NYMEX Light Sweet Crude Oil Future July 2024


Trading Metrics calculated at close of trading on 28-May-2024
Day Change Summary
Previous Current
24-May-2024 28-May-2024 Change Change % Previous Week
Open 77.04 77.81 0.77 1.0% 79.58
High 78.05 80.29 2.24 2.9% 80.11
Low 76.15 77.69 1.54 2.0% 76.15
Close 77.72 79.83 2.11 2.7% 77.72
Range 1.90 2.60 0.70 36.8% 3.96
ATR 1.69 1.76 0.06 3.8% 0.00
Volume 299,075 334,074 34,999 11.7% 1,657,254
Daily Pivots for day following 28-May-2024
Classic Woodie Camarilla DeMark
R4 87.07 86.05 81.26
R3 84.47 83.45 80.55
R2 81.87 81.87 80.31
R1 80.85 80.85 80.07 81.36
PP 79.27 79.27 79.27 79.53
S1 78.25 78.25 79.59 78.76
S2 76.67 76.67 79.35
S3 74.07 75.65 79.12
S4 71.47 73.05 78.40
Weekly Pivots for week ending 24-May-2024
Classic Woodie Camarilla DeMark
R4 89.87 87.76 79.90
R3 85.91 83.80 78.81
R2 81.95 81.95 78.45
R1 79.84 79.84 78.08 78.92
PP 77.99 77.99 77.99 77.53
S1 75.88 75.88 77.36 74.96
S2 74.03 74.03 76.99
S3 70.07 71.92 76.63
S4 66.11 67.96 75.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.29 76.15 4.14 5.2% 1.91 2.4% 89% True False 329,847
10 80.29 76.15 4.14 5.2% 1.73 2.2% 89% True False 314,869
20 82.65 76.15 6.50 8.1% 1.71 2.1% 57% False False 256,612
40 86.16 76.15 10.01 12.5% 1.77 2.2% 37% False False 191,198
60 86.16 75.64 10.52 13.2% 1.64 2.1% 40% False False 148,819
80 86.16 71.33 14.83 18.6% 1.62 2.0% 57% False False 120,656
100 86.16 70.16 16.00 20.0% 1.71 2.1% 60% False False 100,169
120 86.16 69.25 16.91 21.2% 1.77 2.2% 63% False False 85,507
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 91.34
2.618 87.10
1.618 84.50
1.000 82.89
0.618 81.90
HIGH 80.29
0.618 79.30
0.500 78.99
0.382 78.68
LOW 77.69
0.618 76.08
1.000 75.09
1.618 73.48
2.618 70.88
4.250 66.64
Fisher Pivots for day following 28-May-2024
Pivot 1 day 3 day
R1 79.55 79.29
PP 79.27 78.76
S1 78.99 78.22

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

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