NYMEX Light Sweet Crude Oil Future September 2024


Trading Metrics calculated at close of trading on 11-Jul-2024
Day Change Summary
Previous Current
10-Jul-2024 11-Jul-2024 Change Change % Previous Week
Open 80.92 81.35 0.43 0.5% 80.56
High 81.60 81.83 0.23 0.3% 83.58
Low 79.95 80.60 0.65 0.8% 80.49
Close 81.07 81.38 0.31 0.4% 82.26
Range 1.65 1.23 -0.42 -25.5% 3.09
ATR 1.51 1.49 -0.02 -1.3% 0.00
Volume 193,208 205,100 11,892 6.2% 765,186
Daily Pivots for day following 11-Jul-2024
Classic Woodie Camarilla DeMark
R4 84.96 84.40 82.06
R3 83.73 83.17 81.72
R2 82.50 82.50 81.61
R1 81.94 81.94 81.49 82.22
PP 81.27 81.27 81.27 81.41
S1 80.71 80.71 81.27 80.99
S2 80.04 80.04 81.15
S3 78.81 79.48 81.04
S4 77.58 78.25 80.70
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 79.95 3.63 4.5% 1.34 1.6% 39% False False 175,383
10 83.58 79.81 3.77 4.6% 1.47 1.8% 42% False False 174,282
20 83.58 76.95 6.63 8.1% 1.44 1.8% 67% False False 174,110
40 83.58 72.23 11.35 13.9% 1.55 1.9% 81% False False 136,977
60 83.58 72.23 11.35 13.9% 1.57 1.9% 81% False False 112,713
80 84.36 72.23 12.13 14.9% 1.51 1.9% 75% False False 95,885
100 84.36 72.23 12.13 14.9% 1.47 1.8% 75% False False 83,863
120 84.36 70.73 13.63 16.7% 1.51 1.9% 78% False False 72,830
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 0.45
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.06
2.618 85.05
1.618 83.82
1.000 83.06
0.618 82.59
HIGH 81.83
0.618 81.36
0.500 81.22
0.382 81.07
LOW 80.60
0.618 79.84
1.000 79.37
1.618 78.61
2.618 77.38
4.250 75.37
Fisher Pivots for day following 11-Jul-2024
Pivot 1 day 3 day
R1 81.33 81.22
PP 81.27 81.05
S1 81.22 80.89

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

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