NYMEX Light Sweet Crude Oil Future June 2024

Trading Metrics calculated at close of trading on 10-Nov-2023

Day Change Summary
	Previous	Current
	09-Nov-2023	10-Nov-2023	Change	Change %	Previous Week
Open	74.44	74.59	0.15	0.2%	78.67
High	75.76	76.39	0.63	0.8%	79.80
Low	74.08	74.40	0.32	0.4%	73.99
Close	74.70	75.90	1.20	1.6%	75.90
Range	1.68	1.99	0.31	18.5%	5.81
ATR	2.09	2.09	-0.01	-0.4%	0.00
Volume	54,742	40,329	-14,413	-26.3%	261,329

Daily Pivots for day following 10-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	81.53	80.71	76.99
R3	79.54	78.72	76.45
R2	77.55	77.55	76.26
R1	76.73	76.73	76.08	77.14
PP	75.56	75.56	75.56	75.77
S1	74.74	74.74	75.72	75.15
S2	73.57	73.57	75.54
S3	71.58	72.75	75.35
S4	69.59	70.76	74.81

Weekly Pivots for week ending 10-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	93.99	90.76	79.10
R3	88.18	84.95	77.50
R2	82.37	82.37	76.97
R1	79.14	79.14	76.43	77.85
PP	76.56	76.56	76.56	75.92
S1	73.33	73.33	75.37	72.04
S2	70.75	70.75	74.83
S3	64.94	67.52	74.30
S4	59.13	61.71	72.70

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	79.80	73.99	5.81	7.7%	2.11	2.8%	33%	False	False	52,265
10	80.81	73.99	6.82	9.0%	2.20	2.9%	28%	False	False	48,446
20	83.14	73.99	9.15	12.1%	2.08	2.7%	21%	False	False	45,416
40	83.95	73.99	9.96	13.1%	1.92	2.5%	19%	False	False	47,587

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	0.40
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	84.85
2.618	81.60
1.618	79.61
1.000	78.38
0.618	77.62
HIGH	76.39
0.618	75.63
0.500	75.40
0.382	75.16
LOW	74.40
0.618	73.17
1.000	72.41
1.618	71.18
2.618	69.19
4.250	65.94

Fisher Pivots for day following 10-Nov-2023
Pivot	1 day	3 day
R1	75.73	75.66
PP	75.56	75.43
S1	75.40	75.19

Download as Excel Spreadsheet

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

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