NYMEX Light Sweet Crude Oil Future August 2024


Trading Metrics calculated at close of trading on 12-Jun-2024
Day Change Summary
Previous Current
11-Jun-2024 12-Jun-2024 Change Change % Previous Week
Open 77.65 77.80 0.15 0.2% 76.73
High 77.99 78.94 0.95 1.2% 77.23
Low 76.86 77.56 0.70 0.9% 72.44
Close 77.55 78.15 0.60 0.8% 75.22
Range 1.13 1.38 0.25 22.1% 4.79
ATR 1.74 1.71 -0.02 -1.4% 0.00
Volume 202,574 209,177 6,603 3.3% 873,855
Daily Pivots for day following 12-Jun-2024
Classic Woodie Camarilla DeMark
R4 82.36 81.63 78.91
R3 80.98 80.25 78.53
R2 79.60 79.60 78.40
R1 78.87 78.87 78.28 79.24
PP 78.22 78.22 78.22 78.40
S1 77.49 77.49 78.02 77.86
S2 76.84 76.84 77.90
S3 75.46 76.11 77.77
S4 74.08 74.73 77.39
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 78.94 73.82 5.12 6.6% 1.61 2.1% 85% True False 175,646
10 78.97 72.44 6.53 8.4% 1.79 2.3% 87% False False 180,167
20 80.11 72.44 7.67 9.8% 1.72 2.2% 74% False False 157,065
40 84.00 72.44 11.56 14.8% 1.72 2.2% 49% False False 123,297
60 85.27 72.44 12.83 16.4% 1.61 2.1% 45% False False 95,986
80 85.27 72.44 12.83 16.4% 1.56 2.0% 45% False False 77,845
100 85.27 71.05 14.22 18.2% 1.59 2.0% 50% False False 64,499
120 85.27 69.89 15.38 19.7% 1.66 2.1% 54% False False 55,256
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.81
2.618 82.55
1.618 81.17
1.000 80.32
0.618 79.79
HIGH 78.94
0.618 78.41
0.500 78.25
0.382 78.09
LOW 77.56
0.618 76.71
1.000 76.18
1.618 75.33
2.618 73.95
4.250 71.70
Fisher Pivots for day following 12-Jun-2024
Pivot 1 day 3 day
R1 78.25 77.75
PP 78.22 77.34
S1 78.18 76.94

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

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