NYMEX Light Sweet Crude Oil Future November 2024


Trading Metrics calculated at close of trading on 04-Oct-2024
Day Change Summary
Previous Current
03-Oct-2024 04-Oct-2024 Change Change % Previous Week
Open 70.98 73.95 2.97 4.2% 68.63
High 74.09 75.57 1.48 2.0% 75.57
Low 70.52 73.46 2.94 4.2% 66.33
Close 73.71 74.38 0.67 0.9% 74.38
Range 3.57 2.11 -1.46 -40.9% 9.24
ATR 2.53 2.50 -0.03 -1.2% 0.00
Volume 460,554 398,522 -62,032 -13.5% 2,306,632
Daily Pivots for day following 04-Oct-2024
Classic Woodie Camarilla DeMark
R4 80.80 79.70 75.54
R3 78.69 77.59 74.96
R2 76.58 76.58 74.77
R1 75.48 75.48 74.57 76.03
PP 74.47 74.47 74.47 74.75
S1 73.37 73.37 74.19 73.92
S2 72.36 72.36 73.99
S3 70.25 71.26 73.80
S4 68.14 69.15 73.22
Weekly Pivots for week ending 04-Oct-2024
Classic Woodie Camarilla DeMark
R4 99.81 96.34 79.46
R3 90.57 87.10 76.92
R2 81.33 81.33 76.07
R1 77.86 77.86 75.23 79.60
PP 72.09 72.09 72.09 72.96
S1 68.62 68.62 73.53 70.36
S2 62.85 62.85 72.69
S3 53.61 59.38 71.84
S4 44.37 50.14 69.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.57 66.33 9.24 12.4% 3.13 4.2% 87% True False 461,326
10 75.57 66.33 9.24 12.4% 2.71 3.6% 87% True False 425,885
20 75.57 64.61 10.96 14.7% 2.39 3.2% 89% True False 346,210
40 77.45 64.61 12.84 17.3% 2.30 3.1% 76% False False 253,090
60 80.08 64.61 15.47 20.8% 2.19 2.9% 63% False False 200,126
80 81.75 64.61 17.14 23.0% 1.96 2.6% 57% False False 160,074
100 81.75 64.61 17.14 23.0% 1.88 2.5% 57% False False 132,651
120 81.75 64.61 17.14 23.0% 1.80 2.4% 57% False False 113,163
Crabel Price Patterns
NR True
NR4 True
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 0.62
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 84.54
2.618 81.09
1.618 78.98
1.000 77.68
0.618 76.87
HIGH 75.57
0.618 74.76
0.500 74.52
0.382 74.27
LOW 73.46
0.618 72.16
1.000 71.35
1.618 70.05
2.618 67.94
4.250 64.49
Fisher Pivots for day following 04-Oct-2024
Pivot 1 day 3 day
R1 74.52 73.83
PP 74.47 73.27
S1 74.43 72.72

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

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