NYMEX Light Sweet Crude Oil Future September 2024
| Trading Metrics calculated at close of trading on 12-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2024 |
12-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
81.35 |
81.55 |
0.20 |
0.2% |
82.36 |
| High |
81.83 |
82.29 |
0.46 |
0.6% |
82.50 |
| Low |
80.60 |
80.91 |
0.31 |
0.4% |
79.95 |
| Close |
81.38 |
81.02 |
-0.36 |
-0.4% |
81.02 |
| Range |
1.23 |
1.38 |
0.15 |
12.2% |
2.55 |
| ATR |
1.49 |
1.48 |
-0.01 |
-0.5% |
0.00 |
| Volume |
205,100 |
276,671 |
71,571 |
34.9% |
984,794 |
|
| Daily Pivots for day following 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.55 |
84.66 |
81.78 |
|
| R3 |
84.17 |
83.28 |
81.40 |
|
| R2 |
82.79 |
82.79 |
81.27 |
|
| R1 |
81.90 |
81.90 |
81.15 |
81.66 |
| PP |
81.41 |
81.41 |
81.41 |
81.28 |
| S1 |
80.52 |
80.52 |
80.89 |
80.28 |
| S2 |
80.03 |
80.03 |
80.77 |
|
| S3 |
78.65 |
79.14 |
80.64 |
|
| S4 |
77.27 |
77.76 |
80.26 |
|
|
| Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.81 |
87.46 |
82.42 |
|
| R3 |
86.26 |
84.91 |
81.72 |
|
| R2 |
83.71 |
83.71 |
81.49 |
|
| R1 |
82.36 |
82.36 |
81.25 |
81.76 |
| PP |
81.16 |
81.16 |
81.16 |
80.86 |
| S1 |
79.81 |
79.81 |
80.79 |
79.21 |
| S2 |
78.61 |
78.61 |
80.55 |
|
| S3 |
76.06 |
77.26 |
80.32 |
|
| S4 |
73.51 |
74.71 |
79.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
82.50 |
79.95 |
2.55 |
3.1% |
1.34 |
1.7% |
42% |
False |
False |
196,958 |
| 10 |
83.58 |
79.95 |
3.63 |
4.5% |
1.47 |
1.8% |
29% |
False |
False |
186,059 |
| 20 |
83.58 |
76.95 |
6.63 |
8.2% |
1.45 |
1.8% |
61% |
False |
False |
181,753 |
| 40 |
83.58 |
72.23 |
11.35 |
14.0% |
1.55 |
1.9% |
77% |
False |
False |
142,151 |
| 60 |
83.58 |
72.23 |
11.35 |
14.0% |
1.57 |
1.9% |
77% |
False |
False |
116,620 |
| 80 |
84.36 |
72.23 |
12.13 |
15.0% |
1.51 |
1.9% |
72% |
False |
False |
98,775 |
| 100 |
84.36 |
72.23 |
12.13 |
15.0% |
1.47 |
1.8% |
72% |
False |
False |
86,345 |
| 120 |
84.36 |
70.73 |
13.63 |
16.8% |
1.51 |
1.9% |
75% |
False |
False |
75,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
88.16 |
|
2.618 |
85.90 |
|
1.618 |
84.52 |
|
1.000 |
83.67 |
|
0.618 |
83.14 |
|
HIGH |
82.29 |
|
0.618 |
81.76 |
|
0.500 |
81.60 |
|
0.382 |
81.44 |
|
LOW |
80.91 |
|
0.618 |
80.06 |
|
1.000 |
79.53 |
|
1.618 |
78.68 |
|
2.618 |
77.30 |
|
4.250 |
75.05 |
|
|
| Fisher Pivots for day following 12-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
81.60 |
81.12 |
| PP |
81.41 |
81.09 |
| S1 |
81.21 |
81.05 |
|