NYMEX Light Sweet Crude Oil Future September 2024


Trading Metrics calculated at close of trading on 18-Jun-2024
Day Change Summary
Previous Current
17-Jun-2024 18-Jun-2024 Change Change % Previous Week
Open 77.55 79.22 1.67 2.2% 74.63
High 79.28 80.12 0.84 1.1% 78.44
Low 77.07 78.51 1.44 1.9% 74.55
Close 79.02 79.99 0.97 1.2% 77.55
Range 2.21 1.61 -0.60 -27.1% 3.89
ATR 1.63 1.63 0.00 -0.1% 0.00
Volume 182,009 220,755 38,746 21.3% 729,094
Daily Pivots for day following 18-Jun-2024
Classic Woodie Camarilla DeMark
R4 84.37 83.79 80.88
R3 82.76 82.18 80.43
R2 81.15 81.15 80.29
R1 80.57 80.57 80.14 80.86
PP 79.54 79.54 79.54 79.69
S1 78.96 78.96 79.84 79.25
S2 77.93 77.93 79.69
S3 76.32 77.35 79.55
S4 74.71 75.74 79.10
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 80.12 76.95 3.17 4.0% 1.52 1.9% 96% True False 180,681
10 80.12 72.42 7.70 9.6% 1.52 1.9% 98% True False 141,597
20 80.12 72.23 7.89 9.9% 1.69 2.1% 98% True False 126,593
40 81.96 72.23 9.73 12.2% 1.57 2.0% 80% False False 96,935
60 84.36 72.23 12.13 15.2% 1.57 2.0% 64% False False 81,719
80 84.36 72.23 12.13 15.2% 1.49 1.9% 64% False False 70,720
100 84.36 70.73 13.63 17.0% 1.51 1.9% 68% False False 60,965
120 84.36 69.61 14.75 18.4% 1.59 2.0% 70% False False 53,370
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 False
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 86.96
2.618 84.33
1.618 82.72
1.000 81.73
0.618 81.11
HIGH 80.12
0.618 79.50
0.500 79.32
0.382 79.13
LOW 78.51
0.618 77.52
1.000 76.90
1.618 75.91
2.618 74.30
4.250 71.67
Fisher Pivots for day following 18-Jun-2024
Pivot 1 day 3 day
R1 79.77 79.53
PP 79.54 79.06
S1 79.32 78.60

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

View Archives - Comment on this page... - Back to Index of Symbols