NYMEX Light Sweet Crude Oil Future October 2024
| Trading Metrics calculated at close of trading on 27-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2024 |
27-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
75.10 |
77.20 |
2.10 |
2.8% |
75.47 |
| High |
77.60 |
77.48 |
-0.12 |
-0.2% |
75.73 |
| Low |
75.04 |
75.40 |
0.36 |
0.5% |
71.46 |
| Close |
77.42 |
75.53 |
-1.89 |
-2.4% |
74.83 |
| Range |
2.56 |
2.08 |
-0.48 |
-18.8% |
4.27 |
| ATR |
2.16 |
2.15 |
-0.01 |
-0.2% |
0.00 |
| Volume |
409,675 |
331,162 |
-78,513 |
-19.2% |
1,789,782 |
|
| Daily Pivots for day following 27-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
82.38 |
81.03 |
76.67 |
|
| R3 |
80.30 |
78.95 |
76.10 |
|
| R2 |
78.22 |
78.22 |
75.91 |
|
| R1 |
76.87 |
76.87 |
75.72 |
76.51 |
| PP |
76.14 |
76.14 |
76.14 |
75.95 |
| S1 |
74.79 |
74.79 |
75.34 |
74.43 |
| S2 |
74.06 |
74.06 |
75.15 |
|
| S3 |
71.98 |
72.71 |
74.96 |
|
| S4 |
69.90 |
70.63 |
74.39 |
|
|
| Weekly Pivots for week ending 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.82 |
85.09 |
77.18 |
|
| R3 |
82.55 |
80.82 |
76.00 |
|
| R2 |
78.28 |
78.28 |
75.61 |
|
| R1 |
76.55 |
76.55 |
75.22 |
75.28 |
| PP |
74.01 |
74.01 |
74.01 |
73.37 |
| S1 |
72.28 |
72.28 |
74.44 |
71.01 |
| S2 |
69.74 |
69.74 |
74.05 |
|
| S3 |
65.47 |
68.01 |
73.66 |
|
| S4 |
61.20 |
63.74 |
72.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.60 |
71.46 |
6.14 |
8.1% |
2.30 |
3.1% |
66% |
False |
False |
355,849 |
| 10 |
77.60 |
71.46 |
6.14 |
8.1% |
2.16 |
2.9% |
66% |
False |
False |
343,077 |
| 20 |
78.54 |
70.88 |
7.66 |
10.1% |
2.36 |
3.1% |
61% |
False |
False |
278,326 |
| 40 |
82.62 |
70.88 |
11.74 |
15.5% |
1.96 |
2.6% |
40% |
False |
False |
207,856 |
| 60 |
82.62 |
70.88 |
11.74 |
15.5% |
1.81 |
2.4% |
40% |
False |
False |
161,298 |
| 80 |
82.62 |
70.88 |
11.74 |
15.5% |
1.72 |
2.3% |
40% |
False |
False |
130,409 |
| 100 |
83.45 |
70.88 |
12.57 |
16.6% |
1.69 |
2.2% |
37% |
False |
False |
108,215 |
| 120 |
83.45 |
70.88 |
12.57 |
16.6% |
1.60 |
2.1% |
37% |
False |
False |
92,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.32 |
|
2.618 |
82.93 |
|
1.618 |
80.85 |
|
1.000 |
79.56 |
|
0.618 |
78.77 |
|
HIGH |
77.48 |
|
0.618 |
76.69 |
|
0.500 |
76.44 |
|
0.382 |
76.19 |
|
LOW |
75.40 |
|
0.618 |
74.11 |
|
1.000 |
73.32 |
|
1.618 |
72.03 |
|
2.618 |
69.95 |
|
4.250 |
66.56 |
|
|
| Fisher Pivots for day following 27-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
76.44 |
75.43 |
| PP |
76.14 |
75.32 |
| S1 |
75.83 |
75.22 |
|