NYMEX Light Sweet Crude Oil Future September 2024
| Trading Metrics calculated at close of trading on 06-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2024 |
06-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
72.44 |
73.69 |
1.25 |
1.7% |
76.81 |
| High |
73.66 |
75.03 |
1.37 |
1.9% |
79.55 |
| Low |
72.42 |
73.44 |
1.02 |
1.4% |
76.02 |
| Close |
73.42 |
74.81 |
1.39 |
1.9% |
76.40 |
| Range |
1.24 |
1.59 |
0.35 |
28.2% |
3.53 |
| ATR |
1.69 |
1.68 |
-0.01 |
-0.3% |
0.00 |
| Volume |
106,163 |
86,812 |
-19,351 |
-18.2% |
417,111 |
|
| Daily Pivots for day following 06-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.20 |
78.59 |
75.68 |
|
| R3 |
77.61 |
77.00 |
75.25 |
|
| R2 |
76.02 |
76.02 |
75.10 |
|
| R1 |
75.41 |
75.41 |
74.96 |
75.72 |
| PP |
74.43 |
74.43 |
74.43 |
74.58 |
| S1 |
73.82 |
73.82 |
74.66 |
74.13 |
| S2 |
72.84 |
72.84 |
74.52 |
|
| S3 |
71.25 |
72.23 |
74.37 |
|
| S4 |
69.66 |
70.64 |
73.94 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.91 |
85.69 |
78.34 |
|
| R3 |
84.38 |
82.16 |
77.37 |
|
| R2 |
80.85 |
80.85 |
77.05 |
|
| R1 |
78.63 |
78.63 |
76.72 |
77.98 |
| PP |
77.32 |
77.32 |
77.32 |
77.00 |
| S1 |
75.10 |
75.10 |
76.08 |
74.45 |
| S2 |
73.79 |
73.79 |
75.75 |
|
| S3 |
70.26 |
71.57 |
75.43 |
|
| S4 |
66.73 |
68.04 |
74.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
77.89 |
72.23 |
5.66 |
7.6% |
1.90 |
2.5% |
46% |
False |
False |
119,731 |
| 10 |
79.55 |
72.23 |
7.32 |
9.8% |
1.88 |
2.5% |
35% |
False |
False |
109,743 |
| 20 |
79.55 |
72.23 |
7.32 |
9.8% |
1.61 |
2.2% |
35% |
False |
False |
93,445 |
| 40 |
84.36 |
72.23 |
12.13 |
16.2% |
1.64 |
2.2% |
21% |
False |
False |
77,827 |
| 60 |
84.36 |
72.23 |
12.13 |
16.2% |
1.52 |
2.0% |
21% |
False |
False |
66,522 |
| 80 |
84.36 |
72.23 |
12.13 |
16.2% |
1.48 |
2.0% |
21% |
False |
False |
58,310 |
| 100 |
84.36 |
70.01 |
14.35 |
19.2% |
1.53 |
2.0% |
33% |
False |
False |
49,811 |
| 120 |
84.36 |
69.61 |
14.75 |
19.7% |
1.61 |
2.2% |
35% |
False |
False |
44,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.79 |
|
2.618 |
79.19 |
|
1.618 |
77.60 |
|
1.000 |
76.62 |
|
0.618 |
76.01 |
|
HIGH |
75.03 |
|
0.618 |
74.42 |
|
0.500 |
74.24 |
|
0.382 |
74.05 |
|
LOW |
73.44 |
|
0.618 |
72.46 |
|
1.000 |
71.85 |
|
1.618 |
70.87 |
|
2.618 |
69.28 |
|
4.250 |
66.68 |
|
|
| Fisher Pivots for day following 06-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
74.62 |
74.42 |
| PP |
74.43 |
74.02 |
| S1 |
74.24 |
73.63 |
|