NYMEX Light Sweet Crude Oil Future October 2024


Trading Metrics calculated at close of trading on 01-Jul-2024
Day Change Summary
Previous Current
28-Jun-2024 01-Jul-2024 Change Change % Previous Week
Open 80.07 79.65 -0.42 -0.5% 78.89
High 80.90 81.57 0.67 0.8% 80.90
Low 79.36 79.63 0.27 0.3% 78.75
Close 79.76 81.33 1.57 2.0% 79.76
Range 1.54 1.94 0.40 26.0% 2.15
ATR 1.45 1.49 0.03 2.4% 0.00
Volume 46,383 89,791 43,408 93.6% 354,074
Daily Pivots for day following 01-Jul-2024
Classic Woodie Camarilla DeMark
R4 86.66 85.94 82.40
R3 84.72 84.00 81.86
R2 82.78 82.78 81.69
R1 82.06 82.06 81.51 82.42
PP 80.84 80.84 80.84 81.03
S1 80.12 80.12 81.15 80.48
S2 78.90 78.90 80.97
S3 76.96 78.18 80.80
S4 75.02 76.24 80.26
Weekly Pivots for week ending 28-Jun-2024
Classic Woodie Camarilla DeMark
R4 86.25 85.16 80.94
R3 84.10 83.01 80.35
R2 81.95 81.95 80.15
R1 80.86 80.86 79.96 81.41
PP 79.80 79.80 79.80 80.08
S1 78.71 78.71 79.56 79.26
S2 77.65 77.65 79.37
S3 75.50 76.56 79.17
S4 73.35 74.41 78.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 81.57 78.80 2.77 3.4% 1.45 1.8% 91% True False 75,067
10 81.57 76.49 5.08 6.2% 1.45 1.8% 95% True False 81,646
20 81.57 71.90 9.67 11.9% 1.50 1.8% 98% True False 68,181
40 81.57 71.90 9.67 11.9% 1.47 1.8% 98% True False 52,963
60 83.45 71.90 11.55 14.2% 1.50 1.8% 82% False False 41,787
80 83.45 71.90 11.55 14.2% 1.42 1.7% 82% False False 34,509
100 83.45 71.79 11.66 14.3% 1.39 1.7% 82% False False 29,224
120 83.45 69.78 13.67 16.8% 1.42 1.7% 84% False False 25,139
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 89.82
2.618 86.65
1.618 84.71
1.000 83.51
0.618 82.77
HIGH 81.57
0.618 80.83
0.500 80.60
0.382 80.37
LOW 79.63
0.618 78.43
1.000 77.69
1.618 76.49
2.618 74.55
4.250 71.39
Fisher Pivots for day following 01-Jul-2024
Pivot 1 day 3 day
R1 81.09 81.00
PP 80.84 80.67
S1 80.60 80.34

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

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