NYMEX Light Sweet Crude Oil Future September 2024


Trading Metrics calculated at close of trading on 03-Jul-2024
Day Change Summary
Previous Current
02-Jul-2024 03-Jul-2024 Change Change % Previous Week
Open 82.39 82.25 -0.14 -0.2% 79.77
High 83.22 83.07 -0.15 -0.2% 81.78
Low 81.83 81.59 -0.24 -0.3% 79.50
Close 81.91 83.02 1.11 1.4% 80.64
Range 1.39 1.48 0.09 6.5% 2.28
ATR 1.56 1.55 -0.01 -0.4% 0.00
Volume 225,170 156,728 -68,442 -30.4% 749,668
Daily Pivots for day following 03-Jul-2024
Classic Woodie Camarilla DeMark
R4 87.00 86.49 83.83
R3 85.52 85.01 83.43
R2 84.04 84.04 83.29
R1 83.53 83.53 83.16 83.79
PP 82.56 82.56 82.56 82.69
S1 82.05 82.05 82.88 82.31
S2 81.08 81.08 82.75
S3 79.60 80.57 82.61
S4 78.12 79.09 82.21
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 79.81 3.41 4.1% 1.60 1.9% 94% False False 173,180
10 83.22 79.50 3.72 4.5% 1.46 1.8% 95% False False 170,187
20 83.22 72.42 10.80 13.0% 1.49 1.8% 98% False False 155,892
40 83.22 72.23 10.99 13.2% 1.56 1.9% 98% False False 124,310
60 84.36 72.23 12.13 14.6% 1.59 1.9% 89% False False 102,440
80 84.36 72.23 12.13 14.6% 1.51 1.8% 89% False False 87,406
100 84.36 72.23 12.13 14.6% 1.48 1.8% 89% False False 76,229
120 84.36 70.01 14.35 17.3% 1.53 1.8% 91% False False 66,231
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 0.42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.36
2.618 86.94
1.618 85.46
1.000 84.55
0.618 83.98
HIGH 83.07
0.618 82.50
0.500 82.33
0.382 82.16
LOW 81.59
0.618 80.68
1.000 80.11
1.618 79.20
2.618 77.72
4.250 75.30
Fisher Pivots for day following 03-Jul-2024
Pivot 1 day 3 day
R1 82.79 82.63
PP 82.56 82.24
S1 82.33 81.86

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

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