NYMEX Light Sweet Crude Oil Future January 2025


Trading Metrics calculated at close of trading on 11-Sep-2024
Day Change Summary
Previous Current
10-Sep-2024 11-Sep-2024 Change Change % Previous Week
Open 66.92 64.93 -1.99 -3.0% 71.34
High 67.26 66.17 -1.09 -1.6% 71.91
Low 63.88 64.22 0.34 0.5% 65.83
Close 64.42 65.77 1.35 2.1% 66.26
Range 3.38 1.95 -1.43 -42.3% 6.08
ATR 2.07 2.06 -0.01 -0.4% 0.00
Volume 80,681 73,133 -7,548 -9.4% 281,113
Daily Pivots for day following 11-Sep-2024
Classic Woodie Camarilla DeMark
R4 71.24 70.45 66.84
R3 69.29 68.50 66.31
R2 67.34 67.34 66.13
R1 66.55 66.55 65.95 66.95
PP 65.39 65.39 65.39 65.58
S1 64.60 64.60 65.59 65.00
S2 63.44 63.44 65.41
S3 61.49 62.65 65.23
S4 59.54 60.70 64.70
Weekly Pivots for week ending 06-Sep-2024
Classic Woodie Camarilla DeMark
R4 86.24 82.33 69.60
R3 80.16 76.25 67.93
R2 74.08 74.08 67.37
R1 70.17 70.17 66.82 69.09
PP 68.00 68.00 68.00 67.46
S1 64.09 64.09 65.70 63.01
S2 61.92 61.92 65.15
S3 55.84 58.01 64.59
S4 49.76 51.93 62.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.01 63.88 5.13 7.8% 2.20 3.3% 37% False False 66,889
10 73.65 63.88 9.77 14.9% 2.31 3.5% 19% False False 64,597
20 75.17 63.88 11.29 17.2% 2.03 3.1% 17% False False 53,735
40 78.07 63.88 14.19 21.6% 1.96 3.0% 13% False False 40,749
60 80.25 63.88 16.37 24.9% 1.69 2.6% 12% False False 33,022
80 80.25 63.88 16.37 24.9% 1.62 2.5% 12% False False 27,688
100 80.25 63.88 16.37 24.9% 1.56 2.4% 12% False False 23,789
120 80.87 63.88 16.99 25.8% 1.46 2.2% 11% False False 20,665
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 74.46
2.618 71.28
1.618 69.33
1.000 68.12
0.618 67.38
HIGH 66.17
0.618 65.43
0.500 65.20
0.382 64.96
LOW 64.22
0.618 63.01
1.000 62.27
1.618 61.06
2.618 59.11
4.250 55.93
Fisher Pivots for day following 11-Sep-2024
Pivot 1 day 3 day
R1 65.58 65.71
PP 65.39 65.64
S1 65.20 65.58

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

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