NYMEX Light Sweet Crude Oil Future October 2024


Trading Metrics calculated at close of trading on 20-Jun-2024
Day Change Summary
Previous Current
18-Jun-2024 20-Jun-2024 Change Change % Previous Week
Open 78.40 79.22 0.82 1.0% 74.18
High 79.36 79.96 0.60 0.8% 77.86
Low 77.80 78.95 1.15 1.5% 74.08
Close 79.23 79.67 0.44 0.6% 76.98
Range 1.56 1.01 -0.55 -35.3% 3.78
ATR 1.55 1.52 -0.04 -2.5% 0.00
Volume 112,114 93,810 -18,304 -16.3% 286,745
Daily Pivots for day following 20-Jun-2024
Classic Woodie Camarilla DeMark
R4 82.56 82.12 80.23
R3 81.55 81.11 79.95
R2 80.54 80.54 79.86
R1 80.10 80.10 79.76 80.32
PP 79.53 79.53 79.53 79.64
S1 79.09 79.09 79.58 79.31
S2 78.52 78.52 79.48
S3 77.51 78.08 79.39
S4 76.50 77.07 79.11
Weekly Pivots for week ending 14-Jun-2024
Classic Woodie Camarilla DeMark
R4 87.65 86.09 79.06
R3 83.87 82.31 78.02
R2 80.09 80.09 77.67
R1 78.53 78.53 77.33 79.31
PP 76.31 76.31 76.31 76.70
S1 74.75 74.75 76.63 75.53
S2 72.53 72.53 76.29
S3 68.75 70.97 75.94
S4 64.97 67.19 74.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 79.96 76.47 3.49 4.4% 1.39 1.7% 92% True False 92,162
10 79.96 72.97 6.99 8.8% 1.43 1.8% 96% True False 66,722
20 79.96 71.90 8.06 10.1% 1.60 2.0% 96% True False 59,550
40 81.13 71.90 9.23 11.6% 1.47 1.9% 84% False False 44,009
60 83.45 71.90 11.55 14.5% 1.47 1.9% 67% False False 35,154
80 83.45 71.90 11.55 14.5% 1.40 1.8% 67% False False 28,993
100 83.45 70.43 13.02 16.3% 1.41 1.8% 71% False False 24,496
120 83.45 69.60 13.85 17.4% 1.46 1.8% 73% False False 21,111
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.31
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 84.25
2.618 82.60
1.618 81.59
1.000 80.97
0.618 80.58
HIGH 79.96
0.618 79.57
0.500 79.46
0.382 79.34
LOW 78.95
0.618 78.33
1.000 77.94
1.618 77.32
2.618 76.31
4.250 74.66
Fisher Pivots for day following 20-Jun-2024
Pivot 1 day 3 day
R1 79.60 79.19
PP 79.53 78.71
S1 79.46 78.23

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

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