NYMEX Light Sweet Crude Oil Future December 2024


Trading Metrics calculated at close of trading on 30-Sep-2024
Day Change Summary
Previous Current
27-Sep-2024 30-Sep-2024 Change Change % Previous Week
Open 66.95 68.08 1.13 1.7% 70.43
High 68.13 68.83 0.70 1.0% 71.60
Low 66.58 67.14 0.56 0.8% 66.49
Close 67.67 67.77 0.10 0.1% 67.67
Range 1.55 1.69 0.14 9.0% 5.11
ATR 2.07 2.04 -0.03 -1.3% 0.00
Volume 169,902 189,292 19,390 11.4% 1,069,143
Daily Pivots for day following 30-Sep-2024
Classic Woodie Camarilla DeMark
R4 72.98 72.07 68.70
R3 71.29 70.38 68.23
R2 69.60 69.60 68.08
R1 68.69 68.69 67.92 68.30
PP 67.91 67.91 67.91 67.72
S1 67.00 67.00 67.62 66.61
S2 66.22 66.22 67.46
S3 64.53 65.31 67.31
S4 62.84 63.62 66.84
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 7.5% 2.10 3.1% 25% False False 214,617
10 71.60 66.49 5.11 7.5% 1.96 2.9% 25% False False 201,657
20 72.50 64.16 8.34 12.3% 2.14 3.2% 43% False False 189,284
40 76.59 64.16 12.43 18.3% 2.05 3.0% 29% False False 160,891
60 80.07 64.16 15.91 23.5% 1.93 2.8% 23% False False 142,583
80 80.95 64.16 16.79 24.8% 1.77 2.6% 22% False False 126,044
100 80.95 64.16 16.79 24.8% 1.71 2.5% 22% False False 114,454
120 81.76 64.16 17.60 26.0% 1.66 2.5% 21% False False 105,871
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 76.01
2.618 73.25
1.618 71.56
1.000 70.52
0.618 69.87
HIGH 68.83
0.618 68.18
0.500 67.99
0.382 67.79
LOW 67.14
0.618 66.10
1.000 65.45
1.618 64.41
2.618 62.72
4.250 59.96
Fisher Pivots for day following 30-Sep-2024
Pivot 1 day 3 day
R1 67.99 67.98
PP 67.91 67.91
S1 67.84 67.84

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

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