NYMEX Light Sweet Crude Oil Future October 2024
| Trading Metrics calculated at close of trading on 06-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2024 |
06-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
69.27 |
69.33 |
0.06 |
0.1% |
73.53 |
| High |
70.82 |
70.13 |
-0.69 |
-1.0% |
74.41 |
| Low |
68.75 |
67.17 |
-1.58 |
-2.3% |
67.17 |
| Close |
69.15 |
67.67 |
-1.48 |
-2.1% |
67.67 |
| Range |
2.07 |
2.96 |
0.89 |
43.0% |
7.24 |
| ATR |
2.41 |
2.45 |
0.04 |
1.6% |
0.00 |
| Volume |
405,596 |
323,182 |
-82,414 |
-20.3% |
1,757,420 |
|
| Daily Pivots for day following 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.20 |
75.40 |
69.30 |
|
| R3 |
74.24 |
72.44 |
68.48 |
|
| R2 |
71.28 |
71.28 |
68.21 |
|
| R1 |
69.48 |
69.48 |
67.94 |
68.90 |
| PP |
68.32 |
68.32 |
68.32 |
68.04 |
| S1 |
66.52 |
66.52 |
67.40 |
65.94 |
| S2 |
65.36 |
65.36 |
67.13 |
|
| S3 |
62.40 |
63.56 |
66.86 |
|
| S4 |
59.44 |
60.60 |
66.04 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
91.47 |
86.81 |
71.65 |
|
| R3 |
84.23 |
79.57 |
69.66 |
|
| R2 |
76.99 |
76.99 |
69.00 |
|
| R1 |
72.33 |
72.33 |
68.33 |
71.04 |
| PP |
69.75 |
69.75 |
69.75 |
69.11 |
| S1 |
65.09 |
65.09 |
67.01 |
63.80 |
| S2 |
62.51 |
62.51 |
66.34 |
|
| S3 |
55.27 |
57.85 |
65.68 |
|
| S4 |
48.03 |
50.61 |
63.69 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.59 |
67.17 |
9.42 |
13.9% |
3.04 |
4.5% |
5% |
False |
True |
436,938 |
| 10 |
77.60 |
67.17 |
10.43 |
15.4% |
2.71 |
4.0% |
5% |
False |
True |
398,480 |
| 20 |
78.54 |
67.17 |
11.37 |
16.8% |
2.39 |
3.5% |
4% |
False |
True |
351,649 |
| 40 |
81.05 |
67.17 |
13.88 |
20.5% |
2.24 |
3.3% |
4% |
False |
True |
267,267 |
| 60 |
82.62 |
67.17 |
15.45 |
22.8% |
1.95 |
2.9% |
3% |
False |
True |
204,396 |
| 80 |
82.62 |
67.17 |
15.45 |
22.8% |
1.86 |
2.7% |
3% |
False |
True |
164,350 |
| 100 |
82.62 |
67.17 |
15.45 |
22.8% |
1.79 |
2.6% |
3% |
False |
True |
136,426 |
| 120 |
83.45 |
67.17 |
16.28 |
24.1% |
1.70 |
2.5% |
3% |
False |
True |
116,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.71 |
|
2.618 |
77.88 |
|
1.618 |
74.92 |
|
1.000 |
73.09 |
|
0.618 |
71.96 |
|
HIGH |
70.13 |
|
0.618 |
69.00 |
|
0.500 |
68.65 |
|
0.382 |
68.30 |
|
LOW |
67.17 |
|
0.618 |
65.34 |
|
1.000 |
64.21 |
|
1.618 |
62.38 |
|
2.618 |
59.42 |
|
4.250 |
54.59 |
|
|
| Fisher Pivots for day following 06-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
68.65 |
69.32 |
| PP |
68.32 |
68.77 |
| S1 |
68.00 |
68.22 |
|