NYMEX Light Sweet Crude Oil Future October 2024


Trading Metrics calculated at close of trading on 05-Jul-2024
Day Change Summary
Previous Current
03-Jul-2024 05-Jul-2024 Change Change % Previous Week
Open 81.33 81.86 0.53 0.7% 79.65
High 82.18 82.62 0.44 0.5% 82.62
Low 80.77 81.31 0.54 0.7% 79.63
Close 82.13 81.37 -0.76 -0.9% 81.37
Range 1.41 1.31 -0.10 -7.1% 2.99
ATR 1.46 1.45 -0.01 -0.7% 0.00
Volume 78,611 64,579 -14,032 -17.8% 327,753
Daily Pivots for day following 05-Jul-2024
Classic Woodie Camarilla DeMark
R4 85.70 84.84 82.09
R3 84.39 83.53 81.73
R2 83.08 83.08 81.61
R1 82.22 82.22 81.49 82.00
PP 81.77 81.77 81.77 81.65
S1 80.91 80.91 81.25 80.69
S2 80.46 80.46 81.13
S3 79.15 79.60 81.01
S4 77.84 78.29 80.65
Weekly Pivots for week ending 05-Jul-2024
Classic Woodie Camarilla DeMark
R4 90.18 88.76 83.01
R3 87.19 85.77 82.19
R2 84.20 84.20 81.92
R1 82.78 82.78 81.64 83.49
PP 81.21 81.21 81.21 81.56
S1 79.79 79.79 81.10 80.50
S2 78.22 78.22 80.82
S3 75.23 76.80 80.55
S4 72.24 73.81 79.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 82.62 79.36 3.26 4.0% 1.47 1.8% 62% True False 74,827
10 82.62 78.75 3.87 4.8% 1.38 1.7% 68% True False 74,577
20 82.62 72.97 9.65 11.9% 1.41 1.7% 87% True False 70,649
40 82.62 71.90 10.72 13.2% 1.48 1.8% 88% True False 56,575
60 83.45 71.90 11.55 14.2% 1.50 1.8% 82% False False 45,107
80 83.45 71.90 11.55 14.2% 1.42 1.7% 82% False False 37,085
100 83.45 71.90 11.55 14.2% 1.40 1.7% 82% False False 31,464
120 83.45 69.81 13.64 16.8% 1.41 1.7% 85% False False 26,944
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 88.19
2.618 86.05
1.618 84.74
1.000 83.93
0.618 83.43
HIGH 82.62
0.618 82.12
0.500 81.97
0.382 81.81
LOW 81.31
0.618 80.50
1.000 80.00
1.618 79.19
2.618 77.88
4.250 75.74
Fisher Pivots for day following 05-Jul-2024
Pivot 1 day 3 day
R1 81.97 81.70
PP 81.77 81.59
S1 81.57 81.48

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

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