NYMEX Light Sweet Crude Oil Future May 2024

Trading Metrics calculated at close of trading on 21-Nov-2023

Day Change Summary
	Previous	Current
	20-Nov-2023	21-Nov-2023	Change	Change %	Previous Week
Open	75.92	77.16	1.24	1.6%	75.66
High	77.90	77.61	-0.29	-0.4%	78.45
Low	75.89	76.79	0.90	1.2%	72.58
Close	77.47	77.54	0.07	0.1%	75.80
Range	2.01	0.82	-1.19	-59.2%	5.87
ATR	2.19	2.09	-0.10	-4.5%	0.00
Volume	9,612	8,347	-1,265	-13.2%	57,968

Daily Pivots for day following 21-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	79.77	79.48	77.99
R3	78.95	78.66	77.77
R2	78.13	78.13	77.69
R1	77.84	77.84	77.62	77.99
PP	77.31	77.31	77.31	77.39
S1	77.02	77.02	77.46	77.17
S2	76.49	76.49	77.39
S3	75.67	76.20	77.31
S4	74.85	75.38	77.09

Weekly Pivots for week ending 17-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	93.22	90.38	79.03
R3	87.35	84.51	77.41
R2	81.48	81.48	76.88
R1	78.64	78.64	76.34	80.06
PP	75.61	75.61	75.61	76.32
S1	72.77	72.77	75.26	74.19
S2	69.74	69.74	74.72
S3	63.87	66.90	74.19
S4	58.00	61.03	72.57

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	77.90	72.58	5.32	6.9%	2.21	2.8%	93%	False	False	10,997
10	78.45	72.58	5.87	7.6%	2.07	2.7%	84%	False	False	11,962
20	81.95	72.58	9.37	12.1%	2.17	2.8%	53%	False	False	13,071
40	83.95	72.58	11.37	14.7%	2.01	2.6%	44%	False	False	11,696
60	84.87	72.58	12.29	15.8%	1.74	2.2%	40%	False	False	10,246
80	84.87	72.58	12.29	15.8%	1.63	2.1%	40%	False	False	8,531

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.33
Narrowest range in 53 trading days

Fibonacci Retracements and Extensions
4.250	81.10
2.618	79.76
1.618	78.94
1.000	78.43
0.618	78.12
HIGH	77.61
0.618	77.30
0.500	77.20
0.382	77.10
LOW	76.79
0.618	76.28
1.000	75.97
1.618	75.46
2.618	74.64
4.250	73.31

Fisher Pivots for day following 21-Nov-2023
Pivot	1 day	3 day
R1	77.43	76.86
PP	77.31	76.17
S1	77.20	75.49

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

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