NYMEX Light Sweet Crude Oil Future December 2024


Trading Metrics calculated at close of trading on 12-Jun-2024
Day Change Summary
Previous Current
11-Jun-2024 12-Jun-2024 Change Change % Previous Week
Open 75.53 75.65 0.12 0.2% 75.10
High 75.88 76.75 0.87 1.1% 75.61
Low 74.88 75.50 0.62 0.8% 71.23
Close 75.49 76.04 0.55 0.7% 73.41
Range 1.00 1.25 0.25 25.0% 4.38
ATR 1.49 1.48 -0.02 -1.1% 0.00
Volume 68,226 74,683 6,457 9.5% 450,723
Daily Pivots for day following 12-Jun-2024
Classic Woodie Camarilla DeMark
R4 79.85 79.19 76.73
R3 78.60 77.94 76.38
R2 77.35 77.35 76.27
R1 76.69 76.69 76.15 77.02
PP 76.10 76.10 76.10 76.26
S1 75.44 75.44 75.93 75.77
S2 74.85 74.85 75.81
S3 73.60 74.19 75.70
S4 72.35 72.94 75.35
Weekly Pivots for week ending 07-Jun-2024
Classic Woodie Camarilla DeMark
R4 86.56 84.36 75.82
R3 82.18 79.98 74.61
R2 77.80 77.80 74.21
R1 75.60 75.60 73.81 74.51
PP 73.42 73.42 73.42 72.87
S1 71.22 71.22 73.01 70.13
S2 69.04 69.04 72.61
S3 64.66 66.84 72.21
S4 60.28 62.46 71.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.75 72.13 4.62 6.1% 1.38 1.8% 85% True False 70,055
10 76.91 71.23 5.68 7.5% 1.55 2.0% 85% False False 84,824
20 77.79 71.23 6.56 8.6% 1.49 2.0% 73% False False 71,431
40 80.60 71.23 9.37 12.3% 1.47 1.9% 51% False False 66,411
60 81.76 71.23 10.53 13.8% 1.37 1.8% 46% False False 63,277
80 81.76 71.23 10.53 13.8% 1.33 1.7% 46% False False 60,068
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.06
2.618 80.02
1.618 78.77
1.000 78.00
0.618 77.52
HIGH 76.75
0.618 76.27
0.500 76.13
0.382 75.98
LOW 75.50
0.618 74.73
1.000 74.25
1.618 73.48
2.618 72.23
4.250 70.19
Fisher Pivots for day following 12-Jun-2024
Pivot 1 day 3 day
R1 76.13 75.69
PP 76.10 75.33
S1 76.07 74.98

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

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