NYMEX Light Sweet Crude Oil Future October 2024
| Trading Metrics calculated at close of trading on 03-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2024 |
03-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
75.87 |
73.53 |
-2.34 |
-3.1% |
75.10 |
| High |
76.59 |
74.41 |
-2.18 |
-2.8% |
77.60 |
| Low |
73.36 |
70.10 |
-3.26 |
-4.4% |
73.36 |
| Close |
73.55 |
70.34 |
-3.21 |
-4.4% |
73.55 |
| Range |
3.23 |
4.31 |
1.08 |
33.4% |
4.24 |
| ATR |
2.27 |
2.42 |
0.15 |
6.4% |
0.00 |
| Volume |
427,273 |
546,617 |
119,344 |
27.9% |
1,913,618 |
|
| Daily Pivots for day following 03-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.55 |
81.75 |
72.71 |
|
| R3 |
80.24 |
77.44 |
71.53 |
|
| R2 |
75.93 |
75.93 |
71.13 |
|
| R1 |
73.13 |
73.13 |
70.74 |
72.38 |
| PP |
71.62 |
71.62 |
71.62 |
71.24 |
| S1 |
68.82 |
68.82 |
69.94 |
68.07 |
| S2 |
67.31 |
67.31 |
69.55 |
|
| S3 |
63.00 |
64.51 |
69.15 |
|
| S4 |
58.69 |
60.20 |
67.97 |
|
|
| Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.56 |
84.79 |
75.88 |
|
| R3 |
83.32 |
80.55 |
74.72 |
|
| R2 |
79.08 |
79.08 |
74.33 |
|
| R1 |
76.31 |
76.31 |
73.94 |
75.58 |
| PP |
74.84 |
74.84 |
74.84 |
74.47 |
| S1 |
72.07 |
72.07 |
73.16 |
71.34 |
| S2 |
70.60 |
70.60 |
72.77 |
|
| S3 |
66.36 |
67.83 |
72.38 |
|
| S4 |
62.12 |
63.59 |
71.22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.48 |
70.10 |
7.38 |
10.5% |
2.92 |
4.2% |
3% |
False |
True |
410,112 |
| 10 |
77.60 |
70.10 |
7.50 |
10.7% |
2.59 |
3.7% |
3% |
False |
True |
382,791 |
| 20 |
78.54 |
70.10 |
8.44 |
12.0% |
2.36 |
3.4% |
3% |
False |
True |
320,941 |
| 40 |
81.05 |
70.10 |
10.95 |
15.6% |
2.15 |
3.1% |
2% |
False |
True |
243,409 |
| 60 |
82.62 |
70.10 |
12.52 |
17.8% |
1.90 |
2.7% |
2% |
False |
True |
186,207 |
| 80 |
82.62 |
70.10 |
12.52 |
17.8% |
1.81 |
2.6% |
2% |
False |
True |
150,205 |
| 100 |
83.45 |
70.10 |
13.35 |
19.0% |
1.76 |
2.5% |
2% |
False |
True |
124,828 |
| 120 |
83.45 |
70.10 |
13.35 |
19.0% |
1.66 |
2.4% |
2% |
False |
True |
106,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.73 |
|
2.618 |
85.69 |
|
1.618 |
81.38 |
|
1.000 |
78.72 |
|
0.618 |
77.07 |
|
HIGH |
74.41 |
|
0.618 |
72.76 |
|
0.500 |
72.26 |
|
0.382 |
71.75 |
|
LOW |
70.10 |
|
0.618 |
67.44 |
|
1.000 |
65.79 |
|
1.618 |
63.13 |
|
2.618 |
58.82 |
|
4.250 |
51.78 |
|
|
| Fisher Pivots for day following 03-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
72.26 |
73.51 |
| PP |
71.62 |
72.45 |
| S1 |
70.98 |
71.40 |
|