NYMEX Light Sweet Crude Oil Future November 2024


Trading Metrics calculated at close of trading on 23-Sep-2024
Day Change Summary
Previous Current
20-Sep-2024 23-Sep-2024 Change Change % Previous Week
Open 71.18 71.31 0.13 0.2% 68.22
High 71.45 71.81 0.36 0.5% 71.53
Low 70.37 69.49 -0.88 -1.3% 67.70
Close 71.00 70.37 -0.63 -0.9% 71.00
Range 1.08 2.32 1.24 114.8% 3.83
ATR 2.14 2.15 0.01 0.6% 0.00
Volume 306,997 338,267 31,270 10.2% 1,554,923
Daily Pivots for day following 23-Sep-2024
Classic Woodie Camarilla DeMark
R4 77.52 76.26 71.65
R3 75.20 73.94 71.01
R2 72.88 72.88 70.80
R1 71.62 71.62 70.58 71.09
PP 70.56 70.56 70.56 70.29
S1 69.30 69.30 70.16 68.77
S2 68.24 68.24 69.94
S3 65.92 66.98 69.73
S4 63.60 64.66 69.09
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 71.81 68.51 3.30 4.7% 1.93 2.7% 56% True False 331,461
10 71.81 64.61 7.20 10.2% 2.16 3.1% 80% True False 284,026
20 76.40 64.61 11.79 16.8% 2.30 3.3% 49% False False 238,836
40 77.45 64.61 12.84 18.2% 2.22 3.2% 45% False False 179,681
60 81.75 64.61 17.14 24.4% 1.97 2.8% 34% False False 141,159
80 81.75 64.61 17.14 24.4% 1.84 2.6% 34% False False 114,591
100 81.75 64.61 17.14 24.4% 1.75 2.5% 34% False False 95,178
120 82.59 64.61 17.98 25.6% 1.70 2.4% 32% False False 81,280
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.67
2.618 77.88
1.618 75.56
1.000 74.13
0.618 73.24
HIGH 71.81
0.618 70.92
0.500 70.65
0.382 70.38
LOW 69.49
0.618 68.06
1.000 67.17
1.618 65.74
2.618 63.42
4.250 59.63
Fisher Pivots for day following 23-Sep-2024
Pivot 1 day 3 day
R1 70.65 70.47
PP 70.56 70.44
S1 70.46 70.40

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

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