NYMEX Light Sweet Crude Oil Future December 2024


Trading Metrics calculated at close of trading on 02-Oct-2024
Day Change Summary
Previous Current
01-Oct-2024 02-Oct-2024 Change Change % Previous Week
Open 68.05 70.30 2.25 3.3% 70.43
High 71.36 71.95 0.59 0.8% 71.60
Low 65.99 69.45 3.46 5.2% 66.49
Close 69.39 69.69 0.30 0.4% 67.67
Range 5.37 2.50 -2.87 -53.4% 5.11
ATR 2.28 2.30 0.02 0.9% 0.00
Volume 353,033 241,143 -111,890 -31.7% 1,069,143
Daily Pivots for day following 02-Oct-2024
Classic Woodie Camarilla DeMark
R4 77.86 76.28 71.07
R3 75.36 73.78 70.38
R2 72.86 72.86 70.15
R1 71.28 71.28 69.92 70.82
PP 70.36 70.36 70.36 70.14
S1 68.78 68.78 69.46 68.32
S2 67.86 67.86 69.23
S3 65.36 66.28 69.00
S4 62.86 63.78 68.32
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 71.95 65.99 5.96 8.6% 2.82 4.0% 62% True False 245,612
10 71.95 65.99 5.96 8.6% 2.38 3.4% 62% True False 224,622
20 71.95 64.16 7.79 11.2% 2.23 3.2% 71% True False 198,052
40 76.59 64.16 12.43 17.8% 2.13 3.1% 44% False False 168,986
60 79.28 64.16 15.12 21.7% 2.02 2.9% 37% False False 150,376
80 80.95 64.16 16.79 24.1% 1.84 2.6% 33% False False 131,809
100 80.95 64.16 16.79 24.1% 1.76 2.5% 33% False False 119,159
120 81.76 64.16 17.60 25.3% 1.71 2.5% 31% False False 109,691
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 0.54
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.58
2.618 78.50
1.618 76.00
1.000 74.45
0.618 73.50
HIGH 71.95
0.618 71.00
0.500 70.70
0.382 70.41
LOW 69.45
0.618 67.91
1.000 66.95
1.618 65.41
2.618 62.91
4.250 58.83
Fisher Pivots for day following 02-Oct-2024
Pivot 1 day 3 day
R1 70.70 69.45
PP 70.36 69.21
S1 70.03 68.97

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

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