NYMEX Light Sweet Crude Oil Future August 2024


Trading Metrics calculated at close of trading on 21-Jun-2024
Day Change Summary
Previous Current
20-Jun-2024 21-Jun-2024 Change Change % Previous Week
Open 80.75 81.27 0.52 0.6% 78.12
High 81.52 81.79 0.27 0.3% 81.79
Low 80.30 80.35 0.05 0.1% 77.58
Close 81.29 80.73 -0.56 -0.7% 80.73
Range 1.22 1.44 0.22 18.0% 4.21
ATR 1.67 1.66 -0.02 -1.0% 0.00
Volume 420,499 290,500 -129,999 -30.9% 1,599,449
Daily Pivots for day following 21-Jun-2024
Classic Woodie Camarilla DeMark
R4 85.28 84.44 81.52
R3 83.84 83.00 81.13
R2 82.40 82.40 80.99
R1 81.56 81.56 80.86 81.26
PP 80.96 80.96 80.96 80.81
S1 80.12 80.12 80.60 79.82
S2 79.52 79.52 80.47
S3 78.08 78.68 80.33
S4 76.64 77.24 79.94
Weekly Pivots for week ending 21-Jun-2024
Classic Woodie Camarilla DeMark
R4 92.66 90.91 83.05
R3 88.45 86.70 81.89
R2 84.24 84.24 81.50
R1 82.49 82.49 81.12 83.37
PP 80.03 80.03 80.03 80.47
S1 78.28 78.28 80.34 79.16
S2 75.82 75.82 79.96
S3 71.61 74.07 79.57
S4 67.40 69.86 78.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.79 77.42 4.37 5.4% 1.63 2.0% 76% True False 383,166
10 81.79 74.93 6.86 8.5% 1.57 1.9% 85% True False 295,073
20 81.79 72.44 9.35 11.6% 1.77 2.2% 89% True False 226,471
40 82.80 72.44 10.36 12.8% 1.63 2.0% 80% False False 167,615
60 85.27 72.44 12.83 15.9% 1.65 2.0% 65% False False 129,920
80 85.27 72.44 12.83 15.9% 1.57 1.9% 65% False False 104,124
100 85.27 71.05 14.22 17.6% 1.57 1.9% 68% False False 86,161
120 85.27 69.89 15.38 19.1% 1.65 2.0% 70% False False 73,364
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 0.41
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.91
2.618 85.56
1.618 84.12
1.000 83.23
0.618 82.68
HIGH 81.79
0.618 81.24
0.500 81.07
0.382 80.90
LOW 80.35
0.618 79.46
1.000 78.91
1.618 78.02
2.618 76.58
4.250 74.23
Fisher Pivots for day following 21-Jun-2024
Pivot 1 day 3 day
R1 81.07 80.65
PP 80.96 80.56
S1 80.84 80.48

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

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