NYMEX Light Sweet Crude Oil Future June 2024

Trading Metrics calculated at close of trading on 24-Nov-2023

Day Change Summary
	Previous	Current
	22-Nov-2023	24-Nov-2023	Change	Change %	Previous Week
Open	77.28	76.35	-0.93	-1.2%	75.15
High	77.39	76.72	-0.67	-0.9%	77.62
Low	73.62	74.98	1.36	1.8%	73.62
Close	76.60	75.38	-1.22	-1.6%	75.38
Range	3.77	1.74	-2.03	-53.8%	4.00
ATR	2.24	2.21	-0.04	-1.6%	0.00
Volume	54,891	27,859	-27,032	-49.2%	160,246

Daily Pivots for day following 24-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	80.91	79.89	76.34
R3	79.17	78.15	75.86
R2	77.43	77.43	75.70
R1	76.41	76.41	75.54	76.05
PP	75.69	75.69	75.69	75.52
S1	74.67	74.67	75.22	74.31
S2	73.95	73.95	75.06
S3	72.21	72.93	74.90
S4	70.47	71.19	74.42

Weekly Pivots for week ending 24-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	87.54	85.46	77.58
R3	83.54	81.46	76.48
R2	79.54	79.54	76.11
R1	77.46	77.46	75.75	78.50
PP	75.54	75.54	75.54	76.06
S1	73.46	73.46	75.01	74.50
S2	71.54	71.54	74.65
S3	67.54	69.46	74.28
S4	63.54	65.46	73.18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	77.62	72.84	4.78	6.3%	2.35	3.1%	53%	False	False	40,984
10	78.11	72.42	5.69	7.5%	2.29	3.0%	52%	False	False	45,238
20	81.40	72.42	8.98	11.9%	2.24	3.0%	33%	False	False	46,579
40	83.14	72.42	10.72	14.2%	2.13	2.8%	28%	False	False	46,019
60	84.13	72.42	11.71	15.5%	1.87	2.5%	25%	False	False	47,412

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	0.37
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	84.12
2.618	81.28
1.618	79.54
1.000	78.46
0.618	77.80
HIGH	76.72
0.618	76.06
0.500	75.85
0.382	75.64
LOW	74.98
0.618	73.90
1.000	73.24
1.618	72.16
2.618	70.42
4.250	67.59

Fisher Pivots for day following 24-Nov-2023
Pivot	1 day	3 day
R1	75.85	75.51
PP	75.69	75.46
S1	75.54	75.42

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

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