NYMEX Light Sweet Crude Oil Future July 2024


Trading Metrics calculated at close of trading on 05-Jun-2024
Day Change Summary
Previous Current
04-Jun-2024 05-Jun-2024 Change Change % Previous Week
Open 74.02 72.90 -1.12 -1.5% 77.81
High 74.13 74.33 0.20 0.3% 80.62
Low 72.48 72.82 0.34 0.5% 76.67
Close 73.25 74.07 0.82 1.1% 76.99
Range 1.65 1.51 -0.14 -8.5% 3.95
ATR 1.88 1.86 -0.03 -1.4% 0.00
Volume 408,721 307,701 -101,020 -24.7% 1,312,567
Daily Pivots for day following 05-Jun-2024
Classic Woodie Camarilla DeMark
R4 78.27 77.68 74.90
R3 76.76 76.17 74.49
R2 75.25 75.25 74.35
R1 74.66 74.66 74.21 74.96
PP 73.74 73.74 73.74 73.89
S1 73.15 73.15 73.93 73.45
S2 72.23 72.23 73.79
S3 70.72 71.64 73.65
S4 69.21 70.13 73.24
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 79.42 72.48 6.94 9.4% 2.09 2.8% 23% False False 375,718
10 80.62 72.48 8.14 11.0% 2.00 2.7% 20% False False 341,575
20 80.62 72.48 8.14 11.0% 1.79 2.4% 20% False False 303,220
40 86.16 72.48 13.68 18.5% 1.82 2.5% 12% False False 228,689
60 86.16 72.48 13.68 18.5% 1.69 2.3% 12% False False 178,403
80 86.16 72.48 13.68 18.5% 1.65 2.2% 12% False False 145,030
100 86.16 70.54 15.62 21.1% 1.70 2.3% 23% False False 120,527
120 86.16 69.25 16.91 22.8% 1.77 2.4% 29% False False 102,725
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 9 trading days
Fibonacci Retracements and Extensions
4.250 80.75
2.618 78.28
1.618 76.77
1.000 75.84
0.618 75.26
HIGH 74.33
0.618 73.75
0.500 73.58
0.382 73.40
LOW 72.82
0.618 71.89
1.000 71.31
1.618 70.38
2.618 68.87
4.250 66.40
Fisher Pivots for day following 05-Jun-2024
Pivot 1 day 3 day
R1 73.91 75.00
PP 73.74 74.69
S1 73.58 74.38

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

View Archives - Comment on this page... - Back to Index of Symbols