NYMEX Light Sweet Crude Oil Future October 2024


Trading Metrics calculated at close of trading on 16-Sep-2024
Day Change Summary
Previous Current
13-Sep-2024 16-Sep-2024 Change Change % Previous Week
Open 69.31 69.16 -0.15 -0.2% 68.13
High 70.32 70.70 0.38 0.5% 70.32
Low 68.47 68.65 0.18 0.3% 65.27
Close 68.65 70.09 1.44 2.1% 68.65
Range 1.85 2.05 0.20 10.8% 5.05
ATR 2.44 2.41 -0.03 -1.1% 0.00
Volume 308,983 295,176 -13,807 -4.5% 1,796,863
Daily Pivots for day following 16-Sep-2024
Classic Woodie Camarilla DeMark
R4 75.96 75.08 71.22
R3 73.91 73.03 70.65
R2 71.86 71.86 70.47
R1 70.98 70.98 70.28 71.42
PP 69.81 69.81 69.81 70.04
S1 68.93 68.93 69.90 69.37
S2 67.76 67.76 69.71
S3 65.71 66.88 69.53
S4 63.66 64.83 68.96
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 70.70 65.27 5.43 7.7% 2.52 3.6% 89% True False 358,460
10 74.41 65.27 9.14 13.0% 2.63 3.7% 53% False False 387,735
20 77.60 65.27 12.33 17.6% 2.51 3.6% 39% False False 379,037
40 78.54 65.27 13.27 18.9% 2.36 3.4% 36% False False 298,409
60 82.62 65.27 17.35 24.8% 2.05 2.9% 28% False False 231,203
80 82.62 65.27 17.35 24.8% 1.94 2.8% 28% False False 188,289
100 82.62 65.27 17.35 24.8% 1.82 2.6% 28% False False 156,325
120 83.45 65.27 18.18 25.9% 1.76 2.5% 27% False False 133,178
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.67
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.41
2.618 76.07
1.618 74.02
1.000 72.75
0.618 71.97
HIGH 70.70
0.618 69.92
0.500 69.68
0.382 69.43
LOW 68.65
0.618 67.38
1.000 66.60
1.618 65.33
2.618 63.28
4.250 59.94
Fisher Pivots for day following 16-Sep-2024
Pivot 1 day 3 day
R1 69.95 69.72
PP 69.81 69.34
S1 69.68 68.97

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

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