NYMEX Light Sweet Crude Oil Future September 2024


Trading Metrics calculated at close of trading on 21-Jun-2024
Day Change Summary
Previous Current
20-Jun-2024 21-Jun-2024 Change Change % Previous Week
Open 80.02 80.44 0.42 0.5% 77.55
High 80.74 80.94 0.20 0.2% 80.94
Low 79.65 79.59 -0.06 -0.1% 77.07
Close 80.49 79.96 -0.53 -0.7% 79.96
Range 1.09 1.35 0.26 23.9% 3.87
ATR 1.59 1.57 -0.02 -1.1% 0.00
Volume 192,599 163,219 -29,380 -15.3% 758,582
Daily Pivots for day following 21-Jun-2024
Classic Woodie Camarilla DeMark
R4 84.21 83.44 80.70
R3 82.86 82.09 80.33
R2 81.51 81.51 80.21
R1 80.74 80.74 80.08 80.45
PP 80.16 80.16 80.16 80.02
S1 79.39 79.39 79.84 79.10
S2 78.81 78.81 79.71
S3 77.46 78.04 79.59
S4 76.11 76.69 79.22
Weekly Pivots for week ending 21-Jun-2024
Classic Woodie Camarilla DeMark
R4 90.93 89.32 82.09
R3 87.06 85.45 81.02
R2 83.19 83.19 80.67
R1 81.58 81.58 80.31 82.39
PP 79.32 79.32 79.32 79.73
S1 77.71 77.71 79.61 78.52
S2 75.45 75.45 79.25
S3 71.58 73.84 78.90
S4 67.71 69.97 77.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 80.94 77.07 3.87 4.8% 1.51 1.9% 75% True False 191,929
10 80.94 74.52 6.42 8.0% 1.48 1.9% 85% True False 157,881
20 80.94 72.23 8.71 10.9% 1.68 2.1% 89% True False 133,812
40 81.96 72.23 9.73 12.2% 1.55 1.9% 79% False False 103,121
60 84.36 72.23 12.13 15.2% 1.57 2.0% 64% False False 86,649
80 84.36 72.23 12.13 15.2% 1.49 1.9% 64% False False 74,385
100 84.36 70.73 13.63 17.0% 1.50 1.9% 68% False False 64,176
120 84.36 69.61 14.75 18.4% 1.58 2.0% 70% False False 56,127
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 86.68
2.618 84.47
1.618 83.12
1.000 82.29
0.618 81.77
HIGH 80.94
0.618 80.42
0.500 80.27
0.382 80.11
LOW 79.59
0.618 78.76
1.000 78.24
1.618 77.41
2.618 76.06
4.250 73.85
Fisher Pivots for day following 21-Jun-2024
Pivot 1 day 3 day
R1 80.27 79.88
PP 80.16 79.80
S1 80.06 79.73

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

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