NYMEX Light Sweet Crude Oil Future September 2024
Trading Metrics calculated at close of trading on 01-Jul-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2024 |
01-Jul-2024 |
Change |
Change % |
Previous Week |
Open |
80.96 |
80.56 |
-0.40 |
-0.5% |
79.77 |
High |
81.78 |
82.58 |
0.80 |
1.0% |
81.78 |
Low |
80.15 |
80.49 |
0.34 |
0.4% |
79.50 |
Close |
80.64 |
82.32 |
1.68 |
2.1% |
80.64 |
Range |
1.63 |
2.09 |
0.46 |
28.2% |
2.28 |
ATR |
1.53 |
1.57 |
0.04 |
2.6% |
0.00 |
Volume |
110,616 |
214,493 |
103,877 |
93.9% |
749,668 |
|
Daily Pivots for day following 01-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
88.07 |
87.28 |
83.47 |
|
R3 |
85.98 |
85.19 |
82.89 |
|
R2 |
83.89 |
83.89 |
82.70 |
|
R1 |
83.10 |
83.10 |
82.51 |
83.50 |
PP |
81.80 |
81.80 |
81.80 |
81.99 |
S1 |
81.01 |
81.01 |
82.13 |
81.41 |
S2 |
79.71 |
79.71 |
81.94 |
|
S3 |
77.62 |
78.92 |
81.75 |
|
S4 |
75.53 |
76.83 |
81.17 |
|
|
Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
87.48 |
86.34 |
81.89 |
|
R3 |
85.20 |
84.06 |
81.27 |
|
R2 |
82.92 |
82.92 |
81.06 |
|
R1 |
81.78 |
81.78 |
80.85 |
82.35 |
PP |
80.64 |
80.64 |
80.64 |
80.93 |
S1 |
79.50 |
79.50 |
80.43 |
80.07 |
S2 |
78.36 |
78.36 |
80.22 |
|
S3 |
76.08 |
77.22 |
80.01 |
|
S4 |
73.80 |
74.94 |
79.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
82.58 |
79.50 |
3.08 |
3.7% |
1.56 |
1.9% |
92% |
True |
False |
161,110 |
10 |
82.58 |
77.07 |
5.51 |
6.7% |
1.55 |
1.9% |
95% |
True |
False |
172,274 |
20 |
82.58 |
72.23 |
10.35 |
12.6% |
1.59 |
1.9% |
97% |
True |
False |
151,407 |
40 |
82.58 |
72.23 |
10.35 |
12.6% |
1.55 |
1.9% |
97% |
True |
False |
118,542 |
60 |
84.36 |
72.23 |
12.13 |
14.7% |
1.59 |
1.9% |
83% |
False |
False |
97,599 |
80 |
84.36 |
72.23 |
12.13 |
14.7% |
1.51 |
1.8% |
83% |
False |
False |
83,609 |
100 |
84.36 |
72.21 |
12.15 |
14.8% |
1.48 |
1.8% |
83% |
False |
False |
72,761 |
120 |
84.36 |
70.01 |
14.35 |
17.4% |
1.54 |
1.9% |
86% |
False |
False |
63,385 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
91.46 |
2.618 |
88.05 |
1.618 |
85.96 |
1.000 |
84.67 |
0.618 |
83.87 |
HIGH |
82.58 |
0.618 |
81.78 |
0.500 |
81.54 |
0.382 |
81.29 |
LOW |
80.49 |
0.618 |
79.20 |
1.000 |
78.40 |
1.618 |
77.11 |
2.618 |
75.02 |
4.250 |
71.61 |
|
|
Fisher Pivots for day following 01-Jul-2024 |
Pivot |
1 day |
3 day |
R1 |
82.06 |
81.95 |
PP |
81.80 |
81.57 |
S1 |
81.54 |
81.20 |
|