NYMEX Light Sweet Crude Oil Future July 2024
| Trading Metrics calculated at close of trading on 03-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2024 |
03-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
77.91 |
76.97 |
-0.94 |
-1.2% |
77.81 |
| High |
78.62 |
77.52 |
-1.10 |
-1.4% |
80.62 |
| Low |
76.67 |
73.98 |
-2.69 |
-3.5% |
76.67 |
| Close |
76.99 |
74.22 |
-2.77 |
-3.6% |
76.99 |
| Range |
1.95 |
3.54 |
1.59 |
81.5% |
3.95 |
| ATR |
1.77 |
1.89 |
0.13 |
7.2% |
0.00 |
| Volume |
345,120 |
443,271 |
98,151 |
28.4% |
1,312,567 |
|
| Daily Pivots for day following 03-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.86 |
83.58 |
76.17 |
|
| R3 |
82.32 |
80.04 |
75.19 |
|
| R2 |
78.78 |
78.78 |
74.87 |
|
| R1 |
76.50 |
76.50 |
74.54 |
75.87 |
| PP |
75.24 |
75.24 |
75.24 |
74.93 |
| S1 |
72.96 |
72.96 |
73.90 |
72.33 |
| S2 |
71.70 |
71.70 |
73.57 |
|
| S3 |
68.16 |
69.42 |
73.25 |
|
| S4 |
64.62 |
65.88 |
72.27 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.94 |
87.42 |
79.16 |
|
| R3 |
85.99 |
83.47 |
78.08 |
|
| R2 |
82.04 |
82.04 |
77.71 |
|
| R1 |
79.52 |
79.52 |
77.35 |
78.81 |
| PP |
78.09 |
78.09 |
78.09 |
77.74 |
| S1 |
75.57 |
75.57 |
76.63 |
74.86 |
| S2 |
74.14 |
74.14 |
76.27 |
|
| S3 |
70.19 |
71.62 |
75.90 |
|
| S4 |
66.24 |
67.67 |
74.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
80.62 |
73.98 |
6.64 |
8.9% |
2.30 |
3.1% |
4% |
False |
True |
351,167 |
| 10 |
80.62 |
73.98 |
6.64 |
8.9% |
1.99 |
2.7% |
4% |
False |
True |
341,309 |
| 20 |
80.62 |
73.98 |
6.64 |
8.9% |
1.76 |
2.4% |
4% |
False |
True |
284,657 |
| 40 |
86.16 |
73.98 |
12.18 |
16.4% |
1.83 |
2.5% |
2% |
False |
True |
215,909 |
| 60 |
86.16 |
73.98 |
12.18 |
16.4% |
1.69 |
2.3% |
2% |
False |
True |
168,361 |
| 80 |
86.16 |
73.36 |
12.80 |
17.2% |
1.65 |
2.2% |
7% |
False |
False |
136,933 |
| 100 |
86.16 |
70.54 |
15.62 |
21.0% |
1.71 |
2.3% |
24% |
False |
False |
113,703 |
| 120 |
86.16 |
69.25 |
16.91 |
22.8% |
1.78 |
2.4% |
29% |
False |
False |
96,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
92.57 |
|
2.618 |
86.79 |
|
1.618 |
83.25 |
|
1.000 |
81.06 |
|
0.618 |
79.71 |
|
HIGH |
77.52 |
|
0.618 |
76.17 |
|
0.500 |
75.75 |
|
0.382 |
75.33 |
|
LOW |
73.98 |
|
0.618 |
71.79 |
|
1.000 |
70.44 |
|
1.618 |
68.25 |
|
2.618 |
64.71 |
|
4.250 |
58.94 |
|
|
| Fisher Pivots for day following 03-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
75.75 |
76.70 |
| PP |
75.24 |
75.87 |
| S1 |
74.73 |
75.05 |
|