NYMEX Light Sweet Crude Oil Future August 2024


Trading Metrics calculated at close of trading on 11-Jul-2024
Day Change Summary
Previous Current
10-Jul-2024 11-Jul-2024 Change Change % Previous Week
Open 81.81 82.40 0.59 0.7% 81.45
High 82.66 83.13 0.47 0.6% 84.52
Low 80.81 81.63 0.82 1.0% 81.38
Close 82.10 82.62 0.52 0.6% 83.16
Range 1.85 1.50 -0.35 -18.9% 3.14
ATR 1.60 1.60 -0.01 -0.5% 0.00
Volume 334,380 324,170 -10,210 -3.1% 1,364,609
Daily Pivots for day following 11-Jul-2024
Classic Woodie Camarilla DeMark
R4 86.96 86.29 83.45
R3 85.46 84.79 83.03
R2 83.96 83.96 82.90
R1 83.29 83.29 82.76 83.63
PP 82.46 82.46 82.46 82.63
S1 81.79 81.79 82.48 82.13
S2 80.96 80.96 82.35
S3 79.46 80.29 82.21
S4 77.96 78.79 81.80
Weekly Pivots for week ending 05-Jul-2024
Classic Woodie Camarilla DeMark
R4 92.44 90.94 84.89
R3 89.30 87.80 84.02
R2 86.16 86.16 83.74
R1 84.66 84.66 83.45 85.41
PP 83.02 83.02 83.02 83.40
S1 81.52 81.52 82.87 82.27
S2 79.88 79.88 82.58
S3 76.74 78.38 82.30
S4 73.60 75.24 81.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 84.52 80.81 3.71 4.5% 1.46 1.8% 49% False False 313,801
10 84.52 80.51 4.01 4.9% 1.60 1.9% 53% False False 313,885
20 84.52 77.35 7.17 8.7% 1.55 1.9% 74% False False 321,589
40 84.52 72.44 12.08 14.6% 1.64 2.0% 84% False False 237,117
60 84.52 72.44 12.08 14.6% 1.66 2.0% 84% False False 186,676
80 85.27 72.44 12.83 15.5% 1.60 1.9% 79% False False 150,175
100 85.27 72.44 12.83 15.5% 1.56 1.9% 79% False False 124,677
120 85.27 71.05 14.22 17.2% 1.58 1.9% 81% False False 105,675
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 0.53
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.51
2.618 87.06
1.618 85.56
1.000 84.63
0.618 84.06
HIGH 83.13
0.618 82.56
0.500 82.38
0.382 82.20
LOW 81.63
0.618 80.70
1.000 80.13
1.618 79.20
2.618 77.70
4.250 75.26
Fisher Pivots for day following 11-Jul-2024
Pivot 1 day 3 day
R1 82.54 82.40
PP 82.46 82.19
S1 82.38 81.97

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

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