NYMEX Light Sweet Crude Oil Future October 2024


Trading Metrics calculated at close of trading on 03-Jun-2024
Day Change Summary
Previous Current
31-May-2024 03-Jun-2024 Change Change % Previous Week
Open 76.58 75.92 -0.66 -0.9% 76.26
High 77.41 76.46 -0.95 -1.2% 78.94
Low 75.60 73.27 -2.33 -3.1% 75.60
Close 75.99 73.50 -2.49 -3.3% 75.99
Range 1.81 3.19 1.38 76.2% 3.34
ATR 1.54 1.65 0.12 7.7% 0.00
Volume 57,204 69,444 12,240 21.4% 219,421
Daily Pivots for day following 03-Jun-2024
Classic Woodie Camarilla DeMark
R4 83.98 81.93 75.25
R3 80.79 78.74 74.38
R2 77.60 77.60 74.08
R1 75.55 75.55 73.79 74.98
PP 74.41 74.41 74.41 74.13
S1 72.36 72.36 73.21 71.79
S2 71.22 71.22 72.92
S3 68.03 69.17 72.62
S4 64.84 65.98 71.75
Weekly Pivots for week ending 31-May-2024
Classic Woodie Camarilla DeMark
R4 86.86 84.77 77.83
R3 83.52 81.43 76.91
R2 80.18 80.18 76.60
R1 78.09 78.09 76.30 77.47
PP 76.84 76.84 76.84 76.53
S1 74.75 74.75 75.68 74.13
S2 73.50 73.50 75.38
S3 70.16 71.41 75.07
S4 66.82 68.07 74.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 78.94 73.27 5.67 7.7% 2.06 2.8% 4% False True 57,773
10 78.94 73.27 5.67 7.7% 1.78 2.4% 4% False True 48,527
20 78.94 73.27 5.67 7.7% 1.54 2.1% 4% False True 39,273
40 83.45 73.27 10.18 13.9% 1.56 2.1% 2% False True 30,046
60 83.45 73.27 10.18 13.9% 1.43 1.9% 2% False True 24,235
80 83.45 72.52 10.93 14.9% 1.39 1.9% 9% False False 20,311
100 83.45 69.81 13.64 18.6% 1.42 1.9% 27% False False 17,175
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 0.41
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 90.02
2.618 84.81
1.618 81.62
1.000 79.65
0.618 78.43
HIGH 76.46
0.618 75.24
0.500 74.87
0.382 74.49
LOW 73.27
0.618 71.30
1.000 70.08
1.618 68.11
2.618 64.92
4.250 59.71
Fisher Pivots for day following 03-Jun-2024
Pivot 1 day 3 day
R1 74.87 75.60
PP 74.41 74.90
S1 73.96 74.20

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

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