NYMEX Light Sweet Crude Oil Future September 2024


Trading Metrics calculated at close of trading on 13-Jun-2024
Day Change Summary
Previous Current
12-Jun-2024 13-Jun-2024 Change Change % Previous Week
Open 77.30 77.54 0.24 0.3% 76.40
High 78.44 78.10 -0.34 -0.4% 76.89
Low 77.12 76.95 -0.17 -0.2% 72.23
Close 77.68 77.82 0.14 0.2% 74.80
Range 1.32 1.15 -0.17 -12.9% 4.66
ATR 1.64 1.61 -0.04 -2.1% 0.00
Volume 123,807 175,769 51,962 42.0% 576,314
Daily Pivots for day following 13-Jun-2024
Classic Woodie Camarilla DeMark
R4 81.07 80.60 78.45
R3 79.92 79.45 78.14
R2 78.77 78.77 78.03
R1 78.30 78.30 77.93 78.54
PP 77.62 77.62 77.62 77.74
S1 77.15 77.15 77.71 77.39
S2 76.47 76.47 77.61
S3 75.32 76.00 77.50
S4 74.17 74.85 77.19
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 74.52 3.92 5.0% 1.45 1.9% 84% False False 123,834
10 78.44 72.23 6.21 8.0% 1.68 2.2% 90% False False 121,782
20 79.55 72.23 7.32 9.4% 1.62 2.1% 76% False False 107,639
40 83.09 72.23 10.86 14.0% 1.60 2.1% 51% False False 86,651
60 84.36 72.23 12.13 15.6% 1.54 2.0% 46% False False 73,392
80 84.36 72.23 12.13 15.6% 1.48 1.9% 46% False False 64,325
100 84.36 70.73 13.63 17.5% 1.51 1.9% 52% False False 55,321
120 84.36 69.61 14.75 19.0% 1.59 2.0% 56% False False 48,670
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.99
2.618 81.11
1.618 79.96
1.000 79.25
0.618 78.81
HIGH 78.10
0.618 77.66
0.500 77.53
0.382 77.39
LOW 76.95
0.618 76.24
1.000 75.80
1.618 75.09
2.618 73.94
4.250 72.06
Fisher Pivots for day following 13-Jun-2024
Pivot 1 day 3 day
R1 77.72 77.69
PP 77.62 77.55
S1 77.53 77.42

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

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