NYMEX Light Sweet Crude Oil Future October 2024


Trading Metrics calculated at close of trading on 04-Jun-2024
Day Change Summary
Previous Current
03-Jun-2024 04-Jun-2024 Change Change % Previous Week
Open 75.92 73.23 -2.69 -3.5% 76.26
High 76.46 73.37 -3.09 -4.0% 78.94
Low 73.27 71.90 -1.37 -1.9% 75.60
Close 73.50 72.35 -1.15 -1.6% 75.99
Range 3.19 1.47 -1.72 -53.9% 3.34
ATR 1.65 1.65 0.00 -0.2% 0.00
Volume 69,444 68,210 -1,234 -1.8% 219,421
Daily Pivots for day following 04-Jun-2024
Classic Woodie Camarilla DeMark
R4 76.95 76.12 73.16
R3 75.48 74.65 72.75
R2 74.01 74.01 72.62
R1 73.18 73.18 72.48 72.86
PP 72.54 72.54 72.54 72.38
S1 71.71 71.71 72.22 71.39
S2 71.07 71.07 72.08
S3 69.60 70.24 71.95
S4 68.13 68.77 71.54
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 71.90 7.04 9.7% 1.86 2.6% 6% False True 63,395
10 78.94 71.90 7.04 9.7% 1.80 2.5% 6% False True 52,258
20 78.94 71.90 7.04 9.7% 1.57 2.2% 6% False True 41,514
40 83.45 71.90 11.55 16.0% 1.55 2.1% 4% False True 31,414
60 83.45 71.90 11.55 16.0% 1.43 2.0% 4% False True 25,224
80 83.45 71.90 11.55 16.0% 1.39 1.9% 4% False True 21,105
100 83.45 69.81 13.64 18.9% 1.42 2.0% 19% False False 17,727
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 0.38
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 79.62
2.618 77.22
1.618 75.75
1.000 74.84
0.618 74.28
HIGH 73.37
0.618 72.81
0.500 72.64
0.382 72.46
LOW 71.90
0.618 70.99
1.000 70.43
1.618 69.52
2.618 68.05
4.250 65.65
Fisher Pivots for day following 04-Jun-2024
Pivot 1 day 3 day
R1 72.64 74.66
PP 72.54 73.89
S1 72.45 73.12

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

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