NYMEX Light Sweet Crude Oil Future December 2024


Trading Metrics calculated at close of trading on 27-Aug-2024
Day Change Summary
Previous Current
26-Aug-2024 27-Aug-2024 Change Change % Previous Week
Open 73.49 74.95 1.46 2.0% 73.95
High 75.47 75.22 -0.25 -0.3% 74.28
Low 73.37 73.50 0.13 0.2% 70.41
Close 75.21 73.62 -1.59 -2.1% 73.25
Range 2.10 1.72 -0.38 -18.1% 3.87
ATR 1.89 1.88 -0.01 -0.6% 0.00
Volume 211,321 139,351 -71,970 -34.1% 607,620
Daily Pivots for day following 27-Aug-2024
Classic Woodie Camarilla DeMark
R4 79.27 78.17 74.57
R3 77.55 76.45 74.09
R2 75.83 75.83 73.94
R1 74.73 74.73 73.78 74.42
PP 74.11 74.11 74.11 73.96
S1 73.01 73.01 73.46 72.70
S2 72.39 72.39 73.30
S3 70.67 71.29 73.15
S4 68.95 69.57 72.67
Weekly Pivots for week ending 23-Aug-2024
Classic Woodie Camarilla DeMark
R4 84.26 82.62 75.38
R3 80.39 78.75 74.31
R2 76.52 76.52 73.96
R1 74.88 74.88 73.60 73.77
PP 72.65 72.65 72.65 72.09
S1 71.01 71.01 72.90 69.90
S2 68.78 68.78 72.54
S3 64.91 67.14 72.19
S4 61.04 63.27 71.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.47 70.41 5.06 6.9% 1.95 2.7% 63% False False 147,147
10 75.77 70.41 5.36 7.3% 1.86 2.5% 60% False False 130,505
20 76.59 69.87 6.72 9.1% 2.08 2.8% 56% False False 128,084
40 80.95 69.87 11.08 15.1% 1.74 2.4% 34% False False 113,190
60 80.95 69.87 11.08 15.1% 1.62 2.2% 34% False False 102,165
80 80.95 69.87 11.08 15.1% 1.55 2.1% 34% False False 91,932
100 81.76 69.87 11.89 16.2% 1.54 2.1% 32% False False 86,210
120 81.76 69.87 11.89 16.2% 1.47 2.0% 32% False False 80,696
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 82.53
2.618 79.72
1.618 78.00
1.000 76.94
0.618 76.28
HIGH 75.22
0.618 74.56
0.500 74.36
0.382 74.16
LOW 73.50
0.618 72.44
1.000 71.78
1.618 70.72
2.618 69.00
4.250 66.19
Fisher Pivots for day following 27-Aug-2024
Pivot 1 day 3 day
R1 74.36 73.58
PP 74.11 73.54
S1 73.87 73.50

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

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