NYMEX Light Sweet Crude Oil Future December 2024


Trading Metrics calculated at close of trading on 05-Sep-2024
Day Change Summary
Previous Current
04-Sep-2024 05-Sep-2024 Change Change % Previous Week
Open 68.99 68.00 -0.99 -1.4% 73.49
High 69.98 69.42 -0.56 -0.8% 75.47
Low 67.70 67.74 0.04 0.1% 71.67
Close 68.06 68.08 0.02 0.0% 71.89
Range 2.28 1.68 -0.60 -26.3% 3.80
ATR 2.10 2.07 -0.03 -1.4% 0.00
Volume 210,475 189,371 -21,104 -10.0% 836,396
Daily Pivots for day following 05-Sep-2024
Classic Woodie Camarilla DeMark
R4 73.45 72.45 69.00
R3 71.77 70.77 68.54
R2 70.09 70.09 68.39
R1 69.09 69.09 68.23 69.59
PP 68.41 68.41 68.41 68.67
S1 67.41 67.41 67.93 67.91
S2 66.73 66.73 67.77
S3 65.05 65.73 67.62
S4 63.37 64.05 67.16
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 74.40 67.70 6.70 9.8% 2.53 3.7% 6% False False 193,703
10 75.47 67.70 7.77 11.4% 2.19 3.2% 5% False False 168,491
20 76.59 67.70 8.89 13.1% 1.99 2.9% 4% False False 142,099
40 79.28 67.70 11.58 17.0% 1.93 2.8% 3% False False 129,132
60 80.95 67.70 13.25 19.5% 1.69 2.5% 3% False False 111,645
80 80.95 67.70 13.25 19.5% 1.65 2.4% 3% False False 101,185
100 80.95 67.70 13.25 19.5% 1.61 2.4% 3% False False 93,135
120 81.76 67.70 14.06 20.7% 1.53 2.2% 3% False False 87,101
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 76.56
2.618 73.82
1.618 72.14
1.000 71.10
0.618 70.46
HIGH 69.42
0.618 68.78
0.500 68.58
0.382 68.38
LOW 67.74
0.618 66.70
1.000 66.06
1.618 65.02
2.618 63.34
4.250 60.60
Fisher Pivots for day following 05-Sep-2024
Pivot 1 day 3 day
R1 68.58 70.10
PP 68.41 69.43
S1 68.25 68.75

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

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