NYMEX Light Sweet Crude Oil Future October 2024


Trading Metrics calculated at close of trading on 05-Jun-2024
Day Change Summary
Previous Current
04-Jun-2024 05-Jun-2024 Change Change % Previous Week
Open 73.23 72.08 -1.15 -1.6% 76.26
High 73.37 73.15 -0.22 -0.3% 78.94
Low 71.90 72.05 0.15 0.2% 75.60
Close 72.35 72.93 0.58 0.8% 75.99
Range 1.47 1.10 -0.37 -25.2% 3.34
ATR 1.65 1.61 -0.04 -2.4% 0.00
Volume 68,210 50,945 -17,265 -25.3% 219,421
Daily Pivots for day following 05-Jun-2024
Classic Woodie Camarilla DeMark
R4 76.01 75.57 73.54
R3 74.91 74.47 73.23
R2 73.81 73.81 73.13
R1 73.37 73.37 73.03 73.59
PP 72.71 72.71 72.71 72.82
S1 72.27 72.27 72.83 72.49
S2 71.61 71.61 72.73
S3 70.51 71.17 72.63
S4 69.41 70.07 72.33
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 77.92 71.90 6.02 8.3% 1.81 2.5% 17% False False 61,222
10 78.94 71.90 7.04 9.7% 1.77 2.4% 15% False False 52,377
20 78.94 71.90 7.04 9.7% 1.56 2.1% 15% False False 42,500
40 83.45 71.90 11.55 15.8% 1.55 2.1% 9% False False 32,336
60 83.45 71.90 11.55 15.8% 1.42 2.0% 9% False False 25,897
80 83.45 71.90 11.55 15.8% 1.39 1.9% 9% False False 21,667
100 83.45 69.81 13.64 18.7% 1.41 1.9% 23% False False 18,203
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 77.83
2.618 76.03
1.618 74.93
1.000 74.25
0.618 73.83
HIGH 73.15
0.618 72.73
0.500 72.60
0.382 72.47
LOW 72.05
0.618 71.37
1.000 70.95
1.618 70.27
2.618 69.17
4.250 67.38
Fisher Pivots for day following 05-Jun-2024
Pivot 1 day 3 day
R1 72.82 74.18
PP 72.71 73.76
S1 72.60 73.35

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

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