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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 9 trading days
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

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

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