NYMEX Light Sweet Crude Oil Future September 2024
| Trading Metrics calculated at close of trading on 05-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2024 |
05-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
76.87 |
74.21 |
-2.66 |
-3.5% |
77.30 |
| High |
77.29 |
74.46 |
-2.83 |
-3.7% |
78.88 |
| Low |
72.97 |
71.67 |
-1.30 |
-1.8% |
72.97 |
| Close |
73.52 |
72.94 |
-0.58 |
-0.8% |
73.52 |
| Range |
4.32 |
2.79 |
-1.53 |
-35.4% |
5.91 |
| ATR |
2.13 |
2.18 |
0.05 |
2.2% |
0.00 |
| Volume |
467,786 |
500,151 |
32,365 |
6.9% |
2,093,228 |
|
| Daily Pivots for day following 05-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.39 |
79.96 |
74.47 |
|
| R3 |
78.60 |
77.17 |
73.71 |
|
| R2 |
75.81 |
75.81 |
73.45 |
|
| R1 |
74.38 |
74.38 |
73.20 |
73.70 |
| PP |
73.02 |
73.02 |
73.02 |
72.69 |
| S1 |
71.59 |
71.59 |
72.68 |
70.91 |
| S2 |
70.23 |
70.23 |
72.43 |
|
| S3 |
67.44 |
68.80 |
72.17 |
|
| S4 |
64.65 |
66.01 |
71.41 |
|
|
| 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 |
71.67 |
7.21 |
9.9% |
2.92 |
4.0% |
18% |
False |
True |
446,148 |
| 10 |
78.88 |
71.67 |
7.21 |
9.9% |
2.53 |
3.5% |
18% |
False |
True |
418,970 |
| 20 |
82.29 |
71.67 |
10.62 |
14.6% |
2.08 |
2.9% |
12% |
False |
True |
355,516 |
| 40 |
83.58 |
71.67 |
11.91 |
16.3% |
1.78 |
2.4% |
11% |
False |
True |
258,675 |
| 60 |
83.58 |
71.67 |
11.91 |
16.3% |
1.72 |
2.4% |
11% |
False |
True |
203,599 |
| 80 |
84.36 |
71.67 |
12.69 |
17.4% |
1.71 |
2.3% |
10% |
False |
True |
168,251 |
| 100 |
84.36 |
71.67 |
12.69 |
17.4% |
1.62 |
2.2% |
10% |
False |
True |
143,383 |
| 120 |
84.36 |
71.67 |
12.69 |
17.4% |
1.58 |
2.2% |
10% |
False |
True |
125,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.32 |
|
2.618 |
81.76 |
|
1.618 |
78.97 |
|
1.000 |
77.25 |
|
0.618 |
76.18 |
|
HIGH |
74.46 |
|
0.618 |
73.39 |
|
0.500 |
73.07 |
|
0.382 |
72.74 |
|
LOW |
71.67 |
|
0.618 |
69.95 |
|
1.000 |
68.88 |
|
1.618 |
67.16 |
|
2.618 |
64.37 |
|
4.250 |
59.81 |
|
|
| Fisher Pivots for day following 05-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
73.07 |
75.28 |
| PP |
73.02 |
74.50 |
| S1 |
72.98 |
73.72 |
|