NYMEX Light Sweet Crude Oil Future July 2024


Trading Metrics calculated at close of trading on 17-Jun-2024
Day Change Summary
Previous Current
14-Jun-2024 17-Jun-2024 Change Change % Previous Week
Open 77.96 78.48 0.52 0.7% 75.35
High 79.15 80.66 1.51 1.9% 79.32
Low 77.73 77.98 0.25 0.3% 75.23
Close 78.45 80.33 1.88 2.4% 78.45
Range 1.42 2.68 1.26 88.7% 4.09
ATR 1.73 1.80 0.07 3.9% 0.00
Volume 245,827 126,733 -119,094 -48.4% 1,507,655
Daily Pivots for day following 17-Jun-2024
Classic Woodie Camarilla DeMark
R4 87.70 86.69 81.80
R3 85.02 84.01 81.07
R2 82.34 82.34 80.82
R1 81.33 81.33 80.58 81.84
PP 79.66 79.66 79.66 79.91
S1 78.65 78.65 80.08 79.16
S2 76.98 76.98 79.84
S3 74.30 75.97 79.59
S4 71.62 73.29 78.86
Weekly Pivots for week ending 14-Jun-2024
Classic Woodie Camarilla DeMark
R4 89.94 88.28 80.70
R3 85.85 84.19 79.57
R2 81.76 81.76 79.20
R1 80.10 80.10 78.82 80.93
PP 77.67 77.67 77.67 78.08
S1 76.01 76.01 78.08 76.84
S2 73.58 73.58 77.70
S3 69.49 71.92 77.33
S4 65.40 67.83 76.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.66 77.22 3.44 4.3% 1.58 2.0% 90% True False 263,471
10 80.66 72.48 8.18 10.2% 1.69 2.1% 96% True False 292,214
20 80.66 72.48 8.18 10.2% 1.84 2.3% 96% True False 316,761
40 83.63 72.48 11.15 13.9% 1.73 2.2% 70% False False 257,984
60 86.16 72.48 13.68 17.0% 1.73 2.2% 57% False False 207,036
80 86.16 72.48 13.68 17.0% 1.67 2.1% 57% False False 168,916
100 86.16 71.33 14.83 18.5% 1.69 2.1% 61% False False 141,225
120 86.16 70.16 16.00 19.9% 1.76 2.2% 64% False False 120,260
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 92.05
2.618 87.68
1.618 85.00
1.000 83.34
0.618 82.32
HIGH 80.66
0.618 79.64
0.500 79.32
0.382 79.00
LOW 77.98
0.618 76.32
1.000 75.30
1.618 73.64
2.618 70.96
4.250 66.59
Fisher Pivots for day following 17-Jun-2024
Pivot 1 day 3 day
R1 79.99 79.94
PP 79.66 79.55
S1 79.32 79.17

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

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