NYMEX Light Sweet Crude Oil Future October 2024


Trading Metrics calculated at close of trading on 01-Aug-2024
Day Change Summary
Previous Current
31-Jul-2024 01-Aug-2024 Change Change % Previous Week
Open 74.37 77.47 3.10 4.2% 77.78
High 77.54 77.72 0.18 0.2% 77.99
Low 74.27 75.32 1.05 1.4% 75.05
Close 76.84 75.40 -1.44 -1.9% 76.00
Range 3.27 2.40 -0.87 -26.6% 2.94
ATR 1.77 1.82 0.04 2.5% 0.00
Volume 239,717 182,467 -57,250 -23.9% 911,522
Daily Pivots for day following 01-Aug-2024
Classic Woodie Camarilla DeMark
R4 83.35 81.77 76.72
R3 80.95 79.37 76.06
R2 78.55 78.55 75.84
R1 76.97 76.97 75.62 76.56
PP 76.15 76.15 76.15 75.94
S1 74.57 74.57 75.18 74.16
S2 73.75 73.75 74.96
S3 71.35 72.17 74.74
S4 68.95 69.77 74.08
Weekly Pivots for week ending 26-Jul-2024
Classic Woodie Camarilla DeMark
R4 85.17 83.52 77.62
R3 82.23 80.58 76.81
R2 79.29 79.29 76.54
R1 77.64 77.64 76.27 77.00
PP 76.35 76.35 76.35 76.02
S1 74.70 74.70 75.73 74.06
S2 73.41 73.41 75.46
S3 70.47 71.76 75.19
S4 67.53 68.82 74.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.72 73.73 3.99 5.3% 2.27 3.0% 42% True False 198,354
10 80.07 73.73 6.34 8.4% 2.11 2.8% 26% False False 189,383
20 82.62 73.73 8.89 11.8% 1.72 2.3% 19% False False 149,826
40 82.62 72.05 10.57 14.0% 1.56 2.1% 32% False False 109,897
60 82.62 71.90 10.72 14.2% 1.56 2.1% 33% False False 87,102
80 83.45 71.90 11.55 15.3% 1.56 2.1% 30% False False 70,655
100 83.45 71.90 11.55 15.3% 1.48 2.0% 30% False False 59,093
120 83.45 71.90 11.55 15.3% 1.45 1.9% 30% False False 50,702
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 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 87.92
2.618 84.00
1.618 81.60
1.000 80.12
0.618 79.20
HIGH 77.72
0.618 76.80
0.500 76.52
0.382 76.24
LOW 75.32
0.618 73.84
1.000 72.92
1.618 71.44
2.618 69.04
4.250 65.12
Fisher Pivots for day following 01-Aug-2024
Pivot 1 day 3 day
R1 76.52 75.73
PP 76.15 75.62
S1 75.77 75.51

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

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