NYMEX Light Sweet Crude Oil Future December 2024


Trading Metrics calculated at close of trading on 12-Sep-2024
Day Change Summary
Previous Current
11-Sep-2024 12-Sep-2024 Change Change % Previous Week
Open 65.28 66.18 0.90 1.4% 71.82
High 66.53 68.24 1.71 2.6% 72.50
Low 64.49 66.04 1.55 2.4% 66.07
Close 66.08 67.53 1.45 2.2% 66.52
Range 2.04 2.20 0.16 7.8% 6.43
ATR 2.17 2.17 0.00 0.1% 0.00
Volume 199,561 154,054 -45,507 -22.8% 754,663
Daily Pivots for day following 12-Sep-2024
Classic Woodie Camarilla DeMark
R4 73.87 72.90 68.74
R3 71.67 70.70 68.14
R2 69.47 69.47 67.93
R1 68.50 68.50 67.73 68.99
PP 67.27 67.27 67.27 67.51
S1 66.30 66.30 67.33 66.79
S2 65.07 65.07 67.13
S3 62.87 64.10 66.93
S4 60.67 61.90 66.32
Weekly Pivots for week ending 06-Sep-2024
Classic Woodie Camarilla DeMark
R4 87.65 83.52 70.06
R3 81.22 77.09 68.29
R2 74.79 74.79 67.70
R1 70.66 70.66 67.11 69.51
PP 68.36 68.36 68.36 67.79
S1 64.23 64.23 65.93 63.08
S2 61.93 61.93 65.34
S3 55.50 57.80 64.75
S4 49.07 51.37 62.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.90 64.16 4.74 7.0% 2.40 3.6% 71% False False 174,004
10 74.40 64.16 10.24 15.2% 2.47 3.7% 33% False False 183,854
20 75.71 64.16 11.55 17.1% 2.18 3.2% 29% False False 156,376
40 78.81 64.16 14.65 21.7% 2.08 3.1% 23% False False 138,485
60 80.95 64.16 16.79 24.9% 1.79 2.7% 20% False False 119,122
80 80.95 64.16 16.79 24.9% 1.72 2.5% 20% False False 108,717
100 80.95 64.16 16.79 24.9% 1.63 2.4% 20% False False 98,326
120 81.76 64.16 17.60 26.1% 1.59 2.4% 19% False False 92,132
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 0.54
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.59
2.618 74.00
1.618 71.80
1.000 70.44
0.618 69.60
HIGH 68.24
0.618 67.40
0.500 67.14
0.382 66.88
LOW 66.04
0.618 64.68
1.000 63.84
1.618 62.48
2.618 60.28
4.250 56.69
Fisher Pivots for day following 12-Sep-2024
Pivot 1 day 3 day
R1 67.40 67.09
PP 67.27 66.64
S1 67.14 66.20

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

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