NYMEX Light Sweet Crude Oil Future September 2024
| Trading Metrics calculated at close of trading on 02-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2024 |
02-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
80.56 |
82.39 |
1.83 |
2.3% |
79.77 |
| High |
82.58 |
83.22 |
0.64 |
0.8% |
81.78 |
| Low |
80.49 |
81.83 |
1.34 |
1.7% |
79.50 |
| Close |
82.32 |
81.91 |
-0.41 |
-0.5% |
80.64 |
| Range |
2.09 |
1.39 |
-0.70 |
-33.5% |
2.28 |
| ATR |
1.57 |
1.56 |
-0.01 |
-0.8% |
0.00 |
| Volume |
214,493 |
225,170 |
10,677 |
5.0% |
749,668 |
|
| Daily Pivots for day following 02-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.49 |
85.59 |
82.67 |
|
| R3 |
85.10 |
84.20 |
82.29 |
|
| R2 |
83.71 |
83.71 |
82.16 |
|
| R1 |
82.81 |
82.81 |
82.04 |
82.57 |
| PP |
82.32 |
82.32 |
82.32 |
82.20 |
| S1 |
81.42 |
81.42 |
81.78 |
81.18 |
| S2 |
80.93 |
80.93 |
81.66 |
|
| S3 |
79.54 |
80.03 |
81.53 |
|
| S4 |
78.15 |
78.64 |
81.15 |
|
|
| Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.48 |
86.34 |
81.89 |
|
| R3 |
85.20 |
84.06 |
81.27 |
|
| R2 |
82.92 |
82.92 |
81.06 |
|
| R1 |
81.78 |
81.78 |
80.85 |
82.35 |
| PP |
80.64 |
80.64 |
80.64 |
80.93 |
| S1 |
79.50 |
79.50 |
80.43 |
80.07 |
| S2 |
78.36 |
78.36 |
80.22 |
|
| S3 |
76.08 |
77.22 |
80.01 |
|
| S4 |
73.80 |
74.94 |
79.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
83.22 |
79.50 |
3.72 |
4.5% |
1.57 |
1.9% |
65% |
True |
False |
171,430 |
| 10 |
83.22 |
78.51 |
4.71 |
5.8% |
1.47 |
1.8% |
72% |
True |
False |
176,590 |
| 20 |
83.22 |
72.23 |
10.99 |
13.4% |
1.49 |
1.8% |
88% |
True |
False |
155,312 |
| 40 |
83.22 |
72.23 |
10.99 |
13.4% |
1.55 |
1.9% |
88% |
True |
False |
121,939 |
| 60 |
84.36 |
72.23 |
12.13 |
14.8% |
1.59 |
1.9% |
80% |
False |
False |
100,576 |
| 80 |
84.36 |
72.23 |
12.13 |
14.8% |
1.51 |
1.8% |
80% |
False |
False |
85,877 |
| 100 |
84.36 |
72.23 |
12.13 |
14.8% |
1.48 |
1.8% |
80% |
False |
False |
74,887 |
| 120 |
84.36 |
70.01 |
14.35 |
17.5% |
1.53 |
1.9% |
83% |
False |
False |
65,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.13 |
|
2.618 |
86.86 |
|
1.618 |
85.47 |
|
1.000 |
84.61 |
|
0.618 |
84.08 |
|
HIGH |
83.22 |
|
0.618 |
82.69 |
|
0.500 |
82.53 |
|
0.382 |
82.36 |
|
LOW |
81.83 |
|
0.618 |
80.97 |
|
1.000 |
80.44 |
|
1.618 |
79.58 |
|
2.618 |
78.19 |
|
4.250 |
75.92 |
|
|
| Fisher Pivots for day following 02-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
82.53 |
81.84 |
| PP |
82.32 |
81.76 |
| S1 |
82.12 |
81.69 |
|