52	-4.6%	74.24
Close	76.36	73.19	-3.17	-4.2%	76.18
Range	1.59	3.82	2.23	140.3%	5.96
ATR	2.02	2.15	0.13	6.3%	0.00
Volume	11,581	15,835	4,254	36.7%	71,475

Daily Pivots for day following 16-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	85.52	83.17	75.29
R3	81.70	79.35	74.24
R2	77.88	77.88	73.89
R1	75.53	75.53	73.54	74.80
PP	74.06	74.06	74.06	73.69
S1	71.71	71.71	72.84	70.98
S2	70.24	70.24	72.49
S3	66.42	67.89	72.14
S4	62.60	64.07	71.09

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	78.45	72.58	5.87	8.0%	2.25	3.1%	10%	False	True	12,021
10	80.99	72.58	8.41	11.5%	2.24	3.1%	7%	False	True	13,142
20	83.87	72.58	11.29	15.4%	2.17	3.0%	5%	False	True	13,185
40	83.95	72.58	11.37	15.5%	1.97	2.7%	5%	False	True	11,665
60	84.87	72.58	12.29	16.8%	1.70	2.3%	5%	False	True	9,920
80	84.87	72.58	12.29	16.8%	1.60	2.2%	5%	False	True	8,282

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.34
Widest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	92.64
2.618	86.40
1.618	82.58
1.000	80.22
0.618	78.76
HIGH	76.40
0.618	74.94
0.500	74.49
0.382	74.04
LOW	72.58
0.618	70.22
1.000	68.76
1.618	66.40
2.618	62.58
4.250	56.35

Fisher Pivots for day following 16-Nov-2023
Pivot	1 day	3 day
R1	74.49	75.52
PP	74.06	74.74
S1	73.62	73.97

Download as Excel Spreadsheet

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

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