NYMEX Light Sweet Crude Oil Future June 2024

Trading Metrics calculated at close of trading on 10-Oct-2023

Day Change Summary
	Previous	Current
	09-Oct-2023	10-Oct-2023	Change	Change %	Previous Week
Open	76.79	78.27	1.48	1.9%	81.34
High	79.25	78.50	-0.75	-0.9%	82.21
Low	76.79	77.56	0.77	1.0%	75.08
Close	78.24	78.36	0.12	0.2%	75.75
Range	2.46	0.94	-1.52	-61.8%	7.13
ATR	1.75	1.69	-0.06	-3.3%	0.00
Volume	48,157	43,859	-4,298	-8.9%	228,094

Daily Pivots for day following 10-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	80.96	80.60	78.88
R3	80.02	79.66	78.62
R2	79.08	79.08	78.53
R1	78.72	78.72	78.45	78.90
PP	78.14	78.14	78.14	78.23
S1	77.78	77.78	78.27	77.96
S2	77.20	77.20	78.19
S3	76.26	76.84	78.10
S4	75.32	75.90	77.84

Weekly Pivots for week ending 06-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	99.07	94.54	79.67
R3	91.94	87.41	77.71
R2	84.81	84.81	77.06
R1	80.28	80.28	76.40	78.98
PP	77.68	77.68	77.68	77.03
S1	73.15	73.15	75.10	71.85
S2	70.55	70.55	74.44
S3	63.42	66.02	73.79
S4	56.29	58.89	71.83

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.05	75.08	5.97	7.6%	2.24	2.9%	55%	False	False	47,354
10	83.14	75.08	8.06	10.3%	1.88	2.4%	41%	False	False	51,068
20	84.13	75.08	9.05	11.5%	1.59	2.0%	36%	False	False	49,000

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	0.40
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	82.50
2.618	80.96
1.618	80.02
1.000	79.44
0.618	79.08
HIGH	78.50
0.618	78.14
0.500	78.03
0.382	77.92
LOW	77.56
0.618	76.98
1.000	76.62
1.618	76.04
2.618	75.10
4.250	73.57

Fisher Pivots for day following 10-Oct-2023
Pivot	1 day	3 day
R1	78.25	77.97
PP	78.14	77.58
S1	78.03	77.19

Download as Excel Spreadsheet

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

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