NYMEX Light Sweet Crude Oil Future October 2024


Trading Metrics calculated at close of trading on 20-Sep-2024
Day Change Summary
Previous Current
19-Sep-2024 20-Sep-2024 Change Change % Previous Week
Open 70.13 72.10 1.97 2.8% 69.16
High 72.49 72.40 -0.09 -0.1% 72.49
Low 70.12 71.36 1.24 1.8% 68.65
Close 71.95 71.92 -0.03 0.0% 71.92
Range 2.37 1.04 -1.33 -56.1% 3.84
ATR 2.36 2.27 -0.09 -4.0% 0.00
Volume 86,630 23,475 -63,155 -72.9% 759,817
Daily Pivots for day following 20-Sep-2024
Classic Woodie Camarilla DeMark
R4 75.01 74.51 72.49
R3 73.97 73.47 72.21
R2 72.93 72.93 72.11
R1 72.43 72.43 72.02 72.16
PP 71.89 71.89 71.89 71.76
S1 71.39 71.39 71.82 71.12
S2 70.85 70.85 71.73
S3 69.81 70.35 71.63
S4 68.77 69.31 71.35
Weekly Pivots for week ending 20-Sep-2024
Classic Woodie Camarilla DeMark
R4 82.54 81.07 74.03
R3 78.70 77.23 72.98
R2 74.86 74.86 72.62
R1 73.39 73.39 72.27 74.13
PP 71.02 71.02 71.02 71.39
S1 69.55 69.55 71.57 70.29
S2 67.18 67.18 71.22
S3 63.34 65.71 70.86
S4 59.50 61.87 69.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.49 68.65 3.84 5.3% 1.90 2.6% 85% False False 151,963
10 72.49 65.27 7.22 10.0% 2.17 3.0% 92% False False 255,668
20 77.60 65.27 12.33 17.1% 2.44 3.4% 54% False False 328,468
40 78.54 65.27 13.27 18.5% 2.37 3.3% 50% False False 291,272
60 82.62 65.27 17.35 24.1% 2.09 2.9% 38% False False 234,143
80 82.62 65.27 17.35 24.1% 1.94 2.7% 38% False False 192,149
100 82.62 65.27 17.35 24.1% 1.85 2.6% 38% False False 160,307
120 83.45 65.27 18.18 25.3% 1.79 2.5% 37% False False 136,597
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Narrowest range in 48 trading days
Fibonacci Retracements and Extensions
4.250 76.82
2.618 75.12
1.618 74.08
1.000 73.44
0.618 73.04
HIGH 72.40
0.618 72.00
0.500 71.88
0.382 71.76
LOW 71.36
0.618 70.72
1.000 70.32
1.618 69.68
2.618 68.64
4.250 66.94
Fisher Pivots for day following 20-Sep-2024
Pivot 1 day 3 day
R1 71.91 71.65
PP 71.89 71.38
S1 71.88 71.11

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

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