NYMEX Light Sweet Crude Oil Future July 2024


Trading Metrics calculated at close of trading on 20-Jun-2024
Day Change Summary
Previous Current
18-Jun-2024 20-Jun-2024 Change Change % Previous Week
Open 81.57 81.52 -0.05 -0.1% 75.35
High 81.57 82.41 0.84 1.0% 79.32
Low 81.57 81.13 -0.44 -0.5% 75.23
Close 81.57 82.17 0.60 0.7% 78.45
Range 0.00 1.28 1.28 4.09
ATR 1.76 1.73 -0.03 -2.0% 0.00
Volume 140,709 23,268 -117,441 -83.5% 1,507,655
Daily Pivots for day following 20-Jun-2024
Classic Woodie Camarilla DeMark
R4 85.74 85.24 82.87
R3 84.46 83.96 82.52
R2 83.18 83.18 82.40
R1 82.68 82.68 82.29 82.93
PP 81.90 81.90 81.90 82.03
S1 81.40 81.40 82.05 81.65
S2 80.62 80.62 81.94
S3 79.34 80.12 81.82
S4 78.06 78.84 81.47
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 82.41 77.67 4.74 5.8% 1.32 1.6% 95% True False 168,835
10 82.41 74.06 8.35 10.2% 1.50 1.8% 97% True False 236,970
20 82.41 72.48 9.93 12.1% 1.75 2.1% 98% True False 289,272
40 83.63 72.48 11.15 13.6% 1.67 2.0% 87% False False 254,618
60 86.16 72.48 13.68 16.6% 1.71 2.1% 71% False False 207,834
80 86.16 72.48 13.68 16.6% 1.64 2.0% 71% False False 169,983
100 86.16 71.33 14.83 18.0% 1.66 2.0% 73% False False 142,439
120 86.16 70.16 16.00 19.5% 1.74 2.1% 75% False False 121,466
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.85
2.618 85.76
1.618 84.48
1.000 83.69
0.618 83.20
HIGH 82.41
0.618 81.92
0.500 81.77
0.382 81.62
LOW 81.13
0.618 80.34
1.000 79.85
1.618 79.06
2.618 77.78
4.250 75.69
Fisher Pivots for day following 20-Jun-2024
Pivot 1 day 3 day
R1 82.04 81.51
PP 81.90 80.85
S1 81.77 80.20

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

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