NYMEX Light Sweet Crude Oil Future September 2024


Trading Metrics calculated at close of trading on 28-May-2024
Day Change Summary
Previous Current
24-May-2024 28-May-2024 Change Change % Previous Week
Open 76.17 76.81 0.64 0.8% 78.58
High 77.02 79.25 2.23 2.9% 79.10
Low 75.32 76.74 1.42 1.9% 75.32
Close 76.71 78.83 2.12 2.8% 76.71
Range 1.70 2.51 0.81 47.6% 3.78
ATR 1.53 1.60 0.07 4.7% 0.00
Volume 104,882 79,082 -25,800 -24.6% 480,459
Daily Pivots for day following 28-May-2024
Classic Woodie Camarilla DeMark
R4 85.80 84.83 80.21
R3 83.29 82.32 79.52
R2 80.78 80.78 79.29
R1 79.81 79.81 79.06 80.30
PP 78.27 78.27 78.27 78.52
S1 77.30 77.30 78.60 77.79
S2 75.76 75.76 78.37
S3 73.25 74.79 78.14
S4 70.74 72.28 77.45
Weekly Pivots for week ending 24-May-2024
Classic Woodie Camarilla DeMark
R4 88.38 86.33 78.79
R3 84.60 82.55 77.75
R2 80.82 80.82 77.40
R1 78.77 78.77 77.06 77.91
PP 77.04 77.04 77.04 76.61
S1 74.99 74.99 76.36 74.13
S2 73.26 73.26 76.02
S3 69.48 71.21 75.67
S4 65.70 67.43 74.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.25 75.32 3.93 5.0% 1.79 2.3% 89% True False 97,132
10 79.25 75.32 3.93 5.0% 1.59 2.0% 89% True False 85,411
20 81.25 75.32 5.93 7.5% 1.56 2.0% 59% False False 79,644
40 84.36 75.32 9.04 11.5% 1.58 2.0% 39% False False 66,727
60 84.36 74.50 9.86 12.5% 1.46 1.9% 44% False False 57,657
80 84.36 70.73 13.63 17.3% 1.45 1.8% 59% False False 49,556
100 84.36 69.61 14.75 18.7% 1.55 2.0% 63% False False 42,927
120 84.36 69.11 15.25 19.3% 1.61 2.0% 64% False False 38,061
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 89.92
2.618 85.82
1.618 83.31
1.000 81.76
0.618 80.80
HIGH 79.25
0.618 78.29
0.500 78.00
0.382 77.70
LOW 76.74
0.618 75.19
1.000 74.23
1.618 72.68
2.618 70.17
4.250 66.07
Fisher Pivots for day following 28-May-2024
Pivot 1 day 3 day
R1 78.55 78.32
PP 78.27 77.80
S1 78.00 77.29

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

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