NYMEX Light Sweet Crude Oil Future October 2024


Trading Metrics calculated at close of trading on 13-Sep-2024
Day Change Summary
Previous Current
12-Sep-2024 13-Sep-2024 Change Change % Previous Week
Open 67.39 69.31 1.92 2.8% 68.13
High 69.81 70.32 0.51 0.7% 70.32
Low 67.24 68.47 1.23 1.8% 65.27
Close 68.97 68.65 -0.32 -0.5% 68.65
Range 2.57 1.85 -0.72 -28.0% 5.05
ATR 2.49 2.44 -0.05 -1.8% 0.00
Volume 351,976 308,983 -42,993 -12.2% 1,796,863
Daily Pivots for day following 13-Sep-2024
Classic Woodie Camarilla DeMark
R4 74.70 73.52 69.67
R3 72.85 71.67 69.16
R2 71.00 71.00 68.99
R1 69.82 69.82 68.82 69.49
PP 69.15 69.15 69.15 68.98
S1 67.97 67.97 68.48 67.64
S2 67.30 67.30 68.31
S3 65.45 66.12 68.14
S4 63.60 64.27 67.63
Weekly Pivots for week ending 13-Sep-2024
Classic Woodie Camarilla DeMark
R4 83.23 80.99 71.43
R3 78.18 75.94 70.04
R2 73.13 73.13 69.58
R1 70.89 70.89 69.11 72.01
PP 68.08 68.08 68.08 68.64
S1 65.84 65.84 68.19 66.96
S2 63.03 63.03 67.72
S3 57.98 60.79 67.26
S4 52.93 55.74 65.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 70.32 65.27 5.05 7.4% 2.44 3.6% 67% True False 359,372
10 76.59 65.27 11.32 16.5% 2.74 4.0% 30% False False 400,944
20 77.60 65.27 12.33 18.0% 2.53 3.7% 27% False False 380,162
40 80.07 65.27 14.80 21.6% 2.37 3.5% 23% False False 294,828
60 82.62 65.27 17.35 25.3% 2.03 3.0% 19% False False 227,847
80 82.62 65.27 17.35 25.3% 1.93 2.8% 19% False False 185,222
100 82.62 65.27 17.35 25.3% 1.82 2.6% 19% False False 153,617
120 83.45 65.27 18.18 26.5% 1.75 2.6% 19% False False 130,788
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 0.69
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 78.18
2.618 75.16
1.618 73.31
1.000 72.17
0.618 71.46
HIGH 70.32
0.618 69.61
0.500 69.40
0.382 69.18
LOW 68.47
0.618 67.33
1.000 66.62
1.618 65.48
2.618 63.63
4.250 60.61
Fisher Pivots for day following 13-Sep-2024
Pivot 1 day 3 day
R1 69.40 68.43
PP 69.15 68.20
S1 68.90 67.98

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

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