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 |
|
|
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 |
|