NYMEX Light Sweet Crude Oil Future September 2024


Trading Metrics calculated at close of trading on 27-Jun-2024
Day Change Summary
Previous Current
26-Jun-2024 27-Jun-2024 Change Change % Previous Week
Open 79.97 80.14 0.17 0.2% 77.55
High 80.85 81.21 0.36 0.4% 80.94
Low 79.50 79.81 0.31 0.4% 77.07
Close 80.19 80.83 0.64 0.8% 79.96
Range 1.35 1.40 0.05 3.7% 3.87
ATR 1.53 1.52 -0.01 -0.6% 0.00
Volume 147,979 158,896 10,917 7.4% 758,582
Daily Pivots for day following 27-Jun-2024
Classic Woodie Camarilla DeMark
R4 84.82 84.22 81.60
R3 83.42 82.82 81.22
R2 82.02 82.02 81.09
R1 81.42 81.42 80.96 81.72
PP 80.62 80.62 80.62 80.77
S1 80.02 80.02 80.70 80.32
S2 79.22 79.22 80.57
S3 77.82 78.62 80.45
S4 76.42 77.22 80.06
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 81.21 79.50 1.71 2.1% 1.38 1.7% 78% True False 160,454
10 81.21 76.95 4.26 5.3% 1.43 1.8% 91% True False 177,446
20 81.21 72.23 8.98 11.1% 1.57 1.9% 96% True False 147,204
40 81.21 72.23 8.98 11.1% 1.55 1.9% 96% True False 113,825
60 84.36 72.23 12.13 15.0% 1.58 2.0% 71% False False 94,067
80 84.36 72.23 12.13 15.0% 1.49 1.8% 71% False False 80,689
100 84.36 70.73 13.63 16.9% 1.47 1.8% 74% False False 69,876
120 84.36 69.61 14.75 18.2% 1.54 1.9% 76% False False 60,935
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 0.40
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 87.16
2.618 84.88
1.618 83.48
1.000 82.61
0.618 82.08
HIGH 81.21
0.618 80.68
0.500 80.51
0.382 80.34
LOW 79.81
0.618 78.94
1.000 78.41
1.618 77.54
2.618 76.14
4.250 73.86
Fisher Pivots for day following 27-Jun-2024
Pivot 1 day 3 day
R1 80.72 80.67
PP 80.62 80.51
S1 80.51 80.36

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

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