NYMEX Light Sweet Crude Oil Future June 2024

Trading Metrics calculated at close of trading on 30-Oct-2023

Day Change Summary
	Previous	Current
	27-Oct-2023	30-Oct-2023	Change	Change %	Previous Week
Open	79.73	80.52	0.79	1.0%	81.93
High	81.40	80.81	-0.59	-0.7%	82.28
Low	79.50	78.27	-1.23	-1.5%	78.56
Close	81.15	78.75	-2.40	-3.0%	81.15
Range	1.90	2.54	0.64	33.7%	3.72
ATR	1.95	2.02	0.07	3.4%	0.00
Volume	35,080	40,730	5,650	16.1%	229,466

Daily Pivots for day following 30-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	86.90	85.36	80.15
R3	84.36	82.82	79.45
R2	81.82	81.82	79.22
R1	80.28	80.28	78.98	79.78
PP	79.28	79.28	79.28	79.03
S1	77.74	77.74	78.52	77.24
S2	76.74	76.74	78.28
S3	74.20	75.20	78.05
S4	71.66	72.66	77.35

Weekly Pivots for week ending 27-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	91.82	90.21	83.20
R3	88.10	86.49	82.17
R2	84.38	84.38	81.83
R1	82.77	82.77	81.49	81.72
PP	80.66	80.66	80.66	80.14
S1	79.05	79.05	80.81	78.00
S2	76.94	76.94	80.47
S3	73.22	75.33	80.13
S4	69.50	71.61	79.10

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	81.40	78.27	3.13	4.0%	2.36	3.0%	15%	False	True	48,625
10	83.14	78.27	4.87	6.2%	2.09	2.6%	10%	False	True	43,370
20	83.14	75.08	8.06	10.2%	2.07	2.6%	46%	False	False	45,057
40	84.13	75.08	9.05	11.5%	1.72	2.2%	41%	False	False	47,068

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.52
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	91.61
2.618	87.46
1.618	84.92
1.000	83.35
0.618	82.38
HIGH	80.81
0.618	79.84
0.500	79.54
0.382	79.24
LOW	78.27
0.618	76.70
1.000	75.73
1.618	74.16
2.618	71.62
4.250	67.48

Fisher Pivots for day following 30-Oct-2023
Pivot	1 day	3 day
R1	79.54	79.84
PP	79.28	79.47
S1	79.01	79.11

Download as Excel Spreadsheet

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

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