NYMEX Light Sweet Crude Oil Future November 2024


Trading Metrics calculated at close of trading on 13-Sep-2024
Day Change Summary
Previous Current
12-Sep-2024 13-Sep-2024 Change Change % Previous Week
Open 66.68 68.35 1.67 2.5% 67.42
High 68.93 69.35 0.42 0.6% 69.35
Low 66.55 67.58 1.03 1.5% 64.61
Close 68.15 67.75 -0.40 -0.6% 67.75
Range 2.38 1.77 -0.61 -25.6% 4.74
ATR 2.31 2.27 -0.04 -1.7% 0.00
Volume 221,592 230,304 8,712 3.9% 1,110,430
Daily Pivots for day following 13-Sep-2024
Classic Woodie Camarilla DeMark
R4 73.54 72.41 68.72
R3 71.77 70.64 68.24
R2 70.00 70.00 68.07
R1 68.87 68.87 67.91 68.55
PP 68.23 68.23 68.23 68.07
S1 67.10 67.10 67.59 66.78
S2 66.46 66.46 67.43
S3 64.69 65.33 67.26
S4 62.92 63.56 66.78
Weekly Pivots for week ending 13-Sep-2024
Classic Woodie Camarilla DeMark
R4 81.46 79.34 70.36
R3 76.72 74.60 69.05
R2 71.98 71.98 68.62
R1 69.86 69.86 68.18 70.92
PP 67.24 67.24 67.24 67.77
S1 65.12 65.12 67.32 66.18
S2 62.50 62.50 66.88
S3 57.76 60.38 66.45
S4 53.02 55.64 65.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.35 64.61 4.74 7.0% 2.30 3.4% 66% True False 222,086
10 75.31 64.61 10.70 15.8% 2.56 3.8% 29% False False 216,340
20 76.40 64.61 11.79 17.4% 2.34 3.5% 27% False False 184,801
40 79.08 64.61 14.47 21.4% 2.22 3.3% 22% False False 145,451
60 81.75 64.61 17.14 25.3% 1.90 2.8% 18% False False 113,279
80 81.75 64.61 17.14 25.3% 1.81 2.7% 18% False False 92,302
100 81.75 64.61 17.14 25.3% 1.71 2.5% 18% False False 77,033
120 82.59 64.61 17.98 26.5% 1.66 2.4% 17% False False 65,910
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.62
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 76.87
2.618 73.98
1.618 72.21
1.000 71.12
0.618 70.44
HIGH 69.35
0.618 68.67
0.500 68.47
0.382 68.26
LOW 67.58
0.618 66.49
1.000 65.81
1.618 64.72
2.618 62.95
4.250 60.06
Fisher Pivots for day following 13-Sep-2024
Pivot 1 day 3 day
R1 68.47 67.56
PP 68.23 67.36
S1 67.99 67.17

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

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