NYMEX Light Sweet Crude Oil Future October 2024
| Trading Metrics calculated at close of trading on 06-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2024 |
06-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
72.08 |
73.17 |
1.09 |
1.5% |
76.26 |
| High |
73.15 |
74.51 |
1.36 |
1.9% |
78.94 |
| Low |
72.05 |
72.97 |
0.92 |
1.3% |
75.60 |
| Close |
72.93 |
74.29 |
1.36 |
1.9% |
75.99 |
| Range |
1.10 |
1.54 |
0.44 |
40.0% |
3.34 |
| ATR |
1.61 |
1.61 |
0.00 |
-0.1% |
0.00 |
| Volume |
50,945 |
36,223 |
-14,722 |
-28.9% |
219,421 |
|
| Daily Pivots for day following 06-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.54 |
77.96 |
75.14 |
|
| R3 |
77.00 |
76.42 |
74.71 |
|
| R2 |
75.46 |
75.46 |
74.57 |
|
| R1 |
74.88 |
74.88 |
74.43 |
75.17 |
| PP |
73.92 |
73.92 |
73.92 |
74.07 |
| S1 |
73.34 |
73.34 |
74.15 |
73.63 |
| S2 |
72.38 |
72.38 |
74.01 |
|
| S3 |
70.84 |
71.80 |
73.87 |
|
| S4 |
69.30 |
70.26 |
73.44 |
|
|
| 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 |
77.41 |
71.90 |
5.51 |
7.4% |
1.82 |
2.5% |
43% |
False |
False |
56,405 |
| 10 |
78.94 |
71.90 |
7.04 |
9.5% |
1.80 |
2.4% |
34% |
False |
False |
52,134 |
| 20 |
78.94 |
71.90 |
7.04 |
9.5% |
1.55 |
2.1% |
34% |
False |
False |
42,198 |
| 40 |
83.45 |
71.90 |
11.55 |
15.5% |
1.55 |
2.1% |
21% |
False |
False |
32,759 |
| 60 |
83.45 |
71.90 |
11.55 |
15.5% |
1.43 |
1.9% |
21% |
False |
False |
26,328 |
| 80 |
83.45 |
71.90 |
11.55 |
15.5% |
1.40 |
1.9% |
21% |
False |
False |
22,066 |
| 100 |
83.45 |
69.81 |
13.64 |
18.4% |
1.41 |
1.9% |
33% |
False |
False |
18,525 |
| 120 |
83.45 |
69.60 |
13.85 |
18.6% |
1.48 |
2.0% |
34% |
False |
False |
16,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.06 |
|
2.618 |
78.54 |
|
1.618 |
77.00 |
|
1.000 |
76.05 |
|
0.618 |
75.46 |
|
HIGH |
74.51 |
|
0.618 |
73.92 |
|
0.500 |
73.74 |
|
0.382 |
73.56 |
|
LOW |
72.97 |
|
0.618 |
72.02 |
|
1.000 |
71.43 |
|
1.618 |
70.48 |
|
2.618 |
68.94 |
|
4.250 |
66.43 |
|
|
| Fisher Pivots for day following 06-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
74.11 |
73.93 |
| PP |
73.92 |
73.57 |
| S1 |
73.74 |
73.21 |
|