NYMEX Light Sweet Crude Oil Future November 2024
| Trading Metrics calculated at close of trading on 30-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2024 |
30-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
67.45 |
68.63 |
1.18 |
1.7% |
71.31 |
| High |
68.65 |
69.32 |
0.67 |
1.0% |
72.40 |
| Low |
67.06 |
67.57 |
0.51 |
0.8% |
66.95 |
| Close |
68.18 |
68.17 |
-0.01 |
0.0% |
68.18 |
| Range |
1.59 |
1.75 |
0.16 |
10.1% |
5.45 |
| ATR |
2.18 |
2.15 |
-0.03 |
-1.4% |
0.00 |
| Volume |
341,133 |
350,115 |
8,982 |
2.6% |
1,952,222 |
|
| Daily Pivots for day following 30-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.60 |
72.64 |
69.13 |
|
| R3 |
71.85 |
70.89 |
68.65 |
|
| R2 |
70.10 |
70.10 |
68.49 |
|
| R1 |
69.14 |
69.14 |
68.33 |
68.75 |
| PP |
68.35 |
68.35 |
68.35 |
68.16 |
| S1 |
67.39 |
67.39 |
68.01 |
67.00 |
| S2 |
66.60 |
66.60 |
67.85 |
|
| S3 |
64.85 |
65.64 |
67.69 |
|
| S4 |
63.10 |
63.89 |
67.21 |
|
|
| 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% |
2.17 |
3.2% |
22% |
False |
False |
392,814 |
| 10 |
72.40 |
66.95 |
5.45 |
8.0% |
2.05 |
3.0% |
22% |
False |
False |
362,137 |
| 20 |
73.35 |
64.61 |
8.74 |
12.8% |
2.26 |
3.3% |
41% |
False |
False |
290,516 |
| 40 |
77.45 |
64.61 |
12.84 |
18.8% |
2.18 |
3.2% |
28% |
False |
False |
215,153 |
| 60 |
80.77 |
64.61 |
16.16 |
23.7% |
2.04 |
3.0% |
22% |
False |
False |
170,240 |
| 80 |
81.75 |
64.61 |
17.14 |
25.1% |
1.86 |
2.7% |
21% |
False |
False |
137,032 |
| 100 |
81.75 |
64.61 |
17.14 |
25.1% |
1.79 |
2.6% |
21% |
False |
False |
113,771 |
| 120 |
82.59 |
64.61 |
17.98 |
26.4% |
1.74 |
2.5% |
20% |
False |
False |
97,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76.76 |
|
2.618 |
73.90 |
|
1.618 |
72.15 |
|
1.000 |
71.07 |
|
0.618 |
70.40 |
|
HIGH |
69.32 |
|
0.618 |
68.65 |
|
0.500 |
68.45 |
|
0.382 |
68.24 |
|
LOW |
67.57 |
|
0.618 |
66.49 |
|
1.000 |
65.82 |
|
1.618 |
64.74 |
|
2.618 |
62.99 |
|
4.250 |
60.13 |
|
|
| Fisher Pivots for day following 30-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
68.45 |
68.48 |
| PP |
68.35 |
68.38 |
| S1 |
68.26 |
68.27 |
|