NYMEX Light Sweet Crude Oil Future November 2024


Trading Metrics calculated at close of trading on 05-Jun-2024
Day Change Summary
Previous Current
04-Jun-2024 05-Jun-2024 Change Change % Previous Week
Open 72.87 71.74 -1.13 -1.6% 75.72
High 73.02 72.68 -0.34 -0.5% 78.34
Low 71.55 71.65 0.10 0.1% 75.17
Close 71.96 72.46 0.50 0.7% 75.57
Range 1.47 1.03 -0.44 -29.9% 3.17
ATR 1.59 1.55 -0.04 -2.5% 0.00
Volume 45,381 26,368 -19,013 -41.9% 110,331
Daily Pivots for day following 05-Jun-2024
Classic Woodie Camarilla DeMark
R4 75.35 74.94 73.03
R3 74.32 73.91 72.74
R2 73.29 73.29 72.65
R1 72.88 72.88 72.55 73.09
PP 72.26 72.26 72.26 72.37
S1 71.85 71.85 72.37 72.06
S2 71.23 71.23 72.27
S3 70.20 70.82 72.18
S4 69.17 69.79 71.89
Weekly Pivots for week ending 31-May-2024
Classic Woodie Camarilla DeMark
R4 85.87 83.89 77.31
R3 82.70 80.72 76.44
R2 79.53 79.53 76.15
R1 77.55 77.55 75.86 76.96
PP 76.36 76.36 76.36 76.06
S1 74.38 74.38 75.28 73.79
S2 73.19 73.19 74.99
S3 70.02 71.21 74.70
S4 66.85 68.04 73.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 77.41 71.55 5.86 8.1% 1.76 2.4% 16% False False 33,763
10 78.34 71.55 6.79 9.4% 1.72 2.4% 13% False False 25,974
20 78.34 71.55 6.79 9.4% 1.50 2.1% 13% False False 20,724
40 82.59 71.55 11.04 15.2% 1.48 2.0% 8% False False 17,704
60 82.59 71.55 11.04 15.2% 1.36 1.9% 8% False False 14,439
80 82.59 71.55 11.04 15.2% 1.30 1.8% 8% False False 11,843
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 77.06
2.618 75.38
1.618 74.35
1.000 73.71
0.618 73.32
HIGH 72.68
0.618 72.29
0.500 72.17
0.382 72.04
LOW 71.65
0.618 71.01
1.000 70.62
1.618 69.98
2.618 68.95
4.250 67.27
Fisher Pivots for day following 05-Jun-2024
Pivot 1 day 3 day
R1 72.36 73.79
PP 72.26 73.34
S1 72.17 72.90

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

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