NYMEX Light Sweet Crude Oil Future September 2024


Trading Metrics calculated at close of trading on 02-Aug-2024
Day Change Summary
Previous Current
01-Aug-2024 02-Aug-2024 Change Change % Previous Week
Open 78.59 76.87 -1.72 -2.2% 77.30
High 78.88 77.29 -1.59 -2.0% 78.88
Low 76.24 72.97 -3.27 -4.3% 72.97
Close 76.31 73.52 -2.79 -3.7% 73.52
Range 2.64 4.32 1.68 63.6% 5.91
ATR 1.96 2.13 0.17 8.6% 0.00
Volume 383,014 467,786 84,772 22.1% 2,093,228
Daily Pivots for day following 02-Aug-2024
Classic Woodie Camarilla DeMark
R4 87.55 84.86 75.90
R3 83.23 80.54 74.71
R2 78.91 78.91 74.31
R1 76.22 76.22 73.92 75.41
PP 74.59 74.59 74.59 74.19
S1 71.90 71.90 73.12 71.09
S2 70.27 70.27 72.73
S3 65.95 67.58 72.33
S4 61.63 63.26 71.14
Weekly Pivots for week ending 02-Aug-2024
Classic Woodie Camarilla DeMark
R4 92.85 89.10 76.77
R3 86.94 83.19 75.15
R2 81.03 81.03 74.60
R1 77.28 77.28 74.06 76.20
PP 75.12 75.12 75.12 74.59
S1 71.37 71.37 72.98 70.29
S2 69.21 69.21 72.44
S3 63.30 65.46 71.89
S4 57.39 59.55 70.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.88 72.97 5.91 8.0% 2.83 3.9% 9% False True 418,645
10 79.13 72.97 6.16 8.4% 2.41 3.3% 9% False True 403,478
20 82.50 72.97 9.53 13.0% 2.00 2.7% 6% False True 337,660
40 83.58 72.97 10.61 14.4% 1.75 2.4% 5% False True 248,342
60 83.58 72.23 11.35 15.4% 1.71 2.3% 11% False False 196,660
80 84.36 72.23 12.13 16.5% 1.69 2.3% 11% False False 162,680
100 84.36 72.23 12.13 16.5% 1.61 2.2% 11% False False 138,749
120 84.36 72.23 12.13 16.5% 1.57 2.1% 11% False False 121,060
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 0.36
Widest range in 179 trading days
Fibonacci Retracements and Extensions
4.250 95.65
2.618 88.60
1.618 84.28
1.000 81.61
0.618 79.96
HIGH 77.29
0.618 75.64
0.500 75.13
0.382 74.62
LOW 72.97
0.618 70.30
1.000 68.65
1.618 65.98
2.618 61.66
4.250 54.61
Fisher Pivots for day following 02-Aug-2024
Pivot 1 day 3 day
R1 75.13 75.93
PP 74.59 75.12
S1 74.06 74.32

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

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