NYMEX Light Sweet Crude Oil Future December 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 70.49 73.35 2.86 4.1% 68.08
High 73.51 74.84 1.33 1.8% 74.84
Low 70.08 72.94 2.86 4.1% 65.99
Close 73.17 73.68 0.51 0.7% 73.68
Range 3.43 1.90 -1.53 -44.6% 8.85
ATR 2.41 2.37 -0.04 -1.5% 0.00
Volume 275,077 247,076 -28,001 -10.2% 1,305,621
Daily Pivots for day following 04-Oct-2024
Classic Woodie Camarilla DeMark
R4 79.52 78.50 74.73
R3 77.62 76.60 74.20
R2 75.72 75.72 74.03
R1 74.70 74.70 73.85 75.21
PP 73.82 73.82 73.82 74.08
S1 72.80 72.80 73.51 73.31
S2 71.92 71.92 73.33
S3 70.02 70.90 73.16
S4 68.12 69.00 72.64
Weekly Pivots for week ending 04-Oct-2024
Classic Woodie Camarilla DeMark
R4 98.05 94.72 78.55
R3 89.20 85.87 76.11
R2 80.35 80.35 75.30
R1 77.02 77.02 74.49 78.69
PP 71.50 71.50 71.50 72.34
S1 68.17 68.17 72.87 69.84
S2 62.65 62.65 72.06
S3 53.80 59.32 71.25
S4 44.95 50.47 68.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.84 65.99 8.85 12.0% 2.98 4.0% 87% True False 261,124
10 74.84 65.99 8.85 12.0% 2.59 3.5% 87% True False 237,476
20 74.84 64.16 10.68 14.5% 2.27 3.1% 89% True False 207,367
40 76.59 64.16 12.43 16.9% 2.16 2.9% 77% False False 175,854
60 79.28 64.16 15.12 20.5% 2.07 2.8% 63% False False 156,114
80 80.95 64.16 16.79 22.8% 1.86 2.5% 57% False False 136,553
100 80.95 64.16 16.79 22.8% 1.79 2.4% 57% False False 123,364
120 80.95 64.16 16.79 22.8% 1.73 2.3% 57% False False 112,946
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 0.60
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 82.92
2.618 79.81
1.618 77.91
1.000 76.74
0.618 76.01
HIGH 74.84
0.618 74.11
0.500 73.89
0.382 73.67
LOW 72.94
0.618 71.77
1.000 71.04
1.618 69.87
2.618 67.97
4.250 64.87
Fisher Pivots for day following 04-Oct-2024
Pivot 1 day 3 day
R1 73.89 73.17
PP 73.82 72.66
S1 73.75 72.15

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

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