NYMEX Light Sweet Crude Oil Future August 2024


Trading Metrics calculated at close of trading on 27-Jun-2024
Day Change Summary
Previous Current
26-Jun-2024 27-Jun-2024 Change Change % Previous Week
Open 80.72 80.86 0.14 0.2% 78.12
High 81.63 82.04 0.41 0.5% 81.79
Low 80.18 80.51 0.33 0.4% 77.58
Close 80.90 81.74 0.84 1.0% 80.73
Range 1.45 1.53 0.08 5.5% 4.21
ATR 1.62 1.61 -0.01 -0.4% 0.00
Volume 308,410 306,342 -2,068 -0.7% 1,599,449
Daily Pivots for day following 27-Jun-2024
Classic Woodie Camarilla DeMark
R4 86.02 85.41 82.58
R3 84.49 83.88 82.16
R2 82.96 82.96 82.02
R1 82.35 82.35 81.88 82.66
PP 81.43 81.43 81.43 81.58
S1 80.82 80.82 81.60 81.13
S2 79.90 79.90 81.46
S3 78.37 79.29 81.32
S4 76.84 77.76 80.90
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 82.04 80.18 1.86 2.3% 1.46 1.8% 84% True False 292,607
10 82.04 77.35 4.69 5.7% 1.52 1.9% 94% True False 339,009
20 82.04 72.44 9.60 11.7% 1.66 2.0% 97% True False 259,588
40 82.04 72.44 9.60 11.7% 1.63 2.0% 97% True False 189,131
60 85.27 72.44 12.83 15.7% 1.66 2.0% 72% False False 146,265
80 85.27 72.44 12.83 15.7% 1.57 1.9% 72% False False 117,840
100 85.27 71.05 14.22 17.4% 1.54 1.9% 75% False False 97,533
120 85.27 69.91 15.36 18.8% 1.61 2.0% 77% False False 82,791
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 0.43
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 88.54
2.618 86.05
1.618 84.52
1.000 83.57
0.618 82.99
HIGH 82.04
0.618 81.46
0.500 81.28
0.382 81.09
LOW 80.51
0.618 79.56
1.000 78.98
1.618 78.03
2.618 76.50
4.250 74.01
Fisher Pivots for day following 27-Jun-2024
Pivot 1 day 3 day
R1 81.59 81.53
PP 81.43 81.32
S1 81.28 81.11

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

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