NYMEX Light Sweet Crude Oil Future May 2024

Trading Metrics calculated at close of trading on 22-Nov-2023

Day Change Summary
	Previous	Current
	21-Nov-2023	22-Nov-2023	Change	Change %	Previous Week
Open	77.16	77.57	0.41	0.5%	75.66
High	77.61	77.65	0.04	0.1%	78.45
Low	76.79	73.88	-2.91	-3.8%	72.58
Close	77.54	76.87	-0.67	-0.9%	75.80
Range	0.82	3.77	2.95	359.8%	5.87
ATR	2.09	2.21	0.12	5.7%	0.00
Volume	8,347	14,212	5,865	70.3%	57,968

Daily Pivots for day following 22-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	87.44	85.93	78.94
R3	83.67	82.16	77.91
R2	79.90	79.90	77.56
R1	78.39	78.39	77.22	77.26
PP	76.13	76.13	76.13	75.57
S1	74.62	74.62	76.52	73.49
S2	72.36	72.36	76.18
S3	68.59	70.85	75.83
S4	64.82	67.08	74.80

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%	2.64	3.4%	81%	False	False	11,523
10	78.45	72.58	5.87	7.6%	2.23	2.9%	73%	False	False	11,719
20	81.95	72.58	9.37	12.2%	2.22	2.9%	46%	False	False	12,933
40	83.87	72.58	11.29	14.7%	2.07	2.7%	38%	False	False	11,676
60	84.87	72.58	12.29	16.0%	1.79	2.3%	35%	False	False	10,441
80	84.87	72.58	12.29	16.0%	1.67	2.2%	35%	False	False	8,656

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.30
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	93.67
2.618	87.52
1.618	83.75
1.000	81.42
0.618	79.98
HIGH	77.65
0.618	76.21
0.500	75.77
0.382	75.32
LOW	73.88
0.618	71.55
1.000	70.11
1.618	67.78
2.618	64.01
4.250	57.86

Fisher Pivots for day following 22-Nov-2023
Pivot	1 day	3 day
R1	76.50	76.54
PP	76.13	76.22
S1	75.77	75.89

Download as Excel Spreadsheet

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

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