NYMEX Light Sweet Crude Oil Future October 2024


Trading Metrics calculated at close of trading on 15-Aug-2024
Day Change Summary
Previous Current
14-Aug-2024 15-Aug-2024 Change Change % Previous Week
Open 77.10 76.07 -1.03 -1.3% 73.26
High 77.52 77.38 -0.14 -0.2% 75.79
Low 75.66 75.70 0.04 0.1% 70.88
Close 75.84 76.99 1.15 1.5% 75.61
Range 1.86 1.68 -0.18 -9.7% 4.91
ATR 2.06 2.04 -0.03 -1.3% 0.00
Volume 344,944 237,535 -107,409 -31.1% 968,530
Daily Pivots for day following 15-Aug-2024
Classic Woodie Camarilla DeMark
R4 81.73 81.04 77.91
R3 80.05 79.36 77.45
R2 78.37 78.37 77.30
R1 77.68 77.68 77.14 78.03
PP 76.69 76.69 76.69 76.86
S1 76.00 76.00 76.84 76.35
S2 75.01 75.01 76.68
S3 73.33 74.32 76.53
S4 71.65 72.64 76.07
Weekly Pivots for week ending 09-Aug-2024
Classic Woodie Camarilla DeMark
R4 88.82 87.13 78.31
R3 83.91 82.22 76.96
R2 79.00 79.00 76.51
R1 77.31 77.31 76.06 78.16
PP 74.09 74.09 74.09 74.52
S1 72.40 72.40 75.16 73.25
S2 69.18 69.18 74.71
S3 64.27 67.49 74.26
S4 59.36 62.58 72.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.54 74.70 3.84 5.0% 1.90 2.5% 60% False False 250,896
10 78.54 70.88 7.66 9.9% 2.34 3.0% 80% False False 229,604
20 80.07 70.88 9.19 11.9% 2.22 2.9% 66% False False 209,494
40 82.62 70.88 11.74 15.2% 1.78 2.3% 52% False False 151,689
60 82.62 70.88 11.74 15.2% 1.73 2.2% 52% False False 120,242
80 82.62 70.88 11.74 15.2% 1.64 2.1% 52% False False 96,981
100 83.45 70.88 12.57 16.3% 1.60 2.1% 49% False False 80,913
120 83.45 70.88 12.57 16.3% 1.54 2.0% 49% False False 69,180
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 84.52
2.618 81.78
1.618 80.10
1.000 79.06
0.618 78.42
HIGH 77.38
0.618 76.74
0.500 76.54
0.382 76.34
LOW 75.70
0.618 74.66
1.000 74.02
1.618 72.98
2.618 71.30
4.250 68.56
Fisher Pivots for day following 15-Aug-2024
Pivot 1 day 3 day
R1 76.84 77.05
PP 76.69 77.03
S1 76.54 77.01

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

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