NYMEX Light Sweet Crude Oil Future June 2024

Trading Metrics calculated at close of trading on 27-Nov-2023

Day Change Summary
	Previous	Current
	24-Nov-2023	27-Nov-2023	Change	Change %	Previous Week
Open	76.35	75.29	-1.06	-1.4%	75.15
High	76.72	76.02	-0.70	-0.9%	77.62
Low	74.98	74.16	-0.82	-1.1%	73.62
Close	75.38	74.90	-0.48	-0.6%	75.38
Range	1.74	1.86	0.12	6.9%	4.00
ATR	2.21	2.18	-0.02	-1.1%	0.00
Volume	27,859	30,019	2,160	7.8%	160,246

Daily Pivots for day following 27-Nov-2023
	Classic	Woodie	Camarilla	DeMark
R4	80.61	79.61	75.92
R3	78.75	77.75	75.41
R2	76.89	76.89	75.24
R1	75.89	75.89	75.07	75.46
PP	75.03	75.03	75.03	74.81
S1	74.03	74.03	74.73	73.60
S2	73.17	73.17	74.56
S3	71.31	72.17	74.39
S4	69.45	70.31	73.88

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	73.62	4.00	5.3%	2.16	2.9%	32%	False	False	38,053
10	78.11	72.42	5.69	7.6%	2.27	3.0%	44%	False	False	44,207
20	80.81	72.42	8.39	11.2%	2.23	3.0%	30%	False	False	46,326
40	83.14	72.42	10.72	14.3%	2.13	2.8%	23%	False	False	45,623
60	84.13	72.42	11.71	15.6%	1.88	2.5%	21%	False	False	47,071

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	0.42
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	83.93
2.618	80.89
1.618	79.03
1.000	77.88
0.618	77.17
HIGH	76.02
0.618	75.31
0.500	75.09
0.382	74.87
LOW	74.16
0.618	73.01
1.000	72.30
1.618	71.15
2.618	69.29
4.250	66.26

Fisher Pivots for day following 27-Nov-2023
Pivot	1 day	3 day
R1	75.09	75.51
PP	75.03	75.30
S1	74.96	75.10

Download as Excel Spreadsheet

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

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