NYMEX Light Sweet Crude Oil Future October 2024


Trading Metrics calculated at close of trading on 11-Jun-2024
Day Change Summary
Previous Current
10-Jun-2024 11-Jun-2024 Change Change % Previous Week
Open 74.18 76.60 2.42 3.3% 75.92
High 76.74 76.93 0.19 0.2% 76.46
Low 74.08 75.88 1.80 2.4% 71.90
Close 76.25 76.54 0.29 0.4% 74.32
Range 2.66 1.05 -1.61 -60.5% 4.56
ATR 1.63 1.59 -0.04 -2.6% 0.00
Volume 37,324 46,569 9,245 24.8% 260,419
Daily Pivots for day following 11-Jun-2024
Classic Woodie Camarilla DeMark
R4 79.60 79.12 77.12
R3 78.55 78.07 76.83
R2 77.50 77.50 76.73
R1 77.02 77.02 76.64 76.74
PP 76.45 76.45 76.45 76.31
S1 75.97 75.97 76.44 75.69
S2 75.40 75.40 76.35
S3 74.35 74.92 76.25
S4 73.30 73.87 75.96
Weekly Pivots for week ending 07-Jun-2024
Classic Woodie Camarilla DeMark
R4 87.91 85.67 76.83
R3 83.35 81.11 75.57
R2 78.79 78.79 75.16
R1 76.55 76.55 74.74 75.39
PP 74.23 74.23 74.23 73.65
S1 71.99 71.99 73.90 70.83
S2 69.67 69.67 73.48
S3 65.11 67.43 73.07
S4 60.55 62.87 71.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.93 72.05 4.88 6.4% 1.44 1.9% 92% True False 41,331
10 78.94 71.90 7.04 9.2% 1.65 2.2% 66% False False 52,363
20 78.94 71.90 7.04 9.2% 1.59 2.1% 66% False False 44,211
40 82.34 71.90 10.44 13.6% 1.55 2.0% 44% False False 34,470
60 83.45 71.90 11.55 15.1% 1.45 1.9% 40% False False 27,737
80 83.45 71.90 11.55 15.1% 1.40 1.8% 40% False False 23,221
100 83.45 70.43 13.02 17.0% 1.41 1.8% 47% False False 19,601
120 83.45 69.60 13.85 18.1% 1.47 1.9% 50% False False 17,099
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 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.39
2.618 79.68
1.618 78.63
1.000 77.98
0.618 77.58
HIGH 76.93
0.618 76.53
0.500 76.41
0.382 76.28
LOW 75.88
0.618 75.23
1.000 74.83
1.618 74.18
2.618 73.13
4.250 71.42
Fisher Pivots for day following 11-Jun-2024
Pivot 1 day 3 day
R1 76.50 76.19
PP 76.45 75.84
S1 76.41 75.49

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

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