NYMEX Light Sweet Crude Oil Future September 2024


Trading Metrics calculated at close of trading on 05-Jul-2024
Day Change Summary
Previous Current
03-Jul-2024 05-Jul-2024 Change Change % Previous Week
Open 82.25 82.75 0.50 0.6% 80.56
High 83.07 83.58 0.51 0.6% 83.58
Low 81.59 82.19 0.60 0.7% 80.49
Close 83.02 82.26 -0.76 -0.9% 82.26
Range 1.48 1.39 -0.09 -6.1% 3.09
ATR 1.55 1.54 -0.01 -0.8% 0.00
Volume 156,728 168,795 12,067 7.7% 765,186
Daily Pivots for day following 05-Jul-2024
Classic Woodie Camarilla DeMark
R4 86.85 85.94 83.02
R3 85.46 84.55 82.64
R2 84.07 84.07 82.51
R1 83.16 83.16 82.39 82.92
PP 82.68 82.68 82.68 82.56
S1 81.77 81.77 82.13 81.53
S2 81.29 81.29 82.01
S3 79.90 80.38 81.88
S4 78.51 78.99 81.50
Weekly Pivots for week ending 05-Jul-2024
Classic Woodie Camarilla DeMark
R4 91.38 89.91 83.96
R3 88.29 86.82 83.11
R2 85.20 85.20 82.83
R1 83.73 83.73 82.54 84.47
PP 82.11 82.11 82.11 82.48
S1 80.64 80.64 81.98 81.38
S2 79.02 79.02 81.69
S3 75.93 77.55 81.41
S4 72.84 74.46 80.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 83.58 80.15 3.43 4.2% 1.60 1.9% 62% True False 175,160
10 83.58 79.50 4.08 5.0% 1.49 1.8% 68% True False 167,807
20 83.58 73.44 10.14 12.3% 1.50 1.8% 87% True False 159,024
40 83.58 72.23 11.35 13.8% 1.56 1.9% 88% True False 126,160
60 84.36 72.23 12.13 14.7% 1.59 1.9% 83% False False 104,353
80 84.36 72.23 12.13 14.7% 1.51 1.8% 83% False False 89,022
100 84.36 72.23 12.13 14.7% 1.48 1.8% 83% False False 77,741
120 84.36 70.01 14.35 17.4% 1.53 1.9% 85% False False 67,463
Crabel Price Patterns
NR True
NR4 False
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 0.44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 89.49
2.618 87.22
1.618 85.83
1.000 84.97
0.618 84.44
HIGH 83.58
0.618 83.05
0.500 82.89
0.382 82.72
LOW 82.19
0.618 81.33
1.000 80.80
1.618 79.94
2.618 78.55
4.250 76.28
Fisher Pivots for day following 05-Jul-2024
Pivot 1 day 3 day
R1 82.89 82.59
PP 82.68 82.48
S1 82.47 82.37

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

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