NYMEX Light Sweet Crude Oil Future September 2024
| Trading Metrics calculated at close of trading on 03-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2024 |
03-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
82.39 |
82.25 |
-0.14 |
-0.2% |
79.77 |
| High |
83.22 |
83.07 |
-0.15 |
-0.2% |
81.78 |
| Low |
81.83 |
81.59 |
-0.24 |
-0.3% |
79.50 |
| Close |
81.91 |
83.02 |
1.11 |
1.4% |
80.64 |
| Range |
1.39 |
1.48 |
0.09 |
6.5% |
2.28 |
| ATR |
1.56 |
1.55 |
-0.01 |
-0.4% |
0.00 |
| Volume |
225,170 |
156,728 |
-68,442 |
-30.4% |
749,668 |
|
| Daily Pivots for day following 03-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.00 |
86.49 |
83.83 |
|
| R3 |
85.52 |
85.01 |
83.43 |
|
| R2 |
84.04 |
84.04 |
83.29 |
|
| R1 |
83.53 |
83.53 |
83.16 |
83.79 |
| PP |
82.56 |
82.56 |
82.56 |
82.69 |
| S1 |
82.05 |
82.05 |
82.88 |
82.31 |
| S2 |
81.08 |
81.08 |
82.75 |
|
| S3 |
79.60 |
80.57 |
82.61 |
|
| S4 |
78.12 |
79.09 |
82.21 |
|
|
| 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 |
79.81 |
3.41 |
4.1% |
1.60 |
1.9% |
94% |
False |
False |
173,180 |
| 10 |
83.22 |
79.50 |
3.72 |
4.5% |
1.46 |
1.8% |
95% |
False |
False |
170,187 |
| 20 |
83.22 |
72.42 |
10.80 |
13.0% |
1.49 |
1.8% |
98% |
False |
False |
155,892 |
| 40 |
83.22 |
72.23 |
10.99 |
13.2% |
1.56 |
1.9% |
98% |
False |
False |
124,310 |
| 60 |
84.36 |
72.23 |
12.13 |
14.6% |
1.59 |
1.9% |
89% |
False |
False |
102,440 |
| 80 |
84.36 |
72.23 |
12.13 |
14.6% |
1.51 |
1.8% |
89% |
False |
False |
87,406 |
| 100 |
84.36 |
72.23 |
12.13 |
14.6% |
1.48 |
1.8% |
89% |
False |
False |
76,229 |
| 120 |
84.36 |
70.01 |
14.35 |
17.3% |
1.53 |
1.8% |
91% |
False |
False |
66,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
89.36 |
|
2.618 |
86.94 |
|
1.618 |
85.46 |
|
1.000 |
84.55 |
|
0.618 |
83.98 |
|
HIGH |
83.07 |
|
0.618 |
82.50 |
|
0.500 |
82.33 |
|
0.382 |
82.16 |
|
LOW |
81.59 |
|
0.618 |
80.68 |
|
1.000 |
80.11 |
|
1.618 |
79.20 |
|
2.618 |
77.72 |
|
4.250 |
75.30 |
|
|
| Fisher Pivots for day following 03-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
82.79 |
82.63 |
| PP |
82.56 |
82.24 |
| S1 |
82.33 |
81.86 |
|