NYMEX Light Sweet Crude Oil Future August 2024


Trading Metrics calculated at close of trading on 02-Jul-2024
Day Change Summary
Previous Current
01-Jul-2024 02-Jul-2024 Change Change % Previous Week
Open 81.45 83.43 1.98 2.4% 80.45
High 83.64 84.38 0.74 0.9% 82.72
Low 81.38 82.72 1.34 1.6% 80.18
Close 83.38 82.81 -0.57 -0.7% 81.54
Range 2.26 1.66 -0.60 -26.5% 2.54
ATR 1.67 1.66 0.00 0.0% 0.00
Volume 345,780 367,787 22,007 6.4% 1,432,787
Daily Pivots for day following 02-Jul-2024
Classic Woodie Camarilla DeMark
R4 88.28 87.21 83.72
R3 86.62 85.55 83.27
R2 84.96 84.96 83.11
R1 83.89 83.89 82.96 83.60
PP 83.30 83.30 83.30 83.16
S1 82.23 82.23 82.66 81.94
S2 81.64 81.64 82.51
S3 79.98 80.57 82.35
S4 78.32 78.91 81.90
Weekly Pivots for week ending 28-Jun-2024
Classic Woodie Camarilla DeMark
R4 89.10 87.86 82.94
R3 86.56 85.32 82.24
R2 84.02 84.02 82.01
R1 82.78 82.78 81.77 83.40
PP 81.48 81.48 81.48 81.79
S1 80.24 80.24 81.31 80.86
S2 78.94 78.94 81.07
S3 76.40 77.70 80.84
S4 73.86 75.16 80.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.38 80.18 4.20 5.1% 1.73 2.1% 63% True False 317,714
10 84.38 79.17 5.21 6.3% 1.59 1.9% 70% True False 334,306
20 84.38 72.44 11.94 14.4% 1.59 1.9% 87% True False 280,571
40 84.38 72.44 11.94 14.4% 1.64 2.0% 87% True False 205,057
60 85.27 72.44 12.83 15.5% 1.69 2.0% 81% False False 160,374
80 85.27 72.44 12.83 15.5% 1.59 1.9% 81% False False 128,858
100 85.27 72.44 12.83 15.5% 1.56 1.9% 81% False False 106,912
120 85.27 70.30 14.97 18.1% 1.61 1.9% 84% False False 90,699
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 0.47
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 91.44
2.618 88.73
1.618 87.07
1.000 86.04
0.618 85.41
HIGH 84.38
0.618 83.75
0.500 83.55
0.382 83.35
LOW 82.72
0.618 81.69
1.000 81.06
1.618 80.03
2.618 78.37
4.250 75.67
Fisher Pivots for day following 02-Jul-2024
Pivot 1 day 3 day
R1 83.55 82.77
PP 83.30 82.72
S1 83.06 82.68

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

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