NYMEX Light Sweet Crude Oil Future November 2024


Trading Metrics calculated at close of trading on 12-Sep-2024
Day Change Summary
Previous Current
11-Sep-2024 12-Sep-2024 Change Change % Previous Week
Open 65.73 66.68 0.95 1.4% 72.64
High 67.14 68.93 1.79 2.7% 73.35
Low 64.99 66.55 1.56 2.4% 66.51
Close 66.60 68.15 1.55 2.3% 66.98
Range 2.15 2.38 0.23 10.7% 6.84
ATR 2.31 2.31 0.01 0.2% 0.00
Volume 237,204 221,592 -15,612 -6.6% 842,640
Daily Pivots for day following 12-Sep-2024
Classic Woodie Camarilla DeMark
R4 75.02 73.96 69.46
R3 72.64 71.58 68.80
R2 70.26 70.26 68.59
R1 69.20 69.20 68.37 69.73
PP 67.88 67.88 67.88 68.14
S1 66.82 66.82 67.93 67.35
S2 65.50 65.50 67.71
S3 63.12 64.44 67.50
S4 60.74 62.06 66.84
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 69.41 64.61 4.80 7.0% 2.53 3.7% 74% False False 209,148
10 75.51 64.61 10.90 16.0% 2.64 3.9% 32% False False 215,746
20 76.44 64.61 11.83 17.4% 2.33 3.4% 30% False False 178,013
40 79.69 64.61 15.08 22.1% 2.20 3.2% 23% False False 141,781
60 81.75 64.61 17.14 25.2% 1.89 2.8% 21% False False 110,135
80 81.75 64.61 17.14 25.2% 1.80 2.6% 21% False False 89,560
100 81.75 64.61 17.14 25.2% 1.71 2.5% 21% False False 74,861
120 82.59 64.61 17.98 26.4% 1.65 2.4% 20% False False 64,035
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.05
2.618 75.16
1.618 72.78
1.000 71.31
0.618 70.40
HIGH 68.93
0.618 68.02
0.500 67.74
0.382 67.46
LOW 66.55
0.618 65.08
1.000 64.17
1.618 62.70
2.618 60.32
4.250 56.44
Fisher Pivots for day following 12-Sep-2024
Pivot 1 day 3 day
R1 68.01 67.69
PP 67.88 67.23
S1 67.74 66.77

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

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