NYMEX Light Sweet Crude Oil Future June 2024

Trading Metrics calculated at close of trading on 31-Oct-2023

Day Change Summary
	Previous	Current
	30-Oct-2023	31-Oct-2023	Change	Change %	Previous Week
Open	80.52	78.97	-1.55	-1.9%	81.93
High	80.81	79.88	-0.93	-1.2%	82.28
Low	78.27	77.85	-0.42	-0.5%	78.56
Close	78.75	78.04	-0.71	-0.9%	81.15
Range	2.54	2.03	-0.51	-20.1%	3.72
ATR	2.02	2.02	0.00	0.0%	0.00
Volume	40,730	41,445	715	1.8%	229,466

Daily Pivots for day following 31-Oct-2023
	Classic	Woodie	Camarilla	DeMark
R4	84.68	83.39	79.16
R3	82.65	81.36	78.60
R2	80.62	80.62	78.41
R1	79.33	79.33	78.23	78.96
PP	78.59	78.59	78.59	78.41
S1	77.30	77.30	77.85	76.93
S2	76.56	76.56	77.67
S3	74.53	75.27	77.48
S4	72.50	73.24	76.92

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	77.85	3.55	4.5%	2.30	2.9%	5%	False	True	45,003
10	83.14	77.85	5.29	6.8%	2.14	2.7%	4%	False	True	44,022
20	83.14	75.08	8.06	10.3%	2.12	2.7%	37%	False	False	44,861
40	84.13	75.08	9.05	11.6%	1.72	2.2%	33%	False	False	46,376

Crabel Price Patterns
NR	True
NR4	False
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	0.54
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	88.51
2.618	85.19
1.618	83.16
1.000	81.91
0.618	81.13
HIGH	79.88
0.618	79.10
0.500	78.87
0.382	78.63
LOW	77.85
0.618	76.60
1.000	75.82
1.618	74.57
2.618	72.54
4.250	69.22

Fisher Pivots for day following 31-Oct-2023
Pivot	1 day	3 day
R1	78.87	79.63
PP	78.59	79.10
S1	78.32	78.57

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

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