NYMEX Light Sweet Crude Oil Future August 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 74.97 77.65 2.68 3.6% 76.73
High 77.85 77.99 0.14 0.2% 77.23
Low 74.94 76.86 1.92 2.6% 72.44
Close 77.33 77.55 0.22 0.3% 75.22
Range 2.91 1.13 -1.78 -61.2% 4.79
ATR 1.79 1.74 -0.05 -2.6% 0.00
Volume 181,835 202,574 20,739 11.4% 873,855
Daily Pivots for day following 11-Jun-2024
Classic Woodie Camarilla DeMark
R4 80.86 80.33 78.17
R3 79.73 79.20 77.86
R2 78.60 78.60 77.76
R1 78.07 78.07 77.65 77.77
PP 77.47 77.47 77.47 77.32
S1 76.94 76.94 77.45 76.64
S2 76.34 76.34 77.34
S3 75.21 75.81 77.24
S4 74.08 74.68 76.93
Weekly Pivots for week ending 07-Jun-2024
Classic Woodie Camarilla DeMark
R4 89.33 87.07 77.85
R3 84.54 82.28 76.54
R2 79.75 79.75 76.10
R1 77.49 77.49 75.66 76.23
PP 74.96 74.96 74.96 74.33
S1 72.70 72.70 74.78 71.44
S2 70.17 70.17 74.34
S3 65.38 67.91 73.90
S4 60.59 63.12 72.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.99 72.69 5.30 6.8% 1.61 2.1% 92% True False 165,731
10 80.11 72.44 7.67 9.9% 1.81 2.3% 67% False False 171,597
20 80.11 72.44 7.67 9.9% 1.73 2.2% 67% False False 152,646
40 84.10 72.44 11.66 15.0% 1.72 2.2% 44% False False 119,219
60 85.27 72.44 12.83 16.5% 1.61 2.1% 40% False False 93,037
80 85.27 72.44 12.83 16.5% 1.56 2.0% 40% False False 75,449
100 85.27 71.05 14.22 18.3% 1.59 2.0% 46% False False 62,492
120 85.27 69.89 15.38 19.8% 1.67 2.1% 50% False False 53,567
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 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.79
2.618 80.95
1.618 79.82
1.000 79.12
0.618 78.69
HIGH 77.99
0.618 77.56
0.500 77.43
0.382 77.29
LOW 76.86
0.618 76.16
1.000 75.73
1.618 75.03
2.618 73.90
4.250 72.06
Fisher Pivots for day following 11-Jun-2024
Pivot 1 day 3 day
R1 77.51 77.19
PP 77.47 76.82
S1 77.43 76.46

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

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