NYMEX Light Sweet Crude Oil Future December 2024


Trading Metrics calculated at close of trading on 27-Sep-2024
Day Change Summary
Previous Current
26-Sep-2024 27-Sep-2024 Change Change % Previous Week
Open 69.30 66.95 -2.35 -3.4% 70.43
High 69.47 68.13 -1.34 -1.9% 71.60
Low 66.49 66.58 0.09 0.1% 66.49
Close 67.19 67.67 0.48 0.7% 67.67
Range 2.98 1.55 -1.43 -48.0% 5.11
ATR 2.11 2.07 -0.04 -1.9% 0.00
Volume 274,694 169,902 -104,792 -38.1% 1,069,143
Daily Pivots for day following 27-Sep-2024
Classic Woodie Camarilla DeMark
R4 72.11 71.44 68.52
R3 70.56 69.89 68.10
R2 69.01 69.01 67.95
R1 68.34 68.34 67.81 68.68
PP 67.46 67.46 67.46 67.63
S1 66.79 66.79 67.53 67.13
S2 65.91 65.91 67.39
S3 64.36 65.24 67.24
S4 62.81 63.69 66.82
Weekly Pivots for week ending 27-Sep-2024
Classic Woodie Camarilla DeMark
R4 83.92 80.90 70.48
R3 78.81 75.79 69.08
R2 73.70 73.70 68.61
R1 70.68 70.68 68.14 69.64
PP 68.59 68.59 68.59 68.06
S1 65.57 65.57 67.20 64.53
S2 63.48 63.48 66.73
S3 58.37 60.46 66.26
S4 53.26 55.35 64.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.60 66.49 5.11 7.6% 2.20 3.3% 23% False False 213,828
10 71.60 66.49 5.11 7.6% 1.97 2.9% 23% False False 196,305
20 74.34 64.16 10.18 15.0% 2.19 3.2% 34% False False 188,499
40 76.59 64.16 12.43 18.4% 2.11 3.1% 28% False False 159,708
60 80.95 64.16 16.79 24.8% 1.92 2.8% 21% False False 140,485
80 80.95 64.16 16.79 24.8% 1.76 2.6% 21% False False 124,627
100 80.95 64.16 16.79 24.8% 1.70 2.5% 21% False False 113,248
120 81.76 64.16 17.60 26.0% 1.66 2.5% 20% False False 104,774
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.33
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 74.72
2.618 72.19
1.618 70.64
1.000 69.68
0.618 69.09
HIGH 68.13
0.618 67.54
0.500 67.36
0.382 67.17
LOW 66.58
0.618 65.62
1.000 65.03
1.618 64.07
2.618 62.52
4.250 59.99
Fisher Pivots for day following 27-Sep-2024
Pivot 1 day 3 day
R1 67.57 68.77
PP 67.46 68.40
S1 67.36 68.04

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

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