NYMEX Light Sweet Crude Oil Future November 2024


Trading Metrics calculated at close of trading on 02-Oct-2024
Day Change Summary
Previous Current
01-Oct-2024 02-Oct-2024 Change Change % Previous Week
Open 68.41 70.80 2.39 3.5% 71.31
High 71.94 72.49 0.55 0.8% 72.40
Low 66.33 69.87 3.54 5.3% 66.95
Close 69.83 70.10 0.27 0.4% 68.18
Range 5.61 2.62 -2.99 -53.3% 5.45
ATR 2.40 2.42 0.02 0.8% 0.00
Volume 668,216 429,225 -238,991 -35.8% 1,952,222
Daily Pivots for day following 02-Oct-2024
Classic Woodie Camarilla DeMark
R4 78.68 77.01 71.54
R3 76.06 74.39 70.82
R2 73.44 73.44 70.58
R1 71.77 71.77 70.34 71.30
PP 70.82 70.82 70.82 70.58
S1 69.15 69.15 69.86 68.68
S2 68.20 68.20 69.62
S3 65.58 66.53 69.38
S4 62.96 63.91 68.66
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 72.49 66.33 6.16 8.8% 2.93 4.2% 61% True False 453,351
10 72.49 66.33 6.16 8.8% 2.49 3.5% 61% True False 406,170
20 72.49 64.61 7.88 11.2% 2.35 3.3% 70% True False 322,048
40 77.45 64.61 12.84 18.3% 2.27 3.2% 43% False False 237,632
60 80.08 64.61 15.47 22.1% 2.14 3.0% 35% False False 187,434
80 81.75 64.61 17.14 24.5% 1.94 2.8% 32% False False 150,112
100 81.75 64.61 17.14 24.5% 1.85 2.6% 32% False False 124,345
120 82.59 64.61 17.98 25.6% 1.78 2.5% 31% False False 106,184
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 0.55
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.63
2.618 79.35
1.618 76.73
1.000 75.11
0.618 74.11
HIGH 72.49
0.618 71.49
0.500 71.18
0.382 70.87
LOW 69.87
0.618 68.25
1.000 67.25
1.618 65.63
2.618 63.01
4.250 58.74
Fisher Pivots for day following 02-Oct-2024
Pivot 1 day 3 day
R1 71.18 69.87
PP 70.82 69.64
S1 70.46 69.41

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

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