NYMEX Light Sweet Crude Oil Future October 2024


Trading Metrics calculated at close of trading on 03-Jul-2024
Day Change Summary
Previous Current
02-Jul-2024 03-Jul-2024 Change Change % Previous Week
Open 81.40 81.33 -0.07 -0.1% 78.89
High 82.12 82.18 0.06 0.1% 80.90
Low 80.96 80.77 -0.19 -0.2% 78.75
Close 81.03 82.13 1.10 1.4% 79.76
Range 1.16 1.41 0.25 21.6% 2.15
ATR 1.46 1.46 0.00 -0.3% 0.00
Volume 94,772 78,611 -16,161 -17.1% 354,074
Daily Pivots for day following 03-Jul-2024
Classic Woodie Camarilla DeMark
R4 85.92 85.44 82.91
R3 84.51 84.03 82.52
R2 83.10 83.10 82.39
R1 82.62 82.62 82.26 82.86
PP 81.69 81.69 81.69 81.82
S1 81.21 81.21 82.00 81.45
S2 80.28 80.28 81.87
S3 78.87 79.80 81.74
S4 77.46 78.39 81.35
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 82.18 79.11 3.07 3.7% 1.47 1.8% 98% True False 78,596
10 82.18 78.75 3.43 4.2% 1.35 1.6% 99% True False 77,500
20 82.18 72.05 10.13 12.3% 1.40 1.7% 100% True False 69,968
40 82.18 71.90 10.28 12.5% 1.48 1.8% 100% True False 55,741
60 83.45 71.90 11.55 14.1% 1.50 1.8% 89% False False 44,265
80 83.45 71.90 11.55 14.1% 1.42 1.7% 89% False False 36,410
100 83.45 71.90 11.55 14.1% 1.39 1.7% 89% False False 30,877
120 83.45 69.81 13.64 16.6% 1.41 1.7% 90% False False 26,434
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.17
2.618 85.87
1.618 84.46
1.000 83.59
0.618 83.05
HIGH 82.18
0.618 81.64
0.500 81.48
0.382 81.31
LOW 80.77
0.618 79.90
1.000 79.36
1.618 78.49
2.618 77.08
4.250 74.78
Fisher Pivots for day following 03-Jul-2024
Pivot 1 day 3 day
R1 81.91 81.72
PP 81.69 81.31
S1 81.48 80.91

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

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