NYMEX Light Sweet Crude Oil Future June 2024

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

Day Change Summary
	Previous	Current
	13-Oct-2023	16-Oct-2023	Change	Change %	Previous Week
Open	77.75	80.76	3.01	3.9%	76.79
High	81.05	81.26	0.21	0.3%	81.05
Low	77.71	79.90	2.19	2.8%	76.79
Close	80.87	80.15	-0.72	-0.9%	80.87
Range	3.34	1.36	-1.98	-59.3%	4.26
ATR	1.84	1.80	-0.03	-1.9%	0.00
Volume	54,456	30,895	-23,561	-43.3%	246,434

Daily Pivots for day following 16-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	84.52	83.69	80.90
R3	83.16	82.33	80.52
R2	81.80	81.80	80.40
R1	80.97	80.97	80.27	80.71
PP	80.44	80.44	80.44	80.30
S1	79.61	79.61	80.03	79.35
S2	79.08	79.08	79.90
S3	77.72	78.25	79.78
S4	76.36	76.89	79.40

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	81.26	76.93	4.33	5.4%	1.84	2.3%	74%	True	False	45,834
10	81.26	75.08	6.18	7.7%	2.05	2.6%	82%	True	False	46,744
20	83.95	75.08	8.87	11.1%	1.77	2.2%	57%	False	False	48,782
40	84.13	75.08	9.05	11.3%	1.54	1.9%	56%	False	False	44,641

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	87.04
2.618	84.82
1.618	83.46
1.000	82.62
0.618	82.10
HIGH	81.26
0.618	80.74
0.500	80.58
0.382	80.42
LOW	79.90
0.618	79.06
1.000	78.54
1.618	77.70
2.618	76.34
4.250	74.12

Fisher Pivots for day following 16-Oct-2023
Pivot	1 day	3 day
R1	80.58	79.84
PP	80.44	79.53
S1	80.29	79.23

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

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