NYMEX Light Sweet Crude Oil Future August 2024


Trading Metrics calculated at close of trading on 03-Jul-2024
Day Change Summary
Previous Current
02-Jul-2024 03-Jul-2024 Change Change % Previous Week
Open 83.43 83.20 -0.23 -0.3% 80.45
High 84.38 83.93 -0.45 -0.5% 82.72
Low 82.72 82.46 -0.26 -0.3% 80.18
Close 82.81 83.88 1.07 1.3% 81.54
Range 1.66 1.47 -0.19 -11.4% 2.54
ATR 1.66 1.65 -0.01 -0.8% 0.00
Volume 367,787 289,685 -78,102 -21.2% 1,432,787
Daily Pivots for day following 03-Jul-2024
Classic Woodie Camarilla DeMark
R4 87.83 87.33 84.69
R3 86.36 85.86 84.28
R2 84.89 84.89 84.15
R1 84.39 84.39 84.01 84.64
PP 83.42 83.42 83.42 83.55
S1 82.92 82.92 83.75 83.17
S2 81.95 81.95 83.61
S3 80.48 81.45 83.48
S4 79.01 79.98 83.07
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 80.51 3.87 4.6% 1.73 2.1% 87% False False 313,969
10 84.38 80.18 4.20 5.0% 1.57 1.9% 88% False False 314,703
20 84.38 72.69 11.69 13.9% 1.59 1.9% 96% False False 284,571
40 84.38 72.44 11.94 14.2% 1.65 2.0% 96% False False 210,355
60 85.27 72.44 12.83 15.3% 1.68 2.0% 89% False False 164,626
80 85.27 72.44 12.83 15.3% 1.59 1.9% 89% False False 132,210
100 85.27 72.44 12.83 15.3% 1.56 1.9% 89% False False 109,660
120 85.27 70.30 14.97 17.8% 1.60 1.9% 91% False False 93,000
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 90.18
2.618 87.78
1.618 86.31
1.000 85.40
0.618 84.84
HIGH 83.93
0.618 83.37
0.500 83.20
0.382 83.02
LOW 82.46
0.618 81.55
1.000 80.99
1.618 80.08
2.618 78.61
4.250 76.21
Fisher Pivots for day following 03-Jul-2024
Pivot 1 day 3 day
R1 83.65 83.55
PP 83.42 83.21
S1 83.20 82.88

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

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