NYMEX Light Sweet Crude Oil Future October 2024


Trading Metrics calculated at close of trading on 19-Sep-2024
Day Change Summary
Previous Current
18-Sep-2024 19-Sep-2024 Change Change % Previous Week
Open 71.14 70.13 -1.01 -1.4% 68.13
High 71.48 72.49 1.01 1.4% 70.32
Low 69.73 70.12 0.39 0.6% 65.27
Close 70.91 71.95 1.04 1.5% 68.65
Range 1.75 2.37 0.62 35.4% 5.05
ATR 2.36 2.36 0.00 0.0% 0.00
Volume 102,907 86,630 -16,277 -15.8% 1,796,863
Daily Pivots for day following 19-Sep-2024
Classic Woodie Camarilla DeMark
R4 78.63 77.66 73.25
R3 76.26 75.29 72.60
R2 73.89 73.89 72.38
R1 72.92 72.92 72.17 73.41
PP 71.52 71.52 71.52 71.76
S1 70.55 70.55 71.73 71.04
S2 69.15 69.15 71.52
S3 66.78 68.18 71.30
S4 64.41 65.81 70.65
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 72.49 68.47 4.02 5.6% 2.07 2.9% 87% True False 209,065
10 72.49 65.27 7.22 10.0% 2.37 3.3% 93% True False 288,427
20 77.60 65.27 12.33 17.1% 2.49 3.5% 54% False False 344,000
40 78.54 65.27 13.27 18.4% 2.40 3.3% 50% False False 296,286
60 82.62 65.27 17.35 24.1% 2.09 2.9% 39% False False 234,969
80 82.62 65.27 17.35 24.1% 1.96 2.7% 39% False False 192,357
100 82.62 65.27 17.35 24.1% 1.85 2.6% 39% False False 160,272
120 83.45 65.27 18.18 25.3% 1.79 2.5% 37% False False 136,538
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 82.56
2.618 78.69
1.618 76.32
1.000 74.86
0.618 73.95
HIGH 72.49
0.618 71.58
0.500 71.31
0.382 71.03
LOW 70.12
0.618 68.66
1.000 67.75
1.618 66.29
2.618 63.92
4.250 60.05
Fisher Pivots for day following 19-Sep-2024
Pivot 1 day 3 day
R1 71.74 71.65
PP 71.52 71.35
S1 71.31 71.05

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

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