NYMEX Light Sweet Crude Oil Future October 2024


Trading Metrics calculated at close of trading on 11-Jul-2024
Day Change Summary
Previous Current
10-Jul-2024 11-Jul-2024 Change Change % Previous Week
Open 80.05 80.32 0.27 0.3% 79.65
High 80.61 80.82 0.21 0.3% 82.62
Low 79.11 79.62 0.51 0.6% 79.63
Close 80.07 80.26 0.19 0.2% 81.37
Range 1.50 1.20 -0.30 -20.0% 2.99
ATR 1.42 1.40 -0.02 -1.1% 0.00
Volume 77,810 105,027 27,217 35.0% 327,753
Daily Pivots for day following 11-Jul-2024
Classic Woodie Camarilla DeMark
R4 83.83 83.25 80.92
R3 82.63 82.05 80.59
R2 81.43 81.43 80.48
R1 80.85 80.85 80.37 80.54
PP 80.23 80.23 80.23 80.08
S1 79.65 79.65 80.15 79.34
S2 79.03 79.03 80.04
S3 77.83 78.45 79.93
S4 76.63 77.25 79.60
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 79.11 3.51 4.4% 1.27 1.6% 33% False False 76,075
10 82.62 79.11 3.51 4.4% 1.37 1.7% 33% False False 77,335
20 82.62 76.47 6.15 7.7% 1.36 1.7% 62% False False 78,653
40 82.62 71.90 10.72 13.4% 1.47 1.8% 78% False False 61,432
60 82.62 71.90 10.72 13.4% 1.49 1.9% 78% False False 49,198
80 83.45 71.90 11.55 14.4% 1.42 1.8% 72% False False 40,466
100 83.45 71.90 11.55 14.4% 1.39 1.7% 72% False False 34,307
120 83.45 70.43 13.02 16.2% 1.40 1.7% 75% False False 29,443
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 0.39
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 85.92
2.618 83.96
1.618 82.76
1.000 82.02
0.618 81.56
HIGH 80.82
0.618 80.36
0.500 80.22
0.382 80.08
LOW 79.62
0.618 78.88
1.000 78.42
1.618 77.68
2.618 76.48
4.250 74.52
Fisher Pivots for day following 11-Jul-2024
Pivot 1 day 3 day
R1 80.25 80.16
PP 80.23 80.06
S1 80.22 79.97

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

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