NYMEX Light Sweet Crude Oil Future September 2024


Trading Metrics calculated at close of trading on 15-Jul-2024
Day Change Summary
Previous Current
12-Jul-2024 15-Jul-2024 Change Change % Previous Week
Open 81.55 80.96 -0.59 -0.7% 82.36
High 82.29 81.35 -0.94 -1.1% 82.50
Low 80.91 80.36 -0.55 -0.7% 79.95
Close 81.02 80.84 -0.18 -0.2% 81.02
Range 1.38 0.99 -0.39 -28.3% 2.55
ATR 1.48 1.45 -0.04 -2.4% 0.00
Volume 276,671 216,416 -60,255 -21.8% 984,794
Daily Pivots for day following 15-Jul-2024
Classic Woodie Camarilla DeMark
R4 83.82 83.32 81.38
R3 82.83 82.33 81.11
R2 81.84 81.84 81.02
R1 81.34 81.34 80.93 81.10
PP 80.85 80.85 80.85 80.73
S1 80.35 80.35 80.75 80.11
S2 79.86 79.86 80.66
S3 78.87 79.36 80.57
S4 77.88 78.37 80.30
Weekly Pivots for week ending 12-Jul-2024
Classic Woodie Camarilla DeMark
R4 88.81 87.46 82.42
R3 86.26 84.91 81.72
R2 83.71 83.71 81.49
R1 82.36 82.36 81.25 81.76
PP 81.16 81.16 81.16 80.86
S1 79.81 79.81 80.79 79.21
S2 78.61 78.61 80.55
S3 76.06 77.26 80.32
S4 73.51 74.71 79.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.29 79.95 2.34 2.9% 1.30 1.6% 38% False False 211,637
10 83.58 79.95 3.63 4.5% 1.40 1.7% 25% False False 196,639
20 83.58 77.07 6.51 8.1% 1.44 1.8% 58% False False 183,785
40 83.58 72.23 11.35 14.0% 1.53 1.9% 76% False False 145,712
60 83.58 72.23 11.35 14.0% 1.55 1.9% 76% False False 119,029
80 84.36 72.23 12.13 15.0% 1.51 1.9% 71% False False 100,990
100 84.36 72.23 12.13 15.0% 1.47 1.8% 71% False False 88,217
120 84.36 70.73 13.63 16.9% 1.50 1.9% 74% False False 76,731
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 24 trading days
Fibonacci Retracements and Extensions
4.250 85.56
2.618 83.94
1.618 82.95
1.000 82.34
0.618 81.96
HIGH 81.35
0.618 80.97
0.500 80.86
0.382 80.74
LOW 80.36
0.618 79.75
1.000 79.37
1.618 78.76
2.618 77.77
4.250 76.15
Fisher Pivots for day following 15-Jul-2024
Pivot 1 day 3 day
R1 80.86 81.33
PP 80.85 81.16
S1 80.85 81.00

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

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