NYMEX Light Sweet Crude Oil Future September 2024


Trading Metrics calculated at close of trading on 17-Jun-2024
Day Change Summary
Previous Current
14-Jun-2024 17-Jun-2024 Change Change % Previous Week
Open 77.30 77.55 0.25 0.3% 74.63
High 78.38 79.28 0.90 1.1% 78.44
Low 77.08 77.07 -0.01 0.0% 74.55
Close 77.55 79.02 1.47 1.9% 77.55
Range 1.30 2.21 0.91 70.0% 3.89
ATR 1.59 1.63 0.04 2.8% 0.00
Volume 201,066 182,009 -19,057 -9.5% 729,094
Daily Pivots for day following 17-Jun-2024
Classic Woodie Camarilla DeMark
R4 85.09 84.26 80.24
R3 82.88 82.05 79.63
R2 80.67 80.67 79.43
R1 79.84 79.84 79.22 80.26
PP 78.46 78.46 78.46 78.66
S1 77.63 77.63 78.82 78.05
S2 76.25 76.25 78.61
S3 74.04 75.42 78.41
S4 71.83 73.21 77.80
Weekly Pivots for week ending 14-Jun-2024
Classic Woodie Camarilla DeMark
R4 88.52 86.92 79.69
R3 84.63 83.03 78.62
R2 80.74 80.74 78.26
R1 79.14 79.14 77.91 79.94
PP 76.85 76.85 76.85 77.25
S1 75.25 75.25 77.19 76.05
S2 72.96 72.96 76.84
S3 69.07 71.36 76.48
S4 65.18 67.47 75.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.28 76.40 2.88 3.6% 1.42 1.8% 91% True False 159,584
10 79.28 72.23 7.05 8.9% 1.51 1.9% 96% True False 134,034
20 79.55 72.23 7.32 9.3% 1.68 2.1% 93% False False 119,249
40 81.96 72.23 9.73 12.3% 1.56 2.0% 70% False False 92,717
60 84.36 72.23 12.13 15.4% 1.56 2.0% 56% False False 78,449
80 84.36 72.23 12.13 15.4% 1.49 1.9% 56% False False 68,351
100 84.36 70.73 13.63 17.2% 1.51 1.9% 61% False False 58,904
120 84.36 69.61 14.75 18.7% 1.60 2.0% 64% False False 51,629
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
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 88.67
2.618 85.07
1.618 82.86
1.000 81.49
0.618 80.65
HIGH 79.28
0.618 78.44
0.500 78.18
0.382 77.91
LOW 77.07
0.618 75.70
1.000 74.86
1.618 73.49
2.618 71.28
4.250 67.68
Fisher Pivots for day following 17-Jun-2024
Pivot 1 day 3 day
R1 78.74 78.72
PP 78.46 78.42
S1 78.18 78.12

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

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