NYMEX Light Sweet Crude Oil Future September 2024


Trading Metrics calculated at close of trading on 12-Aug-2024
Day Change Summary
Previous Current
09-Aug-2024 12-Aug-2024 Change Change % Previous Week
Open 76.02 76.99 0.97 1.3% 74.21
High 77.09 80.16 3.07 4.0% 77.09
Low 75.85 76.70 0.85 1.1% 71.67
Close 76.84 80.06 3.22 4.2% 76.84
Range 1.24 3.46 2.22 179.0% 5.42
ATR 2.17 2.26 0.09 4.2% 0.00
Volume 263,007 376,747 113,740 43.2% 1,870,704
Daily Pivots for day following 12-Aug-2024
Classic Woodie Camarilla DeMark
R4 89.35 88.17 81.96
R3 85.89 84.71 81.01
R2 82.43 82.43 80.69
R1 81.25 81.25 80.38 81.84
PP 78.97 78.97 78.97 79.27
S1 77.79 77.79 79.74 78.38
S2 75.51 75.51 79.43
S3 72.05 74.33 79.11
S4 68.59 70.87 78.16
Weekly Pivots for week ending 09-Aug-2024
Classic Woodie Camarilla DeMark
R4 91.46 89.57 79.82
R3 86.04 84.15 78.33
R2 80.62 80.62 77.83
R1 78.73 78.73 77.34 79.68
PP 75.20 75.20 75.20 75.67
S1 73.31 73.31 76.34 74.26
S2 69.78 69.78 75.85
S3 64.36 67.89 75.35
S4 58.94 62.47 73.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.16 72.20 7.96 9.9% 2.45 3.1% 99% True False 349,460
10 80.16 71.67 8.49 10.6% 2.69 3.4% 99% True False 397,804
20 82.27 71.67 10.60 13.2% 2.37 3.0% 79% False False 389,972
40 83.58 71.67 11.91 14.9% 1.90 2.4% 70% False False 286,878
60 83.58 71.67 11.91 14.9% 1.81 2.3% 70% False False 227,132
80 83.58 71.67 11.91 14.9% 1.75 2.2% 70% False False 186,765
100 84.36 71.67 12.69 15.9% 1.69 2.1% 66% False False 158,787
120 84.36 71.67 12.69 15.9% 1.62 2.0% 66% False False 138,509
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 94.87
2.618 89.22
1.618 85.76
1.000 83.62
0.618 82.30
HIGH 80.16
0.618 78.84
0.500 78.43
0.382 78.02
LOW 76.70
0.618 74.56
1.000 73.24
1.618 71.10
2.618 67.64
4.250 62.00
Fisher Pivots for day following 12-Aug-2024
Pivot 1 day 3 day
R1 79.52 79.17
PP 78.97 78.27
S1 78.43 77.38

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

View Archives - Comment on this page... - Back to Index of Symbols