NYMEX Light Sweet Crude Oil Future October 2024


Trading Metrics calculated at close of trading on 12-Jun-2024
Day Change Summary
Previous Current
11-Jun-2024 12-Jun-2024 Change Change % Previous Week
Open 76.60 76.75 0.15 0.2% 75.92
High 76.93 77.86 0.93 1.2% 76.46
Low 75.88 76.58 0.70 0.9% 71.90
Close 76.54 77.13 0.59 0.8% 74.32
Range 1.05 1.28 0.23 21.9% 4.56
ATR 1.59 1.57 -0.02 -1.2% 0.00
Volume 46,569 50,700 4,131 8.9% 260,419
Daily Pivots for day following 12-Jun-2024
Classic Woodie Camarilla DeMark
R4 81.03 80.36 77.83
R3 79.75 79.08 77.48
R2 78.47 78.47 77.36
R1 77.80 77.80 77.25 78.14
PP 77.19 77.19 77.19 77.36
S1 76.52 76.52 77.01 76.86
S2 75.91 75.91 76.90
S3 74.63 75.24 76.78
S4 73.35 73.96 76.43
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 77.86 72.97 4.89 6.3% 1.48 1.9% 85% True False 41,282
10 77.92 71.90 6.02 7.8% 1.64 2.1% 87% False False 51,252
20 78.94 71.90 7.04 9.1% 1.59 2.1% 74% False False 44,781
40 82.16 71.90 10.26 13.3% 1.56 2.0% 51% False False 35,422
60 83.45 71.90 11.55 15.0% 1.45 1.9% 45% False False 28,320
80 83.45 71.90 11.55 15.0% 1.40 1.8% 45% False False 23,729
100 83.45 70.43 13.02 16.9% 1.42 1.8% 51% False False 20,075
120 83.45 69.60 13.85 18.0% 1.46 1.9% 54% False False 17,502
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.30
2.618 81.21
1.618 79.93
1.000 79.14
0.618 78.65
HIGH 77.86
0.618 77.37
0.500 77.22
0.382 77.07
LOW 76.58
0.618 75.79
1.000 75.30
1.618 74.51
2.618 73.23
4.250 71.14
Fisher Pivots for day following 12-Jun-2024
Pivot 1 day 3 day
R1 77.22 76.74
PP 77.19 76.36
S1 77.16 75.97

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

View Archives - Comment on this page... - Back to Index of Symbols