NYMEX Light Sweet Crude Oil Future June 2024

Trading Metrics calculated at close of trading on 17-Oct-2023

Day Change Summary
	Previous	Current
	16-Oct-2023	17-Oct-2023	Change	Change %	Previous Week
Open	80.76	80.46	-0.30	-0.4%	76.79
High	81.26	81.20	-0.06	-0.1%	81.05
Low	79.90	79.69	-0.21	-0.3%	76.79
Close	80.15	80.51	0.36	0.4%	80.87
Range	1.36	1.51	0.15	11.0%	4.26
ATR	1.80	1.78	-0.02	-1.2%	0.00
Volume	30,895	34,917	4,022	13.0%	246,434

Daily Pivots for day following 17-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	85.00	84.26	81.34
R3	83.49	82.75	80.93
R2	81.98	81.98	80.79
R1	81.24	81.24	80.65	81.61
PP	80.47	80.47	80.47	80.65
S1	79.73	79.73	80.37	80.10
S2	78.96	78.96	80.23
S3	77.45	78.22	80.09
S4	75.94	76.71	79.68

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%	1.96	2.4%	83%	False	False	44,046
10	81.26	75.08	6.18	7.7%	2.10	2.6%	88%	False	False	45,700
20	83.26	75.08	8.18	10.2%	1.79	2.2%	66%	False	False	46,894
40	84.13	75.08	9.05	11.2%	1.55	1.9%	60%	False	False	44,922

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.35
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	87.62
2.618	85.15
1.618	83.64
1.000	82.71
0.618	82.13
HIGH	81.20
0.618	80.62
0.500	80.45
0.382	80.27
LOW	79.69
0.618	78.76
1.000	78.18
1.618	77.25
2.618	75.74
4.250	73.27

Fisher Pivots for day following 17-Oct-2023
Pivot	1 day	3 day
R1	80.49	80.17
PP	80.47	79.83
S1	80.45	79.49

Download as Excel Spreadsheet

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

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