NYMEX Light Sweet Crude Oil Future September 2024


Trading Metrics calculated at close of trading on 31-Jul-2024
Day Change Summary
Previous Current
30-Jul-2024 31-Jul-2024 Change Change % Previous Week
Open 75.91 75.24 -0.67 -0.9% 78.95
High 75.97 78.66 2.69 3.5% 79.13
Low 74.59 75.18 0.59 0.8% 76.04
Close 74.73 77.91 3.18 4.3% 77.16
Range 1.38 3.48 2.10 152.2% 3.09
ATR 1.75 1.91 0.16 8.9% 0.00
Volume 419,478 460,315 40,837 9.7% 1,941,556
Daily Pivots for day following 31-Jul-2024
Classic Woodie Camarilla DeMark
R4 87.69 86.28 79.82
R3 84.21 82.80 78.87
R2 80.73 80.73 78.55
R1 79.32 79.32 78.23 80.03
PP 77.25 77.25 77.25 77.60
S1 75.84 75.84 77.59 76.55
S2 73.77 73.77 77.27
S3 70.29 72.36 76.95
S4 66.81 68.88 76.00
Weekly Pivots for week ending 26-Jul-2024
Classic Woodie Camarilla DeMark
R4 86.71 85.03 78.86
R3 83.62 81.94 78.01
R2 80.53 80.53 77.73
R1 78.85 78.85 77.44 78.15
PP 77.44 77.44 77.44 77.09
S1 75.76 75.76 76.88 75.06
S2 74.35 74.35 76.59
S3 71.26 72.67 76.31
S4 68.17 69.58 75.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.66 74.59 4.07 5.2% 2.41 3.1% 82% True False 412,967
10 82.27 74.59 7.68 9.9% 2.16 2.8% 43% False False 400,941
20 83.58 74.59 8.99 11.5% 1.80 2.3% 37% False False 311,396
40 83.58 72.23 11.35 14.6% 1.64 2.1% 50% False False 233,354
60 83.58 72.23 11.35 14.6% 1.63 2.1% 50% False False 185,092
80 84.36 72.23 12.13 15.6% 1.65 2.1% 47% False False 153,281
100 84.36 72.23 12.13 15.6% 1.57 2.0% 47% False False 130,981
120 84.36 72.23 12.13 15.6% 1.53 2.0% 47% False False 114,305
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 70 trading days
Fibonacci Retracements and Extensions
4.250 93.45
2.618 87.77
1.618 84.29
1.000 82.14
0.618 80.81
HIGH 78.66
0.618 77.33
0.500 76.92
0.382 76.51
LOW 75.18
0.618 73.03
1.000 71.70
1.618 69.55
2.618 66.07
4.250 60.39
Fisher Pivots for day following 31-Jul-2024
Pivot 1 day 3 day
R1 77.58 77.48
PP 77.25 77.05
S1 76.92 76.63

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

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