NYMEX Light Sweet Crude Oil Future October 2024


Trading Metrics calculated at close of trading on 05-Sep-2024
Day Change Summary
Previous Current
04-Sep-2024 05-Sep-2024 Change Change % Previous Week
Open 70.28 69.27 -1.01 -1.4% 75.10
High 71.46 70.82 -0.64 -0.9% 77.60
Low 68.82 68.75 -0.07 -0.1% 73.36
Close 69.20 69.15 -0.05 -0.1% 73.55
Range 2.64 2.07 -0.57 -21.6% 4.24
ATR 2.43 2.41 -0.03 -1.1% 0.00
Volume 482,025 405,596 -76,429 -15.9% 1,913,618
Daily Pivots for day following 05-Sep-2024
Classic Woodie Camarilla DeMark
R4 75.78 74.54 70.29
R3 73.71 72.47 69.72
R2 71.64 71.64 69.53
R1 70.40 70.40 69.34 69.99
PP 69.57 69.57 69.57 69.37
S1 68.33 68.33 68.96 67.92
S2 67.50 67.50 68.77
S3 65.43 66.26 68.58
S4 63.36 64.19 68.01
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 68.75 8.16 11.8% 3.02 4.4% 5% False True 453,931
10 77.60 68.75 8.85 12.8% 2.61 3.8% 5% False True 399,573
20 78.54 68.75 9.79 14.2% 2.33 3.4% 4% False True 345,767
40 81.05 68.75 12.30 17.8% 2.20 3.2% 3% False True 261,813
60 82.62 68.75 13.87 20.1% 1.92 2.8% 3% False True 199,786
80 82.62 68.75 13.87 20.1% 1.84 2.7% 3% False True 160,648
100 82.62 68.75 13.87 20.1% 1.78 2.6% 3% False True 133,339
120 83.45 68.75 14.70 21.3% 1.68 2.4% 3% False True 113,460
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.47
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 79.62
2.618 76.24
1.618 74.17
1.000 72.89
0.618 72.10
HIGH 70.82
0.618 70.03
0.500 69.79
0.382 69.54
LOW 68.75
0.618 67.47
1.000 66.68
1.618 65.40
2.618 63.33
4.250 59.95
Fisher Pivots for day following 05-Sep-2024
Pivot 1 day 3 day
R1 69.79 71.58
PP 69.57 70.77
S1 69.36 69.96

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

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