NYMEX Light Sweet Crude Oil Future August 2024
| Trading Metrics calculated at close of trading on 01-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2024 |
01-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
81.86 |
81.45 |
-0.41 |
-0.5% |
80.45 |
| High |
82.72 |
83.64 |
0.92 |
1.1% |
82.72 |
| Low |
80.97 |
81.38 |
0.41 |
0.5% |
80.18 |
| Close |
81.54 |
83.38 |
1.84 |
2.3% |
81.54 |
| Range |
1.75 |
2.26 |
0.51 |
29.1% |
2.54 |
| ATR |
1.62 |
1.67 |
0.05 |
2.8% |
0.00 |
| Volume |
260,252 |
345,780 |
85,528 |
32.9% |
1,432,787 |
|
| Daily Pivots for day following 01-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.58 |
88.74 |
84.62 |
|
| R3 |
87.32 |
86.48 |
84.00 |
|
| R2 |
85.06 |
85.06 |
83.79 |
|
| R1 |
84.22 |
84.22 |
83.59 |
84.64 |
| PP |
82.80 |
82.80 |
82.80 |
83.01 |
| S1 |
81.96 |
81.96 |
83.17 |
82.38 |
| S2 |
80.54 |
80.54 |
82.97 |
|
| S3 |
78.28 |
79.70 |
82.76 |
|
| S4 |
76.02 |
77.44 |
82.14 |
|
|
| Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.10 |
87.86 |
82.94 |
|
| R3 |
86.56 |
85.32 |
82.24 |
|
| R2 |
84.02 |
84.02 |
82.01 |
|
| R1 |
82.78 |
82.78 |
81.77 |
83.40 |
| PP |
81.48 |
81.48 |
81.48 |
81.79 |
| S1 |
80.24 |
80.24 |
81.31 |
80.86 |
| S2 |
78.94 |
78.94 |
81.07 |
|
| S3 |
76.40 |
77.70 |
80.84 |
|
| S4 |
73.86 |
75.16 |
80.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.64 |
80.18 |
3.46 |
4.1% |
1.67 |
2.0% |
92% |
True |
False |
301,364 |
| 10 |
83.64 |
77.58 |
6.06 |
7.3% |
1.67 |
2.0% |
96% |
True |
False |
337,801 |
| 20 |
83.64 |
72.44 |
11.20 |
13.4% |
1.68 |
2.0% |
98% |
True |
False |
273,178 |
| 40 |
83.64 |
72.44 |
11.20 |
13.4% |
1.63 |
2.0% |
98% |
True |
False |
198,874 |
| 60 |
85.27 |
72.44 |
12.83 |
15.4% |
1.68 |
2.0% |
85% |
False |
False |
154,893 |
| 80 |
85.27 |
72.44 |
12.83 |
15.4% |
1.59 |
1.9% |
85% |
False |
False |
124,638 |
| 100 |
85.27 |
72.44 |
12.83 |
15.4% |
1.55 |
1.9% |
85% |
False |
False |
103,337 |
| 120 |
85.27 |
70.30 |
14.97 |
18.0% |
1.61 |
1.9% |
87% |
False |
False |
87,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
93.25 |
|
2.618 |
89.56 |
|
1.618 |
87.30 |
|
1.000 |
85.90 |
|
0.618 |
85.04 |
|
HIGH |
83.64 |
|
0.618 |
82.78 |
|
0.500 |
82.51 |
|
0.382 |
82.24 |
|
LOW |
81.38 |
|
0.618 |
79.98 |
|
1.000 |
79.12 |
|
1.618 |
77.72 |
|
2.618 |
75.46 |
|
4.250 |
71.78 |
|
|
| Fisher Pivots for day following 01-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
83.09 |
82.95 |
| PP |
82.80 |
82.51 |
| S1 |
82.51 |
82.08 |
|