NYMEX Light Sweet Crude Oil Future August 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 73.89 72.72 -1.17 -1.6% 77.36
High 73.99 74.07 0.08 0.1% 80.11
Low 72.44 72.69 0.25 0.3% 76.37
Close 73.06 73.82 0.76 1.0% 76.73
Range 1.55 1.38 -0.17 -11.0% 3.74
ATR 1.79 1.76 -0.03 -1.6% 0.00
Volume 209,675 159,604 -50,071 -23.9% 579,189
Daily Pivots for day following 05-Jun-2024
Classic Woodie Camarilla DeMark
R4 77.67 77.12 74.58
R3 76.29 75.74 74.20
R2 74.91 74.91 74.07
R1 74.36 74.36 73.95 74.64
PP 73.53 73.53 73.53 73.66
S1 72.98 72.98 73.69 73.26
S2 72.15 72.15 73.57
S3 70.77 71.60 73.44
S4 69.39 70.22 73.06
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 78.97 72.44 6.53 8.8% 1.98 2.7% 21% False False 184,688
10 80.11 72.44 7.67 10.4% 1.91 2.6% 18% False False 157,308
20 80.11 72.44 7.67 10.4% 1.70 2.3% 18% False False 138,723
40 85.27 72.44 12.83 17.4% 1.72 2.3% 11% False False 107,420
60 85.27 72.44 12.83 17.4% 1.59 2.2% 11% False False 83,581
80 85.27 72.44 12.83 17.4% 1.55 2.1% 11% False False 67,799
100 85.27 70.30 14.97 20.3% 1.60 2.2% 24% False False 56,212
120 85.27 69.19 16.08 21.8% 1.68 2.3% 29% False False 48,288
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 0.38
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 79.94
2.618 77.68
1.618 76.30
1.000 75.45
0.618 74.92
HIGH 74.07
0.618 73.54
0.500 73.38
0.382 73.22
LOW 72.69
0.618 71.84
1.000 71.31
1.618 70.46
2.618 69.08
4.250 66.83
Fisher Pivots for day following 05-Jun-2024
Pivot 1 day 3 day
R1 73.67 74.84
PP 73.53 74.50
S1 73.38 74.16

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

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