NYMEX Light Sweet Crude Oil Future December 2024


Trading Metrics calculated at close of trading on 24-Sep-2024
Day Change Summary
Previous Current
23-Sep-2024 24-Sep-2024 Change Change % Previous Week
Open 70.43 69.96 -0.47 -0.7% 67.52
High 70.94 71.60 0.66 0.9% 70.62
Low 68.73 69.69 0.96 1.4% 67.02
Close 69.61 70.84 1.23 1.8% 70.10
Range 2.21 1.91 -0.30 -13.6% 3.60
ATR 2.02 2.02 0.00 -0.1% 0.00
Volume 185,350 167,023 -18,327 -9.9% 893,910
Daily Pivots for day following 24-Sep-2024
Classic Woodie Camarilla DeMark
R4 76.44 75.55 71.89
R3 74.53 73.64 71.37
R2 72.62 72.62 71.19
R1 71.73 71.73 71.02 72.18
PP 70.71 70.71 70.71 70.93
S1 69.82 69.82 70.66 70.27
S2 68.80 68.80 70.49
S3 66.89 67.91 70.31
S4 64.98 66.00 69.79
Weekly Pivots for week ending 20-Sep-2024
Classic Woodie Camarilla DeMark
R4 80.05 78.67 72.08
R3 76.45 75.07 71.09
R2 72.85 72.85 70.76
R1 71.47 71.47 70.43 72.16
PP 69.25 69.25 69.25 69.59
S1 67.87 67.87 69.77 68.56
S2 65.65 65.65 69.44
S3 62.05 64.27 69.11
S4 58.45 60.67 68.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.60 67.84 3.76 5.3% 1.80 2.5% 80% True False 188,307
10 71.60 64.49 7.11 10.0% 1.87 2.6% 89% True False 175,503
20 75.22 64.16 11.06 15.6% 2.14 3.0% 60% False False 175,235
40 76.59 64.16 12.43 17.5% 2.09 3.0% 54% False False 151,429
60 80.95 64.16 16.79 23.7% 1.87 2.6% 40% False False 132,924
80 80.95 64.16 16.79 23.7% 1.75 2.5% 40% False False 119,821
100 80.95 64.16 16.79 23.7% 1.66 2.3% 40% False False 107,913
120 81.76 64.16 17.60 24.8% 1.64 2.3% 38% False False 100,565
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.72
2.618 76.60
1.618 74.69
1.000 73.51
0.618 72.78
HIGH 71.60
0.618 70.87
0.500 70.65
0.382 70.42
LOW 69.69
0.618 68.51
1.000 67.78
1.618 66.60
2.618 64.69
4.250 61.57
Fisher Pivots for day following 24-Sep-2024
Pivot 1 day 3 day
R1 70.78 70.62
PP 70.71 70.39
S1 70.65 70.17

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

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