NYMEX Light Sweet Crude Oil Future June 2024

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

Day Change Summary
	Previous	Current
	12-Oct-2023	13-Oct-2023	Change	Change %	Previous Week
Open	77.71	77.75	0.04	0.1%	76.79
High	78.83	81.05	2.22	2.8%	81.05
Low	77.19	77.71	0.52	0.7%	76.79
Close	77.51	80.87	3.36	4.3%	80.87
Range	1.64	3.34	1.70	103.7%	4.26
ATR	1.70	1.84	0.13	7.7%	0.00
Volume	46,224	54,456	8,232	17.8%	246,434

Daily Pivots for day following 13-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	89.90	88.72	82.71
R3	86.56	85.38	81.79
R2	83.22	83.22	81.48
R1	82.04	82.04	81.18	82.63
PP	79.88	79.88	79.88	80.17
S1	78.70	78.70	80.56	79.29
S2	76.54	76.54	80.26
S3	73.20	75.36	79.95
S4	69.86	72.02	79.03

Weekly Pivots for week ending 13-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	92.35	90.87	83.21
R3	88.09	86.61	82.04
R2	83.83	83.83	81.65
R1	82.35	82.35	81.26	83.09
PP	79.57	79.57	79.57	79.94
S1	78.09	78.09	80.48	78.83
S2	75.31	75.31	80.09
S3	71.05	73.83	79.70
S4	66.79	69.57	78.53

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.05	76.79	4.26	5.3%	2.06	2.5%	96%	True	False	49,286
10	82.21	75.08	7.13	8.8%	2.09	2.6%	81%	False	False	47,452
20	83.95	75.08	8.87	11.0%	1.75	2.2%	65%	False	False	49,757

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	0.36
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	95.25
2.618	89.79
1.618	86.45
1.000	84.39
0.618	83.11
HIGH	81.05
0.618	79.77
0.500	79.38
0.382	78.99
LOW	77.71
0.618	75.65
1.000	74.37
1.618	72.31
2.618	68.97
4.250	63.52

Fisher Pivots for day following 13-Oct-2023
Pivot	1 day	3 day
R1	80.37	80.24
PP	79.88	79.62
S1	79.38	78.99

Download as Excel Spreadsheet

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

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