NYMEX Light Sweet Crude Oil Future September 2024


Trading Metrics calculated at close of trading on 06-Aug-2024
Day Change Summary
Previous Current
05-Aug-2024 06-Aug-2024 Change Change % Previous Week
Open 74.21 73.86 -0.35 -0.5% 77.30
High 74.46 74.56 0.10 0.1% 78.88
Low 71.67 72.20 0.53 0.7% 72.97
Close 72.94 73.20 0.26 0.4% 73.52
Range 2.79 2.36 -0.43 -15.4% 5.91
ATR 2.18 2.19 0.01 0.6% 0.00
Volume 500,151 352,250 -147,901 -29.6% 2,093,228
Daily Pivots for day following 06-Aug-2024
Classic Woodie Camarilla DeMark
R4 80.40 79.16 74.50
R3 78.04 76.80 73.85
R2 75.68 75.68 73.63
R1 74.44 74.44 73.42 73.88
PP 73.32 73.32 73.32 73.04
S1 72.08 72.08 72.98 71.52
S2 70.96 70.96 72.77
S3 68.60 69.72 72.55
S4 66.24 67.36 71.90
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 9.8% 3.12 4.3% 21% False False 432,703
10 78.88 71.67 7.21 9.8% 2.54 3.5% 21% False False 412,400
20 82.29 71.67 10.62 14.5% 2.14 2.9% 14% False False 364,789
40 83.58 71.67 11.91 16.3% 1.82 2.5% 13% False False 265,203
60 83.58 71.67 11.91 16.3% 1.75 2.4% 13% False False 208,490
80 84.36 71.67 12.69 17.3% 1.72 2.4% 12% False False 171,970
100 84.36 71.67 12.69 17.3% 1.63 2.2% 12% False False 146,494
120 84.36 71.67 12.69 17.3% 1.59 2.2% 12% False False 127,839
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 0.39
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 84.59
2.618 80.74
1.618 78.38
1.000 76.92
0.618 76.02
HIGH 74.56
0.618 73.66
0.500 73.38
0.382 73.10
LOW 72.20
0.618 70.74
1.000 69.84
1.618 68.38
2.618 66.02
4.250 62.17
Fisher Pivots for day following 06-Aug-2024
Pivot 1 day 3 day
R1 73.38 74.48
PP 73.32 74.05
S1 73.26 73.63

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

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