NYMEX Light Sweet Crude Oil Future September 2024
| Trading Metrics calculated at close of trading on 11-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2024 |
11-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
74.63 |
77.17 |
2.54 |
3.4% |
76.40 |
| High |
77.33 |
77.50 |
0.17 |
0.2% |
76.89 |
| Low |
74.55 |
76.40 |
1.85 |
2.5% |
72.23 |
| Close |
76.82 |
77.08 |
0.26 |
0.3% |
74.80 |
| Range |
2.78 |
1.10 |
-1.68 |
-60.4% |
4.66 |
| ATR |
1.71 |
1.66 |
-0.04 |
-2.5% |
0.00 |
| Volume |
113,181 |
115,271 |
2,090 |
1.8% |
576,314 |
|
| Daily Pivots for day following 11-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.29 |
79.79 |
77.69 |
|
| R3 |
79.19 |
78.69 |
77.38 |
|
| R2 |
78.09 |
78.09 |
77.28 |
|
| R1 |
77.59 |
77.59 |
77.18 |
77.29 |
| PP |
76.99 |
76.99 |
76.99 |
76.85 |
| S1 |
76.49 |
76.49 |
76.98 |
76.19 |
| S2 |
75.89 |
75.89 |
76.88 |
|
| S3 |
74.79 |
75.39 |
76.78 |
|
| S4 |
73.69 |
74.29 |
76.48 |
|
|
| 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 |
77.50 |
72.42 |
5.08 |
6.6% |
1.53 |
2.0% |
92% |
True |
False |
102,514 |
| 10 |
79.55 |
72.23 |
7.32 |
9.5% |
1.73 |
2.2% |
66% |
False |
False |
114,279 |
| 20 |
79.55 |
72.23 |
7.32 |
9.5% |
1.66 |
2.2% |
66% |
False |
False |
99,845 |
| 40 |
83.24 |
72.23 |
11.01 |
14.3% |
1.63 |
2.1% |
44% |
False |
False |
82,015 |
| 60 |
84.36 |
72.23 |
12.13 |
15.7% |
1.53 |
2.0% |
40% |
False |
False |
69,810 |
| 80 |
84.36 |
72.23 |
12.13 |
15.7% |
1.48 |
1.9% |
40% |
False |
False |
61,302 |
| 100 |
84.36 |
70.73 |
13.63 |
17.7% |
1.52 |
2.0% |
47% |
False |
False |
52,574 |
| 120 |
84.36 |
69.61 |
14.75 |
19.1% |
1.60 |
2.1% |
51% |
False |
False |
46,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.18 |
|
2.618 |
80.38 |
|
1.618 |
79.28 |
|
1.000 |
78.60 |
|
0.618 |
78.18 |
|
HIGH |
77.50 |
|
0.618 |
77.08 |
|
0.500 |
76.95 |
|
0.382 |
76.82 |
|
LOW |
76.40 |
|
0.618 |
75.72 |
|
1.000 |
75.30 |
|
1.618 |
74.62 |
|
2.618 |
73.52 |
|
4.250 |
71.73 |
|
|
| Fisher Pivots for day following 11-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
77.04 |
76.72 |
| PP |
76.99 |
76.37 |
| S1 |
76.95 |
76.01 |
|