NYMEX Light Sweet Crude Oil Future June 2024

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

Day Change Summary
	Previous	Current
	16-Nov-2023	17-Nov-2023	Change	Change %	Previous Week
Open	76.00	73.08	-2.92	-3.8%	75.93
High	76.16	75.66	-0.50	-0.7%	78.11
Low	72.42	72.84	0.42	0.6%	72.42
Close	73.04	75.58	2.54	3.5%	75.58
Range	3.74	2.82	-0.92	-24.6%	5.69
ATR	2.15	2.20	0.05	2.2%	0.00
Volume	71,415	44,678	-26,737	-37.4%	251,807

Daily Pivots for day following 17-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	83.15	82.19	77.13
R3	80.33	79.37	76.36
R2	77.51	77.51	76.10
R1	76.55	76.55	75.84	77.03
PP	74.69	74.69	74.69	74.94
S1	73.73	73.73	75.32	74.21
S2	71.87	71.87	75.06
S3	69.05	70.91	74.80
S4	66.23	68.09	74.03

Weekly Pivots for week ending 17-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	92.44	89.70	78.71
R3	86.75	84.01	77.14
R2	81.06	81.06	76.62
R1	78.32	78.32	76.10	76.85
PP	75.37	75.37	75.37	74.63
S1	72.63	72.63	75.06	71.16
S2	69.68	69.68	74.54
S3	63.99	66.94	74.02
S4	58.30	61.25	72.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	78.11	72.42	5.69	7.5%	2.39	3.2%	56%	False	False	50,361
10	79.80	72.42	7.38	9.8%	2.25	3.0%	43%	False	False	51,313
20	82.28	72.42	9.86	13.0%	2.25	3.0%	32%	False	False	48,286
40	83.14	72.42	10.72	14.2%	2.05	2.7%	29%	False	False	47,314
60	84.13	72.42	11.71	15.5%	1.80	2.4%	27%	False	False	46,599

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.38
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	87.65
2.618	83.04
1.618	80.22
1.000	78.48
0.618	77.40
HIGH	75.66
0.618	74.58
0.500	74.25
0.382	73.92
LOW	72.84
0.618	71.10
1.000	70.02
1.618	68.28
2.618	65.46
4.250	60.86

Fisher Pivots for day following 17-Nov-2023
Pivot	1 day	3 day
R1	75.14	75.35
PP	74.69	75.12
S1	74.25	74.89

Download as Excel Spreadsheet

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

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