NYMEX Light Sweet Crude Oil Future November 2024


Trading Metrics calculated at close of trading on 27-Sep-2024
Day Change Summary
Previous Current
26-Sep-2024 27-Sep-2024 Change Change % Previous Week
Open 69.89 67.45 -2.44 -3.5% 71.31
High 70.01 68.65 -1.36 -1.9% 72.40
Low 66.95 67.06 0.11 0.2% 66.95
Close 67.67 68.18 0.51 0.8% 68.18
Range 3.06 1.59 -1.47 -48.0% 5.45
ATR 2.23 2.18 -0.05 -2.0% 0.00
Volume 478,069 341,133 -136,936 -28.6% 1,952,222
Daily Pivots for day following 27-Sep-2024
Classic Woodie Camarilla DeMark
R4 72.73 72.05 69.05
R3 71.14 70.46 68.62
R2 69.55 69.55 68.47
R1 68.87 68.87 68.33 69.21
PP 67.96 67.96 67.96 68.14
S1 67.28 67.28 68.03 67.62
S2 66.37 66.37 67.89
S3 64.78 65.69 67.74
S4 63.19 64.10 67.31
Weekly Pivots for week ending 27-Sep-2024
Classic Woodie Camarilla DeMark
R4 85.53 82.30 71.18
R3 80.08 76.85 69.68
R2 74.63 74.63 69.18
R1 71.40 71.40 68.68 70.29
PP 69.18 69.18 69.18 68.62
S1 65.95 65.95 67.68 64.84
S2 63.73 63.73 67.18
S3 58.28 60.50 66.68
S4 52.83 55.05 65.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.40 66.95 5.45 8.0% 2.28 3.3% 23% False False 390,444
10 72.40 66.95 5.45 8.0% 2.07 3.0% 23% False False 350,714
20 75.31 64.61 10.70 15.7% 2.31 3.4% 33% False False 283,527
40 77.45 64.61 12.84 18.8% 2.23 3.3% 28% False False 209,162
60 81.75 64.61 17.14 25.1% 2.03 3.0% 21% False False 165,054
80 81.75 64.61 17.14 25.1% 1.85 2.7% 21% False False 132,985
100 81.75 64.61 17.14 25.1% 1.78 2.6% 21% False False 110,502
120 82.59 64.61 17.98 26.4% 1.73 2.5% 20% False False 94,429
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 75.41
2.618 72.81
1.618 71.22
1.000 70.24
0.618 69.63
HIGH 68.65
0.618 68.04
0.500 67.86
0.382 67.67
LOW 67.06
0.618 66.08
1.000 65.47
1.618 64.49
2.618 62.90
4.250 60.30
Fisher Pivots for day following 27-Sep-2024
Pivot 1 day 3 day
R1 68.07 69.34
PP 67.96 68.95
S1 67.86 68.57

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

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