NYMEX Light Sweet Crude Oil Future October 2024
| Trading Metrics calculated at close of trading on 12-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2024 |
12-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
66.28 |
67.39 |
1.11 |
1.7% |
73.53 |
| High |
67.97 |
69.81 |
1.84 |
2.7% |
74.41 |
| Low |
65.63 |
67.24 |
1.61 |
2.5% |
67.17 |
| Close |
67.31 |
68.97 |
1.66 |
2.5% |
67.67 |
| Range |
2.34 |
2.57 |
0.23 |
9.8% |
7.24 |
| ATR |
2.48 |
2.49 |
0.01 |
0.3% |
0.00 |
| Volume |
393,311 |
351,976 |
-41,335 |
-10.5% |
1,785,312 |
|
| Daily Pivots for day following 12-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.38 |
75.25 |
70.38 |
|
| R3 |
73.81 |
72.68 |
69.68 |
|
| R2 |
71.24 |
71.24 |
69.44 |
|
| R1 |
70.11 |
70.11 |
69.21 |
70.68 |
| PP |
68.67 |
68.67 |
68.67 |
68.96 |
| S1 |
67.54 |
67.54 |
68.73 |
68.11 |
| S2 |
66.10 |
66.10 |
68.50 |
|
| S3 |
63.53 |
64.97 |
68.26 |
|
| S4 |
60.96 |
62.40 |
67.56 |
|
|
| 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 |
70.13 |
65.27 |
4.86 |
7.0% |
2.67 |
3.9% |
76% |
False |
False |
367,790 |
| 10 |
76.91 |
65.27 |
11.64 |
16.9% |
2.84 |
4.1% |
32% |
False |
False |
410,861 |
| 20 |
77.60 |
65.27 |
12.33 |
17.9% |
2.52 |
3.7% |
30% |
False |
False |
376,590 |
| 40 |
80.82 |
65.27 |
15.55 |
22.5% |
2.37 |
3.4% |
24% |
False |
False |
291,175 |
| 60 |
82.62 |
65.27 |
17.35 |
25.2% |
2.03 |
2.9% |
21% |
False |
False |
224,565 |
| 80 |
82.62 |
65.27 |
17.35 |
25.2% |
1.92 |
2.8% |
21% |
False |
False |
181,746 |
| 100 |
82.62 |
65.27 |
17.35 |
25.2% |
1.81 |
2.6% |
21% |
False |
False |
150,707 |
| 120 |
83.45 |
65.27 |
18.18 |
26.4% |
1.75 |
2.5% |
20% |
False |
False |
128,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.73 |
|
2.618 |
76.54 |
|
1.618 |
73.97 |
|
1.000 |
72.38 |
|
0.618 |
71.40 |
|
HIGH |
69.81 |
|
0.618 |
68.83 |
|
0.500 |
68.53 |
|
0.382 |
68.22 |
|
LOW |
67.24 |
|
0.618 |
65.65 |
|
1.000 |
64.67 |
|
1.618 |
63.08 |
|
2.618 |
60.51 |
|
4.250 |
56.32 |
|
|
| Fisher Pivots for day following 12-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
68.82 |
68.49 |
| PP |
68.67 |
68.02 |
| S1 |
68.53 |
67.54 |
|