NYMEX Light Sweet Crude Oil Future September 2024
| Trading Metrics calculated at close of trading on 01-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2024 |
01-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
75.24 |
78.59 |
3.35 |
4.5% |
78.95 |
| High |
78.66 |
78.88 |
0.22 |
0.3% |
79.13 |
| Low |
75.18 |
76.24 |
1.06 |
1.4% |
76.04 |
| Close |
77.91 |
76.31 |
-1.60 |
-2.1% |
77.16 |
| Range |
3.48 |
2.64 |
-0.84 |
-24.1% |
3.09 |
| ATR |
1.91 |
1.96 |
0.05 |
2.7% |
0.00 |
| Volume |
460,315 |
383,014 |
-77,301 |
-16.8% |
1,941,556 |
|
| Daily Pivots for day following 01-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.06 |
83.33 |
77.76 |
|
| R3 |
82.42 |
80.69 |
77.04 |
|
| R2 |
79.78 |
79.78 |
76.79 |
|
| R1 |
78.05 |
78.05 |
76.55 |
77.60 |
| PP |
77.14 |
77.14 |
77.14 |
76.92 |
| S1 |
75.41 |
75.41 |
76.07 |
74.96 |
| S2 |
74.50 |
74.50 |
75.83 |
|
| S3 |
71.86 |
72.77 |
75.58 |
|
| S4 |
69.22 |
70.13 |
74.86 |
|
|
| Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.71 |
85.03 |
78.86 |
|
| R3 |
83.62 |
81.94 |
78.01 |
|
| R2 |
80.53 |
80.53 |
77.73 |
|
| R1 |
78.85 |
78.85 |
77.44 |
78.15 |
| PP |
77.44 |
77.44 |
77.44 |
77.09 |
| S1 |
75.76 |
75.76 |
76.88 |
75.06 |
| S2 |
74.35 |
74.35 |
76.59 |
|
| S3 |
71.26 |
72.67 |
76.31 |
|
| S4 |
68.17 |
69.58 |
75.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
78.88 |
74.59 |
4.29 |
5.6% |
2.45 |
3.2% |
40% |
True |
False |
398,112 |
| 10 |
81.34 |
74.59 |
6.75 |
8.8% |
2.26 |
3.0% |
25% |
False |
False |
399,405 |
| 20 |
83.58 |
74.59 |
8.99 |
11.8% |
1.86 |
2.4% |
19% |
False |
False |
322,710 |
| 40 |
83.58 |
72.42 |
11.16 |
14.6% |
1.67 |
2.2% |
35% |
False |
False |
239,301 |
| 60 |
83.58 |
72.23 |
11.35 |
14.9% |
1.66 |
2.2% |
36% |
False |
False |
190,443 |
| 80 |
84.36 |
72.23 |
12.13 |
15.9% |
1.65 |
2.2% |
34% |
False |
False |
157,508 |
| 100 |
84.36 |
72.23 |
12.13 |
15.9% |
1.58 |
2.1% |
34% |
False |
False |
134,467 |
| 120 |
84.36 |
72.23 |
12.13 |
15.9% |
1.54 |
2.0% |
34% |
False |
False |
117,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
90.10 |
|
2.618 |
85.79 |
|
1.618 |
83.15 |
|
1.000 |
81.52 |
|
0.618 |
80.51 |
|
HIGH |
78.88 |
|
0.618 |
77.87 |
|
0.500 |
77.56 |
|
0.382 |
77.25 |
|
LOW |
76.24 |
|
0.618 |
74.61 |
|
1.000 |
73.60 |
|
1.618 |
71.97 |
|
2.618 |
69.33 |
|
4.250 |
65.02 |
|
|
| Fisher Pivots for day following 01-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
77.56 |
76.74 |
| PP |
77.14 |
76.59 |
| S1 |
76.73 |
76.45 |
|