NYMEX Light Sweet Crude Oil Future August 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 76.73 73.89 -2.84 -3.7% 77.36
High 77.23 73.99 -3.24 -4.2% 80.11
Low 73.84 72.44 -1.40 -1.9% 76.37
Close 74.09 73.06 -1.03 -1.4% 76.73
Range 3.39 1.55 -1.84 -54.3% 3.74
ATR 1.80 1.79 -0.01 -0.6% 0.00
Volume 219,931 209,675 -10,256 -4.7% 579,189
Daily Pivots for day following 04-Jun-2024
Classic Woodie Camarilla DeMark
R4 77.81 76.99 73.91
R3 76.26 75.44 73.49
R2 74.71 74.71 73.34
R1 73.89 73.89 73.20 73.53
PP 73.16 73.16 73.16 72.98
S1 72.34 72.34 72.92 71.98
S2 71.61 71.61 72.78
S3 70.06 70.79 72.63
S4 68.51 69.24 72.21
Weekly Pivots for week ending 31-May-2024
Classic Woodie Camarilla DeMark
R4 88.96 86.58 78.79
R3 85.22 82.84 77.76
R2 81.48 81.48 77.42
R1 79.10 79.10 77.07 78.42
PP 77.74 77.74 77.74 77.40
S1 75.36 75.36 76.39 74.68
S2 74.00 74.00 76.04
S3 70.26 71.62 75.70
S4 66.52 67.88 74.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.11 72.44 7.67 10.5% 2.01 2.8% 8% False True 177,463
10 80.11 72.44 7.67 10.5% 1.93 2.6% 8% False True 158,678
20 80.11 72.44 7.67 10.5% 1.70 2.3% 8% False True 136,139
40 85.27 72.44 12.83 17.6% 1.72 2.4% 5% False True 104,653
60 85.27 72.44 12.83 17.6% 1.59 2.2% 5% False True 81,423
80 85.27 72.44 12.83 17.6% 1.55 2.1% 5% False True 65,933
100 85.27 70.30 14.97 20.5% 1.60 2.2% 18% False False 54,686
120 85.27 69.19 16.08 22.0% 1.70 2.3% 24% False False 47,009
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 0.39
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 80.58
2.618 78.05
1.618 76.50
1.000 75.54
0.618 74.95
HIGH 73.99
0.618 73.40
0.500 73.22
0.382 73.03
LOW 72.44
0.618 71.48
1.000 70.89
1.618 69.93
2.618 68.38
4.250 65.85
Fisher Pivots for day following 04-Jun-2024
Pivot 1 day 3 day
R1 73.22 75.36
PP 73.16 74.59
S1 73.11 73.83

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

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