NYMEX Light Sweet Crude Oil Future September 2024


Trading Metrics calculated at close of trading on 04-Jun-2024
Day Change Summary
Previous Current
03-Jun-2024 04-Jun-2024 Change Change % Previous Week
Open 76.40 73.61 -2.79 -3.7% 76.81
High 76.89 73.73 -3.16 -4.1% 79.55
Low 73.60 72.23 -1.37 -1.9% 76.02
Close 73.84 72.75 -1.09 -1.5% 76.40
Range 3.29 1.50 -1.79 -54.4% 3.53
ATR 1.73 1.72 -0.01 -0.5% 0.00
Volume 147,068 145,128 -1,940 -1.3% 417,111
Daily Pivots for day following 04-Jun-2024
Classic Woodie Camarilla DeMark
R4 77.40 76.58 73.58
R3 75.90 75.08 73.16
R2 74.40 74.40 73.03
R1 73.58 73.58 72.89 73.24
PP 72.90 72.90 72.90 72.74
S1 72.08 72.08 72.61 71.74
S2 71.40 71.40 72.48
S3 69.90 70.58 72.34
S4 68.40 69.08 71.93
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 72.23 7.32 10.1% 1.93 2.7% 7% False True 126,045
10 79.55 72.23 7.32 10.1% 1.86 2.6% 7% False True 111,588
20 79.55 72.23 7.32 10.1% 1.63 2.2% 7% False True 92,728
40 84.36 72.23 12.13 16.7% 1.64 2.2% 4% False True 75,715
60 84.36 72.23 12.13 16.7% 1.51 2.1% 4% False True 64,577
80 84.36 72.23 12.13 16.7% 1.47 2.0% 4% False True 56,313
100 84.36 70.01 14.35 19.7% 1.54 2.1% 19% False False 48,299
120 84.36 69.11 15.25 21.0% 1.63 2.2% 24% False False 42,693
Crabel Price Patterns
NR True
NR4 True
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 0.37
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 80.11
2.618 77.66
1.618 76.16
1.000 75.23
0.618 74.66
HIGH 73.73
0.618 73.16
0.500 72.98
0.382 72.80
LOW 72.23
0.618 71.30
1.000 70.73
1.618 69.80
2.618 68.30
4.250 65.86
Fisher Pivots for day following 04-Jun-2024
Pivot 1 day 3 day
R1 72.98 75.06
PP 72.90 74.29
S1 72.83 73.52

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

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