NYMEX Light Sweet Crude Oil Future September 2024


Trading Metrics calculated at close of trading on 12-Jun-2024
Day Change Summary
Previous Current
11-Jun-2024 12-Jun-2024 Change Change % Previous Week
Open 77.17 77.30 0.13 0.2% 76.40
High 77.50 78.44 0.94 1.2% 76.89
Low 76.40 77.12 0.72 0.9% 72.23
Close 77.08 77.68 0.60 0.8% 74.80
Range 1.10 1.32 0.22 20.0% 4.66
ATR 1.66 1.64 -0.02 -1.3% 0.00
Volume 115,271 123,807 8,536 7.4% 576,314
Daily Pivots for day following 12-Jun-2024
Classic Woodie Camarilla DeMark
R4 81.71 81.01 78.41
R3 80.39 79.69 78.04
R2 79.07 79.07 77.92
R1 78.37 78.37 77.80 78.72
PP 77.75 77.75 77.75 77.92
S1 77.05 77.05 77.56 77.40
S2 76.43 76.43 77.44
S3 75.11 75.73 77.32
S4 73.79 74.41 76.95
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 78.44 73.44 5.00 6.4% 1.54 2.0% 85% True False 106,042
10 78.48 72.23 6.25 8.0% 1.72 2.2% 87% False False 116,961
20 79.55 72.23 7.32 9.4% 1.65 2.1% 74% False False 102,550
40 83.09 72.23 10.86 14.0% 1.64 2.1% 50% False False 84,054
60 84.36 72.23 12.13 15.6% 1.53 2.0% 45% False False 71,116
80 84.36 72.23 12.13 15.6% 1.48 1.9% 45% False False 62,493
100 84.36 70.73 13.63 17.5% 1.52 2.0% 51% False False 53,691
120 84.36 69.61 14.75 19.0% 1.59 2.1% 55% False False 47,311
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.05
2.618 81.90
1.618 80.58
1.000 79.76
0.618 79.26
HIGH 78.44
0.618 77.94
0.500 77.78
0.382 77.62
LOW 77.12
0.618 76.30
1.000 75.80
1.618 74.98
2.618 73.66
4.250 71.51
Fisher Pivots for day following 12-Jun-2024
Pivot 1 day 3 day
R1 77.78 77.29
PP 77.75 76.89
S1 77.71 76.50

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

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