NYMEX Light Sweet Crude Oil Future September 2024


Trading Metrics calculated at close of trading on 02-Jul-2024
Day Change Summary
Previous Current
01-Jul-2024 02-Jul-2024 Change Change % Previous Week
Open 80.56 82.39 1.83 2.3% 79.77
High 82.58 83.22 0.64 0.8% 81.78
Low 80.49 81.83 1.34 1.7% 79.50
Close 82.32 81.91 -0.41 -0.5% 80.64
Range 2.09 1.39 -0.70 -33.5% 2.28
ATR 1.57 1.56 -0.01 -0.8% 0.00
Volume 214,493 225,170 10,677 5.0% 749,668
Daily Pivots for day following 02-Jul-2024
Classic Woodie Camarilla DeMark
R4 86.49 85.59 82.67
R3 85.10 84.20 82.29
R2 83.71 83.71 82.16
R1 82.81 82.81 82.04 82.57
PP 82.32 82.32 82.32 82.20
S1 81.42 81.42 81.78 81.18
S2 80.93 80.93 81.66
S3 79.54 80.03 81.53
S4 78.15 78.64 81.15
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 83.22 79.50 3.72 4.5% 1.57 1.9% 65% True False 171,430
10 83.22 78.51 4.71 5.8% 1.47 1.8% 72% True False 176,590
20 83.22 72.23 10.99 13.4% 1.49 1.8% 88% True False 155,312
40 83.22 72.23 10.99 13.4% 1.55 1.9% 88% True False 121,939
60 84.36 72.23 12.13 14.8% 1.59 1.9% 80% False False 100,576
80 84.36 72.23 12.13 14.8% 1.51 1.8% 80% False False 85,877
100 84.36 72.23 12.13 14.8% 1.48 1.8% 80% False False 74,887
120 84.36 70.01 14.35 17.5% 1.53 1.9% 83% False False 65,150
Crabel Price Patterns
NR True
NR4 True
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 0.42
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 89.13
2.618 86.86
1.618 85.47
1.000 84.61
0.618 84.08
HIGH 83.22
0.618 82.69
0.500 82.53
0.382 82.36
LOW 81.83
0.618 80.97
1.000 80.44
1.618 79.58
2.618 78.19
4.250 75.92
Fisher Pivots for day following 02-Jul-2024
Pivot 1 day 3 day
R1 82.53 81.84
PP 82.32 81.76
S1 82.12 81.69

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

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