NYMEX Light Sweet Crude Oil Future November 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 69.15 71.18 2.03 2.9% 68.22
High 71.53 71.45 -0.08 -0.1% 71.53
Low 69.13 70.37 1.24 1.8% 67.70
Close 71.16 71.00 -0.16 -0.2% 71.00
Range 2.40 1.08 -1.32 -55.0% 3.83
ATR 2.22 2.14 -0.08 -3.7% 0.00
Volume 354,925 306,997 -47,928 -13.5% 1,554,923
Daily Pivots for day following 20-Sep-2024
Classic Woodie Camarilla DeMark
R4 74.18 73.67 71.59
R3 73.10 72.59 71.30
R2 72.02 72.02 71.20
R1 71.51 71.51 71.10 71.23
PP 70.94 70.94 70.94 70.80
S1 70.43 70.43 70.90 70.15
S2 69.86 69.86 70.80
S3 68.78 69.35 70.70
S4 67.70 68.27 70.41
Weekly Pivots for week ending 20-Sep-2024
Classic Woodie Camarilla DeMark
R4 81.57 80.11 73.11
R3 77.74 76.28 72.05
R2 73.91 73.91 71.70
R1 72.45 72.45 71.35 73.18
PP 70.08 70.08 70.08 70.44
S1 68.62 68.62 70.65 69.35
S2 66.25 66.25 70.30
S3 62.42 64.79 69.95
S4 58.59 60.96 68.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.53 67.70 3.83 5.4% 1.85 2.6% 86% False False 310,984
10 71.53 64.61 6.92 9.7% 2.08 2.9% 92% False False 266,535
20 76.40 64.61 11.79 16.6% 2.28 3.2% 54% False False 228,488
40 77.45 64.61 12.84 18.1% 2.22 3.1% 50% False False 173,438
60 81.75 64.61 17.14 24.1% 1.95 2.7% 37% False False 136,227
80 81.75 64.61 17.14 24.1% 1.82 2.6% 37% False False 110,727
100 81.75 64.61 17.14 24.1% 1.75 2.5% 37% False False 91,947
120 82.59 64.61 17.98 25.3% 1.69 2.4% 36% False False 78,580
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 76.04
2.618 74.28
1.618 73.20
1.000 72.53
0.618 72.12
HIGH 71.45
0.618 71.04
0.500 70.91
0.382 70.78
LOW 70.37
0.618 69.70
1.000 69.29
1.618 68.62
2.618 67.54
4.250 65.78
Fisher Pivots for day following 20-Sep-2024
Pivot 1 day 3 day
R1 70.97 70.69
PP 70.94 70.37
S1 70.91 70.06

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

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