NYMEX Light Sweet Crude Oil Future June 2021


Trading Metrics calculated at close of trading on 11-May-2021
Day Change Summary
Previous Current
10-May-2021 11-May-2021 Change Change % Previous Week
Open 65.57 64.90 -0.67 -1.0% 63.64
High 65.75 65.50 -0.25 -0.4% 66.76
Low 63.95 63.68 -0.27 -0.4% 62.91
Close 64.92 65.28 0.36 0.6% 64.90
Range 1.80 1.82 0.02 1.1% 3.85
ATR 1.82 1.82 0.00 0.0% 0.00
Volume 448,337 514,949 66,612 14.9% 1,936,874
Daily Pivots for day following 11-May-2021
Classic Woodie Camarilla DeMark
R4 70.28 69.60 66.28
R3 68.46 67.78 65.78
R2 66.64 66.64 65.61
R1 65.96 65.96 65.45 66.30
PP 64.82 64.82 64.82 64.99
S1 64.14 64.14 65.11 64.48
S2 63.00 63.00 64.95
S3 61.18 62.32 64.78
S4 59.36 60.50 64.28
Weekly Pivots for week ending 07-May-2021
Classic Woodie Camarilla DeMark
R4 76.41 74.50 67.02
R3 72.56 70.65 65.96
R2 68.71 68.71 65.61
R1 66.80 66.80 65.25 67.76
PP 64.86 64.86 64.86 65.33
S1 62.95 62.95 64.55 63.91
S2 61.01 61.01 64.19
S3 57.16 59.10 63.84
S4 53.31 55.25 62.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.76 63.68 3.08 4.7% 1.66 2.5% 52% False True 448,796
10 66.76 62.67 4.09 6.3% 1.75 2.7% 64% False False 407,284
20 66.76 60.43 6.33 9.7% 1.69 2.6% 77% False False 375,293
40 66.76 57.29 9.47 14.5% 2.12 3.2% 84% False False 285,635
60 67.29 57.29 10.00 15.3% 2.14 3.3% 80% False False 238,649
80 67.29 51.04 16.25 24.9% 1.92 2.9% 88% False False 200,314
100 67.29 46.48 20.81 31.9% 1.80 2.8% 90% False False 172,594
120 67.29 41.98 25.31 38.8% 1.69 2.6% 92% False False 154,358
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 73.24
2.618 70.26
1.618 68.44
1.000 67.32
0.618 66.62
HIGH 65.50
0.618 64.80
0.500 64.59
0.382 64.38
LOW 63.68
0.618 62.56
1.000 61.86
1.618 60.74
2.618 58.92
4.250 55.95
Fisher Pivots for day following 11-May-2021
Pivot 1 day 3 day
R1 65.05 65.09
PP 64.82 64.90
S1 64.59 64.72

These figures are updated between 7pm and 10pm EST after a trading day.

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