NYMEX Light Sweet Crude Oil Future December 2024


Trading Metrics calculated at close of trading on 17-Sep-2024
Day Change Summary
Previous Current
16-Sep-2024 17-Sep-2024 Change Change % Previous Week
Open 67.52 68.53 1.01 1.5% 66.79
High 68.84 69.80 0.96 1.4% 68.61
Low 67.02 67.81 0.79 1.2% 64.16
Close 68.29 69.17 0.88 1.3% 67.09
Range 1.82 1.99 0.17 9.3% 4.45
ATR 2.11 2.10 -0.01 -0.4% 0.00
Volume 135,774 168,970 33,196 24.4% 878,683
Daily Pivots for day following 17-Sep-2024
Classic Woodie Camarilla DeMark
R4 74.90 74.02 70.26
R3 72.91 72.03 69.72
R2 70.92 70.92 69.53
R1 70.04 70.04 69.35 70.48
PP 68.93 68.93 68.93 69.15
S1 68.05 68.05 68.99 68.49
S2 66.94 66.94 68.81
S3 64.95 66.06 68.62
S4 62.96 64.07 68.08
Weekly Pivots for week ending 13-Sep-2024
Classic Woodie Camarilla DeMark
R4 79.97 77.98 69.54
R3 75.52 73.53 68.31
R2 71.07 71.07 67.91
R1 69.08 69.08 67.50 70.08
PP 66.62 66.62 66.62 67.12
S1 64.63 64.63 66.68 65.63
S2 62.17 62.17 66.27
S3 57.72 60.18 65.87
S4 53.27 55.73 64.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.80 64.49 5.31 7.7% 1.94 2.8% 88% True False 162,699
10 69.98 64.16 5.82 8.4% 2.15 3.1% 86% False False 172,974
20 75.47 64.16 11.31 16.4% 2.16 3.1% 44% False False 163,147
40 76.59 64.16 12.43 18.0% 2.09 3.0% 40% False False 141,961
60 80.95 64.16 16.79 24.3% 1.82 2.6% 30% False False 122,529
80 80.95 64.16 16.79 24.3% 1.74 2.5% 30% False False 112,204
100 80.95 64.16 16.79 24.3% 1.65 2.4% 30% False False 101,328
120 81.76 64.16 17.60 25.4% 1.61 2.3% 28% False False 95,123
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 0.56
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 78.26
2.618 75.01
1.618 73.02
1.000 71.79
0.618 71.03
HIGH 69.80
0.618 69.04
0.500 68.81
0.382 68.57
LOW 67.81
0.618 66.58
1.000 65.82
1.618 64.59
2.618 62.60
4.250 59.35
Fisher Pivots for day following 17-Sep-2024
Pivot 1 day 3 day
R1 69.05 68.90
PP 68.93 68.64
S1 68.81 68.37

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

View Archives - Comment on this page... - Back to Index of Symbols