NYMEX Light Sweet Crude Oil Future September 2024


Trading Metrics calculated at close of trading on 22-Jul-2024
Day Change Summary
Previous Current
19-Jul-2024 22-Jul-2024 Change Change % Previous Week
Open 80.88 78.95 -1.93 -2.4% 80.96
High 81.34 79.13 -2.21 -2.7% 82.27
Low 78.59 77.55 -1.04 -1.3% 78.59
Close 78.64 78.40 -0.24 -0.3% 78.64
Range 2.75 1.58 -1.17 -42.5% 3.68
ATR 1.61 1.61 0.00 -0.1% 0.00
Volume 427,059 345,235 -81,824 -19.2% 1,733,625
Daily Pivots for day following 22-Jul-2024
Classic Woodie Camarilla DeMark
R4 83.10 82.33 79.27
R3 81.52 80.75 78.83
R2 79.94 79.94 78.69
R1 79.17 79.17 78.54 78.77
PP 78.36 78.36 78.36 78.16
S1 77.59 77.59 78.26 77.19
S2 76.78 76.78 78.11
S3 75.20 76.01 77.97
S4 73.62 74.43 77.53
Weekly Pivots for week ending 19-Jul-2024
Classic Woodie Camarilla DeMark
R4 90.87 88.44 80.66
R3 87.19 84.76 79.65
R2 83.51 83.51 79.31
R1 81.08 81.08 78.98 80.46
PP 79.83 79.83 79.83 79.52
S1 77.40 77.40 78.30 76.78
S2 76.15 76.15 77.97
S3 72.47 73.72 77.63
S4 68.79 70.04 76.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.27 77.55 4.72 6.0% 1.97 2.5% 18% False True 372,488
10 82.29 77.55 4.74 6.0% 1.63 2.1% 18% False True 292,063
20 83.58 77.55 6.03 7.7% 1.55 2.0% 14% False True 228,925
40 83.58 72.23 11.35 14.5% 1.62 2.1% 54% False False 181,368
60 83.58 72.23 11.35 14.5% 1.55 2.0% 54% False False 145,056
80 84.36 72.23 12.13 15.5% 1.56 2.0% 51% False False 122,218
100 84.36 72.23 12.13 15.5% 1.50 1.9% 51% False False 105,293
120 84.36 70.73 13.63 17.4% 1.51 1.9% 56% False False 91,634
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.40
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 85.85
2.618 83.27
1.618 81.69
1.000 80.71
0.618 80.11
HIGH 79.13
0.618 78.53
0.500 78.34
0.382 78.15
LOW 77.55
0.618 76.57
1.000 75.97
1.618 74.99
2.618 73.41
4.250 70.84
Fisher Pivots for day following 22-Jul-2024
Pivot 1 day 3 day
R1 78.38 79.91
PP 78.36 79.41
S1 78.34 78.90

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

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