NYMEX Light Sweet Crude Oil Future November 2024


Trading Metrics calculated at close of trading on 24-Sep-2024
Day Change Summary
Previous Current
23-Sep-2024 24-Sep-2024 Change Change % Previous Week
Open 71.31 70.76 -0.55 -0.8% 68.22
High 71.81 72.40 0.59 0.8% 71.53
Low 69.49 70.44 0.95 1.4% 67.70
Close 70.37 71.56 1.19 1.7% 71.00
Range 2.32 1.96 -0.36 -15.5% 3.83
ATR 2.15 2.14 -0.01 -0.4% 0.00
Volume 338,267 318,516 -19,751 -5.8% 1,554,923
Daily Pivots for day following 24-Sep-2024
Classic Woodie Camarilla DeMark
R4 77.35 76.41 72.64
R3 75.39 74.45 72.10
R2 73.43 73.43 71.92
R1 72.49 72.49 71.74 72.96
PP 71.47 71.47 71.47 71.70
S1 70.53 70.53 71.38 71.00
S2 69.51 69.51 71.20
S3 67.55 68.57 71.02
S4 65.59 66.61 70.48
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 72.40 68.58 3.82 5.3% 1.90 2.7% 78% True False 337,179
10 72.40 64.99 7.41 10.4% 1.98 2.8% 89% True False 290,080
20 76.21 64.61 11.60 16.2% 2.28 3.2% 60% False False 244,297
40 77.45 64.61 12.84 17.9% 2.22 3.1% 54% False False 185,264
60 81.75 64.61 17.14 24.0% 1.98 2.8% 41% False False 146,005
80 81.75 64.61 17.14 24.0% 1.84 2.6% 41% False False 118,191
100 81.75 64.61 17.14 24.0% 1.74 2.4% 41% False False 98,134
120 82.59 64.61 17.98 25.1% 1.71 2.4% 39% False False 83,859
Crabel Price Patterns
NR True
NR4 False
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 0.44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.73
2.618 77.53
1.618 75.57
1.000 74.36
0.618 73.61
HIGH 72.40
0.618 71.65
0.500 71.42
0.382 71.19
LOW 70.44
0.618 69.23
1.000 68.48
1.618 67.27
2.618 65.31
4.250 62.11
Fisher Pivots for day following 24-Sep-2024
Pivot 1 day 3 day
R1 71.51 71.36
PP 71.47 71.15
S1 71.42 70.95

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

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