NYMEX Light Sweet Crude Oil Future July 2024


Trading Metrics calculated at close of trading on 11-Jun-2024
Day Change Summary
Previous Current
10-Jun-2024 11-Jun-2024 Change Change % Previous Week
Open 75.35 78.12 2.77 3.7% 76.97
High 78.29 78.36 0.07 0.1% 77.52
Low 75.23 77.22 1.99 2.6% 72.48
Close 77.74 77.90 0.16 0.2% 75.53
Range 3.06 1.14 -1.92 -62.7% 5.04
ATR 1.88 1.83 -0.05 -2.8% 0.00
Volume 317,031 314,874 -2,157 -0.7% 1,731,028
Daily Pivots for day following 11-Jun-2024
Classic Woodie Camarilla DeMark
R4 81.25 80.71 78.53
R3 80.11 79.57 78.21
R2 78.97 78.97 78.11
R1 78.43 78.43 78.00 78.13
PP 77.83 77.83 77.83 77.68
S1 77.29 77.29 77.80 76.99
S2 76.69 76.69 77.69
S3 75.55 76.15 77.59
S4 74.41 75.01 77.27
Weekly Pivots for week ending 07-Jun-2024
Classic Woodie Camarilla DeMark
R4 90.30 87.95 78.30
R3 85.26 82.91 76.92
R2 80.22 80.22 76.45
R1 77.87 77.87 75.99 76.53
PP 75.18 75.18 75.18 74.50
S1 72.83 72.83 75.07 71.49
S2 70.14 70.14 74.61
S3 65.10 67.79 74.14
S4 60.06 62.75 72.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.36 72.82 5.54 7.1% 1.70 2.2% 92% True False 302,188
10 80.62 72.48 8.14 10.4% 1.90 2.4% 67% False False 334,142
20 80.62 72.48 8.14 10.4% 1.82 2.3% 67% False False 324,505
40 84.90 72.48 12.42 15.9% 1.81 2.3% 44% False False 247,347
60 86.16 72.48 13.68 17.6% 1.71 2.2% 40% False False 195,069
80 86.16 72.48 13.68 17.6% 1.65 2.1% 40% False False 158,561
100 86.16 71.33 14.83 19.0% 1.69 2.2% 44% False False 131,804
120 86.16 70.16 16.00 20.5% 1.76 2.3% 48% False False 112,244
Crabel Price Patterns
NR True
NR4 False
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 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.21
2.618 81.34
1.618 80.20
1.000 79.50
0.618 79.06
HIGH 78.36
0.618 77.92
0.500 77.79
0.382 77.66
LOW 77.22
0.618 76.52
1.000 76.08
1.618 75.38
2.618 74.24
4.250 72.38
Fisher Pivots for day following 11-Jun-2024
Pivot 1 day 3 day
R1 77.86 77.53
PP 77.83 77.16
S1 77.79 76.79

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

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