NYMEX Light Sweet Crude Oil Future July 2024


Trading Metrics calculated at close of trading on 04-Jun-2024
Day Change Summary
Previous Current
03-Jun-2024 04-Jun-2024 Change Change % Previous Week
Open 76.97 74.02 -2.95 -3.8% 77.81
High 77.52 74.13 -3.39 -4.4% 80.62
Low 73.98 72.48 -1.50 -2.0% 76.67
Close 74.22 73.25 -0.97 -1.3% 76.99
Range 3.54 1.65 -1.89 -53.4% 3.95
ATR 1.89 1.88 -0.01 -0.6% 0.00
Volume 443,271 408,721 -34,550 -7.8% 1,312,567
Daily Pivots for day following 04-Jun-2024
Classic Woodie Camarilla DeMark
R4 78.24 77.39 74.16
R3 76.59 75.74 73.70
R2 74.94 74.94 73.55
R1 74.09 74.09 73.40 73.69
PP 73.29 73.29 73.29 73.09
S1 72.44 72.44 73.10 72.04
S2 71.64 71.64 72.95
S3 69.99 70.79 72.80
S4 68.34 69.14 72.34
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 72.48 8.14 11.1% 2.11 2.9% 9% False True 366,097
10 80.62 72.48 8.14 11.1% 2.01 2.7% 9% False True 347,972
20 80.62 72.48 8.14 11.1% 1.79 2.4% 9% False True 297,463
40 86.16 72.48 13.68 18.7% 1.82 2.5% 6% False True 223,828
60 86.16 72.48 13.68 18.7% 1.69 2.3% 6% False True 174,290
80 86.16 72.48 13.68 18.7% 1.64 2.2% 6% False True 141,525
100 86.16 70.54 15.62 21.3% 1.70 2.3% 17% False False 117,596
120 86.16 69.25 16.91 23.1% 1.79 2.4% 24% False False 100,330
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 0.40
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 81.14
2.618 78.45
1.618 76.80
1.000 75.78
0.618 75.15
HIGH 74.13
0.618 73.50
0.500 73.31
0.382 73.11
LOW 72.48
0.618 71.46
1.000 70.83
1.618 69.81
2.618 68.16
4.250 65.47
Fisher Pivots for day following 04-Jun-2024
Pivot 1 day 3 day
R1 73.31 75.55
PP 73.29 74.78
S1 73.27 74.02

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

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