NYMEX Light Sweet Crude Oil Future September 2024


Trading Metrics calculated at close of trading on 10-Jun-2024
Day Change Summary
Previous Current
07-Jun-2024 10-Jun-2024 Change Change % Previous Week
Open 74.95 74.63 -0.32 -0.4% 76.40
High 75.44 77.33 1.89 2.5% 76.89
Low 74.52 74.55 0.03 0.0% 72.23
Close 74.80 76.82 2.02 2.7% 74.80
Range 0.92 2.78 1.86 202.2% 4.66
ATR 1.63 1.71 0.08 5.1% 0.00
Volume 91,143 113,181 22,038 24.2% 576,314
Daily Pivots for day following 10-Jun-2024
Classic Woodie Camarilla DeMark
R4 84.57 83.48 78.35
R3 81.79 80.70 77.58
R2 79.01 79.01 77.33
R1 77.92 77.92 77.07 78.47
PP 76.23 76.23 76.23 76.51
S1 75.14 75.14 76.57 75.69
S2 73.45 73.45 76.31
S3 70.67 72.36 76.06
S4 67.89 69.58 75.29
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 77.33 72.23 5.10 6.6% 1.61 2.1% 90% True False 108,485
10 79.55 72.23 7.32 9.5% 1.87 2.4% 63% False False 110,660
20 79.55 72.23 7.32 9.5% 1.68 2.2% 63% False False 97,103
40 83.24 72.23 11.01 14.3% 1.65 2.1% 42% False False 80,172
60 84.36 72.23 12.13 15.8% 1.53 2.0% 38% False False 68,447
80 84.36 72.23 12.13 15.8% 1.49 1.9% 38% False False 60,277
100 84.36 70.73 13.63 17.7% 1.53 2.0% 45% False False 51,574
120 84.36 69.61 14.75 19.2% 1.61 2.1% 49% False False 45,491
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 89.15
2.618 84.61
1.618 81.83
1.000 80.11
0.618 79.05
HIGH 77.33
0.618 76.27
0.500 75.94
0.382 75.61
LOW 74.55
0.618 72.83
1.000 71.77
1.618 70.05
2.618 67.27
4.250 62.74
Fisher Pivots for day following 10-Jun-2024
Pivot 1 day 3 day
R1 76.53 76.34
PP 76.23 75.86
S1 75.94 75.39

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

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