NYMEX Light Sweet Crude Oil Future September 2024


Trading Metrics calculated at close of trading on 01-Aug-2024
Day Change Summary
Previous Current
31-Jul-2024 01-Aug-2024 Change Change % Previous Week
Open 75.24 78.59 3.35 4.5% 78.95
High 78.66 78.88 0.22 0.3% 79.13
Low 75.18 76.24 1.06 1.4% 76.04
Close 77.91 76.31 -1.60 -2.1% 77.16
Range 3.48 2.64 -0.84 -24.1% 3.09
ATR 1.91 1.96 0.05 2.7% 0.00
Volume 460,315 383,014 -77,301 -16.8% 1,941,556
Daily Pivots for day following 01-Aug-2024
Classic Woodie Camarilla DeMark
R4 85.06 83.33 77.76
R3 82.42 80.69 77.04
R2 79.78 79.78 76.79
R1 78.05 78.05 76.55 77.60
PP 77.14 77.14 77.14 76.92
S1 75.41 75.41 76.07 74.96
S2 74.50 74.50 75.83
S3 71.86 72.77 75.58
S4 69.22 70.13 74.86
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 78.88 74.59 4.29 5.6% 2.45 3.2% 40% True False 398,112
10 81.34 74.59 6.75 8.8% 2.26 3.0% 25% False False 399,405
20 83.58 74.59 8.99 11.8% 1.86 2.4% 19% False False 322,710
40 83.58 72.42 11.16 14.6% 1.67 2.2% 35% False False 239,301
60 83.58 72.23 11.35 14.9% 1.66 2.2% 36% False False 190,443
80 84.36 72.23 12.13 15.9% 1.65 2.2% 34% False False 157,508
100 84.36 72.23 12.13 15.9% 1.58 2.1% 34% False False 134,467
120 84.36 72.23 12.13 15.9% 1.54 2.0% 34% False False 117,309
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 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 90.10
2.618 85.79
1.618 83.15
1.000 81.52
0.618 80.51
HIGH 78.88
0.618 77.87
0.500 77.56
0.382 77.25
LOW 76.24
0.618 74.61
1.000 73.60
1.618 71.97
2.618 69.33
4.250 65.02
Fisher Pivots for day following 01-Aug-2024
Pivot 1 day 3 day
R1 77.56 76.74
PP 77.14 76.59
S1 76.73 76.45

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

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