NYMEX Light Sweet Crude Oil Future September 2024
| Trading Metrics calculated at close of trading on 03-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2024 |
03-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
77.09 |
76.40 |
-0.69 |
-0.9% |
76.81 |
| High |
77.89 |
76.89 |
-1.00 |
-1.3% |
79.55 |
| Low |
76.02 |
73.60 |
-2.42 |
-3.2% |
76.02 |
| Close |
76.40 |
73.84 |
-2.56 |
-3.4% |
76.40 |
| Range |
1.87 |
3.29 |
1.42 |
75.9% |
3.53 |
| ATR |
1.61 |
1.73 |
0.12 |
7.5% |
0.00 |
| Volume |
113,486 |
147,068 |
33,582 |
29.6% |
417,111 |
|
| Daily Pivots for day following 03-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.65 |
82.53 |
75.65 |
|
| R3 |
81.36 |
79.24 |
74.74 |
|
| R2 |
78.07 |
78.07 |
74.44 |
|
| R1 |
75.95 |
75.95 |
74.14 |
75.37 |
| PP |
74.78 |
74.78 |
74.78 |
74.48 |
| S1 |
72.66 |
72.66 |
73.54 |
72.08 |
| S2 |
71.49 |
71.49 |
73.24 |
|
| S3 |
68.20 |
69.37 |
72.94 |
|
| S4 |
64.91 |
66.08 |
72.03 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.91 |
85.69 |
78.34 |
|
| R3 |
84.38 |
82.16 |
77.37 |
|
| R2 |
80.85 |
80.85 |
77.05 |
|
| R1 |
78.63 |
78.63 |
76.72 |
77.98 |
| PP |
77.32 |
77.32 |
77.32 |
77.00 |
| S1 |
75.10 |
75.10 |
76.08 |
74.45 |
| S2 |
73.79 |
73.79 |
75.75 |
|
| S3 |
70.26 |
71.57 |
75.43 |
|
| S4 |
66.73 |
68.04 |
74.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
79.55 |
73.60 |
5.95 |
8.1% |
2.14 |
2.9% |
4% |
False |
True |
112,835 |
| 10 |
79.55 |
73.60 |
5.95 |
8.1% |
1.84 |
2.5% |
4% |
False |
True |
104,463 |
| 20 |
79.55 |
73.60 |
5.95 |
8.1% |
1.60 |
2.2% |
4% |
False |
True |
88,567 |
| 40 |
84.36 |
73.60 |
10.76 |
14.6% |
1.65 |
2.2% |
2% |
False |
True |
73,208 |
| 60 |
84.36 |
73.60 |
10.76 |
14.6% |
1.51 |
2.1% |
2% |
False |
True |
62,732 |
| 80 |
84.36 |
72.65 |
11.71 |
15.9% |
1.48 |
2.0% |
10% |
False |
False |
54,781 |
| 100 |
84.36 |
70.01 |
14.35 |
19.4% |
1.54 |
2.1% |
27% |
False |
False |
47,118 |
| 120 |
84.36 |
69.11 |
15.25 |
20.7% |
1.63 |
2.2% |
31% |
False |
False |
41,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.87 |
|
2.618 |
85.50 |
|
1.618 |
82.21 |
|
1.000 |
80.18 |
|
0.618 |
78.92 |
|
HIGH |
76.89 |
|
0.618 |
75.63 |
|
0.500 |
75.25 |
|
0.382 |
74.86 |
|
LOW |
73.60 |
|
0.618 |
71.57 |
|
1.000 |
70.31 |
|
1.618 |
68.28 |
|
2.618 |
64.99 |
|
4.250 |
59.62 |
|
|
| Fisher Pivots for day following 03-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
75.25 |
76.04 |
| PP |
74.78 |
75.31 |
| S1 |
74.31 |
74.57 |
|