NYMEX Light Sweet Crude Oil Future October 2024


Trading Metrics calculated at close of trading on 02-Jul-2024
Day Change Summary
Previous Current
01-Jul-2024 02-Jul-2024 Change Change % Previous Week
Open 79.65 81.40 1.75 2.2% 78.89
High 81.57 82.12 0.55 0.7% 80.90
Low 79.63 80.96 1.33 1.7% 78.75
Close 81.33 81.03 -0.30 -0.4% 79.76
Range 1.94 1.16 -0.78 -40.2% 2.15
ATR 1.49 1.46 -0.02 -1.6% 0.00
Volume 89,791 94,772 4,981 5.5% 354,074
Daily Pivots for day following 02-Jul-2024
Classic Woodie Camarilla DeMark
R4 84.85 84.10 81.67
R3 83.69 82.94 81.35
R2 82.53 82.53 81.24
R1 81.78 81.78 81.14 81.58
PP 81.37 81.37 81.37 81.27
S1 80.62 80.62 80.92 80.42
S2 80.21 80.21 80.82
S3 79.05 79.46 80.71
S4 77.89 78.30 80.39
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 82.12 78.80 3.32 4.1% 1.44 1.8% 67% True False 77,478
10 82.12 77.80 4.32 5.3% 1.37 1.7% 75% True False 80,850
20 82.12 71.90 10.22 12.6% 1.40 1.7% 89% True False 69,448
40 82.12 71.90 10.22 12.6% 1.47 1.8% 89% True False 54,360
60 83.45 71.90 11.55 14.3% 1.51 1.9% 79% False False 43,180
80 83.45 71.90 11.55 14.3% 1.42 1.8% 79% False False 35,538
100 83.45 71.90 11.55 14.3% 1.39 1.7% 79% False False 30,139
120 83.45 69.81 13.64 16.8% 1.42 1.7% 82% False False 25,887
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 0.35
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 87.05
2.618 85.16
1.618 84.00
1.000 83.28
0.618 82.84
HIGH 82.12
0.618 81.68
0.500 81.54
0.382 81.40
LOW 80.96
0.618 80.24
1.000 79.80
1.618 79.08
2.618 77.92
4.250 76.03
Fisher Pivots for day following 02-Jul-2024
Pivot 1 day 3 day
R1 81.54 80.93
PP 81.37 80.84
S1 81.20 80.74

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

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