NYMEX Light Sweet Crude Oil Future September 2024


Trading Metrics calculated at close of trading on 07-Jun-2024
Day Change Summary
Previous Current
06-Jun-2024 07-Jun-2024 Change Change % Previous Week
Open 73.69 74.95 1.26 1.7% 76.40
High 75.03 75.44 0.41 0.5% 76.89
Low 73.44 74.52 1.08 1.5% 72.23
Close 74.81 74.80 -0.01 0.0% 74.80
Range 1.59 0.92 -0.67 -42.1% 4.66
ATR 1.68 1.63 -0.05 -3.2% 0.00
Volume 86,812 91,143 4,331 5.0% 576,314
Daily Pivots for day following 07-Jun-2024
Classic Woodie Camarilla DeMark
R4 77.68 77.16 75.31
R3 76.76 76.24 75.05
R2 75.84 75.84 74.97
R1 75.32 75.32 74.88 75.12
PP 74.92 74.92 74.92 74.82
S1 74.40 74.40 74.72 74.20
S2 74.00 74.00 74.63
S3 73.08 73.48 74.55
S4 72.16 72.56 74.29
Weekly Pivots for week ending 07-Jun-2024
Classic Woodie Camarilla DeMark
R4 88.62 86.37 77.36
R3 83.96 81.71 76.08
R2 79.30 79.30 75.65
R1 77.05 77.05 75.23 75.85
PP 74.64 74.64 74.64 74.04
S1 72.39 72.39 74.37 71.19
S2 69.98 69.98 73.95
S3 65.32 67.73 73.52
S4 60.66 63.07 72.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.89 72.23 4.66 6.2% 1.71 2.3% 55% False False 115,262
10 79.55 72.23 7.32 9.8% 1.76 2.4% 35% False False 109,830
20 79.55 72.23 7.32 9.8% 1.62 2.2% 35% False False 95,064
40 84.36 72.23 12.13 16.2% 1.63 2.2% 21% False False 78,737
60 84.36 72.23 12.13 16.2% 1.51 2.0% 21% False False 67,354
80 84.36 72.23 12.13 16.2% 1.48 2.0% 21% False False 59,157
100 84.36 70.01 14.35 19.2% 1.52 2.0% 33% False False 50,597
120 84.36 69.61 14.75 19.7% 1.60 2.1% 35% False False 44,635
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.35
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 79.35
2.618 77.85
1.618 76.93
1.000 76.36
0.618 76.01
HIGH 75.44
0.618 75.09
0.500 74.98
0.382 74.87
LOW 74.52
0.618 73.95
1.000 73.60
1.618 73.03
2.618 72.11
4.250 70.61
Fisher Pivots for day following 07-Jun-2024
Pivot 1 day 3 day
R1 74.98 74.51
PP 74.92 74.22
S1 74.86 73.93

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

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