NYMEX Light Sweet Crude Oil Future November 2024


Trading Metrics calculated at close of trading on 11-Sep-2024
Day Change Summary
Previous Current
10-Sep-2024 11-Sep-2024 Change Change % Previous Week
Open 67.97 65.73 -2.24 -3.3% 72.64
High 68.30 67.14 -1.16 -1.7% 73.35
Low 64.61 64.99 0.38 0.6% 66.51
Close 65.14 66.60 1.46 2.2% 66.98
Range 3.69 2.15 -1.54 -41.7% 6.84
ATR 2.32 2.31 -0.01 -0.5% 0.00
Volume 257,971 237,204 -20,767 -8.1% 842,640
Daily Pivots for day following 11-Sep-2024
Classic Woodie Camarilla DeMark
R4 72.69 71.80 67.78
R3 70.54 69.65 67.19
R2 68.39 68.39 66.99
R1 67.50 67.50 66.80 67.95
PP 66.24 66.24 66.24 66.47
S1 65.35 65.35 66.40 65.80
S2 64.09 64.09 66.21
S3 61.94 63.20 66.01
S4 59.79 61.05 65.42
Weekly Pivots for week ending 06-Sep-2024
Classic Woodie Camarilla DeMark
R4 89.47 85.06 70.74
R3 82.63 78.22 68.86
R2 75.79 75.79 68.23
R1 71.38 71.38 67.61 70.17
PP 68.95 68.95 68.95 68.34
S1 64.54 64.54 66.35 63.33
S2 62.11 62.11 65.73
S3 55.27 57.70 65.10
S4 48.43 50.86 63.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 70.01 64.61 5.40 8.1% 2.43 3.6% 37% False False 206,874
10 75.51 64.61 10.90 16.4% 2.60 3.9% 18% False False 206,746
20 76.53 64.61 11.92 17.9% 2.30 3.4% 17% False False 175,255
40 79.69 64.61 15.08 22.6% 2.18 3.3% 13% False False 139,283
60 81.75 64.61 17.14 25.7% 1.88 2.8% 12% False False 107,062
80 81.75 64.61 17.14 25.7% 1.79 2.7% 12% False False 86,926
100 81.75 64.61 17.14 25.7% 1.72 2.6% 12% False False 72,794
120 82.59 64.61 17.98 27.0% 1.64 2.5% 11% False False 62,248
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 76.28
2.618 72.77
1.618 70.62
1.000 69.29
0.618 68.47
HIGH 67.14
0.618 66.32
0.500 66.07
0.382 65.81
LOW 64.99
0.618 63.66
1.000 62.84
1.618 61.51
2.618 59.36
4.250 55.85
Fisher Pivots for day following 11-Sep-2024
Pivot 1 day 3 day
R1 66.42 66.55
PP 66.24 66.50
S1 66.07 66.46

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

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