NYMEX Light Sweet Crude Oil Future November 2024


Trading Metrics calculated at close of trading on 03-Oct-2024
Day Change Summary
Previous Current
02-Oct-2024 03-Oct-2024 Change Change % Previous Week
Open 70.80 70.98 0.18 0.3% 71.31
High 72.49 74.09 1.60 2.2% 72.40
Low 69.87 70.52 0.65 0.9% 66.95
Close 70.10 73.71 3.61 5.1% 68.18
Range 2.62 3.57 0.95 36.3% 5.45
ATR 2.42 2.53 0.11 4.6% 0.00
Volume 429,225 460,554 31,329 7.3% 1,952,222
Daily Pivots for day following 03-Oct-2024
Classic Woodie Camarilla DeMark
R4 83.48 82.17 75.67
R3 79.91 78.60 74.69
R2 76.34 76.34 74.36
R1 75.03 75.03 74.04 75.69
PP 72.77 72.77 72.77 73.10
S1 71.46 71.46 73.38 72.12
S2 69.20 69.20 73.06
S3 65.63 67.89 72.73
S4 62.06 64.32 71.75
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 74.09 66.33 7.76 10.5% 3.03 4.1% 95% True False 449,848
10 74.09 66.33 7.76 10.5% 2.61 3.5% 95% True False 416,732
20 74.09 64.61 9.48 12.9% 2.43 3.3% 96% True False 334,565
40 77.45 64.61 12.84 17.4% 2.29 3.1% 71% False False 246,072
60 80.08 64.61 15.47 21.0% 2.17 2.9% 59% False False 194,355
80 81.75 64.61 17.14 23.3% 1.95 2.6% 53% False False 155,545
100 81.75 64.61 17.14 23.3% 1.87 2.5% 53% False False 128,812
120 81.75 64.61 17.14 23.3% 1.80 2.4% 53% False False 109,910
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.59
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.26
2.618 83.44
1.618 79.87
1.000 77.66
0.618 76.30
HIGH 74.09
0.618 72.73
0.500 72.31
0.382 71.88
LOW 70.52
0.618 68.31
1.000 66.95
1.618 64.74
2.618 61.17
4.250 55.35
Fisher Pivots for day following 03-Oct-2024
Pivot 1 day 3 day
R1 73.24 72.54
PP 72.77 71.38
S1 72.31 70.21

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

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