NYMEX Light Sweet Crude Oil Future November 2024


Trading Metrics calculated at close of trading on 11-Jun-2024
Day Change Summary
Previous Current
10-Jun-2024 11-Jun-2024 Change Change % Previous Week
Open 73.68 76.05 2.37 3.2% 75.49
High 76.17 76.38 0.21 0.3% 76.02
Low 73.62 75.36 1.74 2.4% 71.55
Close 75.69 76.00 0.31 0.4% 73.85
Range 2.55 1.02 -1.53 -60.0% 4.47
ATR 1.57 1.53 -0.04 -2.5% 0.00
Volume 25,913 36,218 10,305 39.8% 155,529
Daily Pivots for day following 11-Jun-2024
Classic Woodie Camarilla DeMark
R4 78.97 78.51 76.56
R3 77.95 77.49 76.28
R2 76.93 76.93 76.19
R1 76.47 76.47 76.09 76.19
PP 75.91 75.91 75.91 75.78
S1 75.45 75.45 75.91 75.17
S2 74.89 74.89 75.81
S3 73.87 74.43 75.72
S4 72.85 73.41 75.44
Weekly Pivots for week ending 07-Jun-2024
Classic Woodie Camarilla DeMark
R4 87.22 85.00 76.31
R3 82.75 80.53 75.08
R2 78.28 78.28 74.67
R1 76.06 76.06 74.26 74.94
PP 73.81 73.81 73.81 73.24
S1 71.59 71.59 73.44 70.47
S2 69.34 69.34 73.03
S3 64.87 67.12 72.62
S4 60.40 62.65 71.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.38 71.65 4.73 6.2% 1.38 1.8% 92% True False 27,906
10 78.34 71.55 6.79 8.9% 1.59 2.1% 66% False False 31,110
20 78.34 71.55 6.79 8.9% 1.53 2.0% 66% False False 22,960
40 81.51 71.55 9.96 13.1% 1.49 2.0% 45% False False 19,340
60 82.59 71.55 11.04 14.5% 1.38 1.8% 40% False False 15,806
80 82.59 71.55 11.04 14.5% 1.32 1.7% 40% False False 13,100
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 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.72
2.618 79.05
1.618 78.03
1.000 77.40
0.618 77.01
HIGH 76.38
0.618 75.99
0.500 75.87
0.382 75.75
LOW 75.36
0.618 74.73
1.000 74.34
1.618 73.71
2.618 72.69
4.250 71.03
Fisher Pivots for day following 11-Jun-2024
Pivot 1 day 3 day
R1 75.96 75.66
PP 75.91 75.32
S1 75.87 74.98

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

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