NYMEX Light Sweet Crude Oil Future December 2024


Trading Metrics calculated at close of trading on 03-Sep-2024
Day Change Summary
Previous Current
30-Aug-2024 03-Sep-2024 Change Change % Previous Week
Open 73.78 71.82 -1.96 -2.7% 73.49
High 74.34 72.50 -1.84 -2.5% 75.47
Low 71.67 68.83 -2.84 -4.0% 71.67
Close 71.89 69.04 -2.85 -4.0% 71.89
Range 2.67 3.67 1.00 37.5% 3.80
ATR 1.96 2.08 0.12 6.2% 0.00
Volume 173,592 208,343 34,751 20.0% 836,396
Daily Pivots for day following 03-Sep-2024
Classic Woodie Camarilla DeMark
R4 81.13 78.76 71.06
R3 77.46 75.09 70.05
R2 73.79 73.79 69.71
R1 71.42 71.42 69.38 70.77
PP 70.12 70.12 70.12 69.80
S1 67.75 67.75 68.70 67.10
S2 66.45 66.45 68.37
S3 62.78 64.08 68.03
S4 59.11 60.41 67.02
Weekly Pivots for week ending 30-Aug-2024
Classic Woodie Camarilla DeMark
R4 84.41 81.95 73.98
R3 80.61 78.15 72.94
R2 76.81 76.81 72.59
R1 74.35 74.35 72.24 73.68
PP 73.01 73.01 73.01 72.68
S1 70.55 70.55 71.54 69.88
S2 69.21 69.21 71.19
S3 65.41 66.75 70.85
S4 61.61 62.95 69.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.22 68.83 6.39 9.3% 2.45 3.5% 3% False True 166,683
10 75.47 68.83 6.64 9.6% 2.18 3.2% 3% False True 153,321
20 76.59 68.83 7.76 11.2% 2.03 2.9% 3% False True 134,882
40 79.38 68.83 10.55 15.3% 1.89 2.7% 2% False True 122,974
60 80.95 68.83 12.12 17.6% 1.68 2.4% 2% False True 107,213
80 80.95 68.83 12.12 17.6% 1.62 2.4% 2% False True 97,469
100 81.76 68.83 12.93 18.7% 1.59 2.3% 2% False True 90,508
120 81.76 68.83 12.93 18.7% 1.52 2.2% 2% False True 84,841
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 88.10
2.618 82.11
1.618 78.44
1.000 76.17
0.618 74.77
HIGH 72.50
0.618 71.10
0.500 70.67
0.382 70.23
LOW 68.83
0.618 66.56
1.000 65.16
1.618 62.89
2.618 59.22
4.250 53.23
Fisher Pivots for day following 03-Sep-2024
Pivot 1 day 3 day
R1 70.67 71.62
PP 70.12 70.76
S1 69.58 69.90

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

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