NYMEX Light Sweet Crude Oil Future June 2024

Trading Metrics calculated at close of trading on 19-Oct-2023

Day Change Summary
	Previous	Current
	18-Oct-2023	19-Oct-2023	Change	Change %	Previous Week
Open	81.13	81.70	0.57	0.7%	76.79
High	82.66	82.98	0.32	0.4%	81.05
Low	80.96	80.54	-0.42	-0.5%	76.79
Close	81.89	82.27	0.38	0.5%	80.87
Range	1.70	2.44	0.74	43.5%	4.26
ATR	1.81	1.85	0.05	2.5%	0.00
Volume	40,998	44,959	3,961	9.7%	246,434

Daily Pivots for day following 19-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	89.25	88.20	83.61
R3	86.81	85.76	82.94
R2	84.37	84.37	82.72
R1	83.32	83.32	82.49	83.85
PP	81.93	81.93	81.93	82.19
S1	80.88	80.88	82.05	81.41
S2	79.49	79.49	81.82
S3	77.05	78.44	81.60
S4	74.61	76.00	80.93

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	82.98	77.71	5.27	6.4%	2.07	2.5%	87%	True	False	41,245
10	82.98	75.12	7.86	9.6%	1.84	2.2%	91%	True	False	43,727
20	83.14	75.08	8.06	9.8%	1.84	2.2%	89%	False	False	47,049
40	84.13	75.08	9.05	11.0%	1.58	1.9%	79%	False	False	45,463

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	0.42
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	93.35
2.618	89.37
1.618	86.93
1.000	85.42
0.618	84.49
HIGH	82.98
0.618	82.05
0.500	81.76
0.382	81.47
LOW	80.54
0.618	79.03
1.000	78.10
1.618	76.59
2.618	74.15
4.250	70.17

Fisher Pivots for day following 19-Oct-2023
Pivot	1 day	3 day
R1	82.10	81.96
PP	81.93	81.65
S1	81.76	81.34

Download as Excel Spreadsheet

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

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