NYMEX Light Sweet Crude Oil Future September 2024


Trading Metrics calculated at close of trading on 05-Jun-2024
Day Change Summary
Previous Current
04-Jun-2024 05-Jun-2024 Change Change % Previous Week
Open 73.61 72.44 -1.17 -1.6% 76.81
High 73.73 73.66 -0.07 -0.1% 79.55
Low 72.23 72.42 0.19 0.3% 76.02
Close 72.75 73.42 0.67 0.9% 76.40
Range 1.50 1.24 -0.26 -17.3% 3.53
ATR 1.72 1.69 -0.03 -2.0% 0.00
Volume 145,128 106,163 -38,965 -26.8% 417,111
Daily Pivots for day following 05-Jun-2024
Classic Woodie Camarilla DeMark
R4 76.89 76.39 74.10
R3 75.65 75.15 73.76
R2 74.41 74.41 73.65
R1 73.91 73.91 73.53 74.16
PP 73.17 73.17 73.17 73.29
S1 72.67 72.67 73.31 72.92
S2 71.93 71.93 73.19
S3 70.69 71.43 73.08
S4 69.45 70.19 72.74
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 78.48 72.23 6.25 8.5% 1.89 2.6% 19% False False 127,879
10 79.55 72.23 7.32 10.0% 1.85 2.5% 16% False False 110,316
20 79.55 72.23 7.32 10.0% 1.63 2.2% 16% False False 93,297
40 84.36 72.23 12.13 16.5% 1.63 2.2% 10% False False 77,017
60 84.36 72.23 12.13 16.5% 1.51 2.1% 10% False False 65,688
80 84.36 72.23 12.13 16.5% 1.48 2.0% 10% False False 57,420
100 84.36 70.01 14.35 19.5% 1.53 2.1% 24% False False 49,151
120 84.36 69.11 15.25 20.8% 1.61 2.2% 28% False False 43,442
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 78.93
2.618 76.91
1.618 75.67
1.000 74.90
0.618 74.43
HIGH 73.66
0.618 73.19
0.500 73.04
0.382 72.89
LOW 72.42
0.618 71.65
1.000 71.18
1.618 70.41
2.618 69.17
4.250 67.15
Fisher Pivots for day following 05-Jun-2024
Pivot 1 day 3 day
R1 73.29 74.56
PP 73.17 74.18
S1 73.04 73.80

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

View Archives - Comment on this page... - Back to Index of Symbols