NYMEX Light Sweet Crude Oil Future October 2024


Trading Metrics calculated at close of trading on 11-Sep-2024
Day Change Summary
Previous Current
10-Sep-2024 11-Sep-2024 Change Change % Previous Week
Open 68.78 66.28 -2.50 -3.6% 73.53
High 69.08 67.97 -1.11 -1.6% 74.41
Low 65.27 65.63 0.36 0.6% 67.17
Close 65.75 67.31 1.56 2.4% 67.67
Range 3.81 2.34 -1.47 -38.6% 7.24
ATR 2.49 2.48 -0.01 -0.4% 0.00
Volume 442,855 393,311 -49,544 -11.2% 1,785,312
Daily Pivots for day following 11-Sep-2024
Classic Woodie Camarilla DeMark
R4 73.99 72.99 68.60
R3 71.65 70.65 67.95
R2 69.31 69.31 67.74
R1 68.31 68.31 67.52 68.81
PP 66.97 66.97 66.97 67.22
S1 65.97 65.97 67.10 66.47
S2 64.63 64.63 66.88
S3 62.29 63.63 66.67
S4 59.95 61.29 66.02
Weekly Pivots for week ending 06-Sep-2024
Classic Woodie Camarilla DeMark
R4 91.47 86.81 71.65
R3 84.23 79.57 69.66
R2 76.99 76.99 69.00
R1 72.33 72.33 68.33 71.04
PP 69.75 69.75 69.75 69.11
S1 65.09 65.09 67.01 63.80
S2 62.51 62.51 66.34
S3 55.27 57.85 65.68
S4 48.03 50.61 63.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 70.82 65.27 5.55 8.2% 2.57 3.8% 37% False False 378,514
10 76.91 65.27 11.64 17.3% 2.80 4.2% 18% False False 409,399
20 77.60 65.27 12.33 18.3% 2.48 3.7% 17% False False 376,238
40 80.82 65.27 15.55 23.1% 2.35 3.5% 13% False False 287,915
60 82.62 65.27 17.35 25.8% 2.02 3.0% 12% False False 220,411
80 82.62 65.27 17.35 25.8% 1.90 2.8% 12% False False 177,660
100 82.62 65.27 17.35 25.8% 1.82 2.7% 12% False False 147,464
120 83.45 65.27 18.18 27.0% 1.73 2.6% 11% False False 125,425
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.64
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.92
2.618 74.10
1.618 71.76
1.000 70.31
0.618 69.42
HIGH 67.97
0.618 67.08
0.500 66.80
0.382 66.52
LOW 65.63
0.618 64.18
1.000 63.29
1.618 61.84
2.618 59.50
4.250 55.69
Fisher Pivots for day following 11-Sep-2024
Pivot 1 day 3 day
R1 67.14 67.27
PP 66.97 67.22
S1 66.80 67.18

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

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