NYMEX Light Sweet Crude Oil Future October 2024


Trading Metrics calculated at close of trading on 04-Sep-2024
Day Change Summary
Previous Current
03-Sep-2024 04-Sep-2024 Change Change % Previous Week
Open 73.53 70.28 -3.25 -4.4% 75.10
High 74.41 71.46 -2.95 -4.0% 77.60
Low 70.10 68.82 -1.28 -1.8% 73.36
Close 70.34 69.20 -1.14 -1.6% 73.55
Range 4.31 2.64 -1.67 -38.7% 4.24
ATR 2.42 2.43 0.02 0.7% 0.00
Volume 546,617 482,025 -64,592 -11.8% 1,913,618
Daily Pivots for day following 04-Sep-2024
Classic Woodie Camarilla DeMark
R4 77.75 76.11 70.65
R3 75.11 73.47 69.93
R2 72.47 72.47 69.68
R1 70.83 70.83 69.44 70.33
PP 69.83 69.83 69.83 69.58
S1 68.19 68.19 68.96 67.69
S2 67.19 67.19 68.72
S3 64.55 65.55 68.47
S4 61.91 62.91 67.75
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 76.91 68.82 8.09 11.7% 3.03 4.4% 5% False True 440,284
10 77.60 68.82 8.78 12.7% 2.67 3.9% 4% False True 398,066
20 78.54 68.82 9.72 14.0% 2.38 3.4% 4% False True 336,282
40 81.05 68.82 12.23 17.7% 2.18 3.2% 3% False True 253,618
60 82.62 68.82 13.80 19.9% 1.93 2.8% 3% False True 193,648
80 82.62 68.82 13.80 19.9% 1.83 2.6% 3% False True 155,962
100 83.45 68.82 14.63 21.1% 1.77 2.6% 3% False True 129,486
120 83.45 68.82 14.63 21.1% 1.67 2.4% 3% False True 110,192
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.52
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 82.68
2.618 78.37
1.618 75.73
1.000 74.10
0.618 73.09
HIGH 71.46
0.618 70.45
0.500 70.14
0.382 69.83
LOW 68.82
0.618 67.19
1.000 66.18
1.618 64.55
2.618 61.91
4.250 57.60
Fisher Pivots for day following 04-Sep-2024
Pivot 1 day 3 day
R1 70.14 72.71
PP 69.83 71.54
S1 69.51 70.37

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

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