NYMEX Light Sweet Crude Oil Future August 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 79.92 80.75 0.83 1.0% 74.97
High 80.85 81.52 0.67 0.8% 78.94
Low 79.17 80.30 1.13 1.4% 74.94
Close 80.71 81.29 0.58 0.7% 78.05
Range 1.68 1.22 -0.46 -27.4% 4.00
ATR 1.71 1.67 -0.03 -2.0% 0.00
Volume 485,710 420,499 -65,211 -13.4% 1,211,696
Daily Pivots for day following 20-Jun-2024
Classic Woodie Camarilla DeMark
R4 84.70 84.21 81.96
R3 83.48 82.99 81.63
R2 82.26 82.26 81.51
R1 81.77 81.77 81.40 82.02
PP 81.04 81.04 81.04 81.16
S1 80.55 80.55 81.18 80.80
S2 79.82 79.82 81.07
S3 78.60 79.33 80.95
S4 77.38 78.11 80.62
Weekly Pivots for week ending 14-Jun-2024
Classic Woodie Camarilla DeMark
R4 89.31 87.68 80.25
R3 85.31 83.68 79.15
R2 81.31 81.31 78.78
R1 79.68 79.68 78.42 80.50
PP 77.31 77.31 77.31 77.72
S1 75.68 75.68 77.68 76.50
S2 73.31 73.31 77.32
S3 69.31 71.68 76.95
S4 65.31 67.68 75.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.52 77.35 4.17 5.1% 1.58 1.9% 94% True False 385,411
10 81.52 73.82 7.70 9.5% 1.59 2.0% 97% True False 280,529
20 81.52 72.44 9.08 11.2% 1.75 2.2% 97% True False 218,918
40 82.80 72.44 10.36 12.7% 1.62 2.0% 85% False False 162,080
60 85.27 72.44 12.83 15.8% 1.64 2.0% 69% False False 125,639
80 85.27 72.44 12.83 15.8% 1.57 1.9% 69% False False 100,711
100 85.27 71.05 14.22 17.5% 1.58 1.9% 72% False False 83,346
120 85.27 69.89 15.38 18.9% 1.66 2.0% 74% False False 70,982
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 0.38
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 86.71
2.618 84.71
1.618 83.49
1.000 82.74
0.618 82.27
HIGH 81.52
0.618 81.05
0.500 80.91
0.382 80.77
LOW 80.30
0.618 79.55
1.000 79.08
1.618 78.33
2.618 77.11
4.250 75.12
Fisher Pivots for day following 20-Jun-2024
Pivot 1 day 3 day
R1 81.16 80.71
PP 81.04 80.13
S1 80.91 79.55

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

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