NYMEX Light Sweet Crude Oil Future June 2021


Trading Metrics calculated at close of trading on 12-May-2021
Day Change Summary
Previous Current
11-May-2021 12-May-2021 Change Change % Previous Week
Open 64.90 65.46 0.56 0.9% 63.64
High 65.50 66.63 1.13 1.7% 66.76
Low 63.68 64.97 1.29 2.0% 62.91
Close 65.28 66.08 0.80 1.2% 64.90
Range 1.82 1.66 -0.16 -8.8% 3.85
ATR 1.82 1.81 -0.01 -0.6% 0.00
Volume 514,949 508,519 -6,430 -1.2% 1,936,874
Daily Pivots for day following 12-May-2021
Classic Woodie Camarilla DeMark
R4 70.87 70.14 66.99
R3 69.21 68.48 66.54
R2 67.55 67.55 66.38
R1 66.82 66.82 66.23 67.19
PP 65.89 65.89 65.89 66.08
S1 65.16 65.16 65.93 65.53
S2 64.23 64.23 65.78
S3 62.57 63.50 65.62
S4 60.91 61.84 65.17
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 66.63 63.68 2.95 4.5% 1.62 2.5% 81% True False 458,487
10 66.76 62.91 3.85 5.8% 1.73 2.6% 82% False False 419,368
20 66.76 60.61 6.15 9.3% 1.62 2.4% 89% False False 384,810
40 66.76 57.29 9.47 14.3% 2.12 3.2% 93% False False 295,165
60 67.29 57.29 10.00 15.1% 2.14 3.2% 88% False False 243,992
80 67.29 51.04 16.25 24.6% 1.91 2.9% 93% False False 205,809
100 67.29 46.48 20.81 31.5% 1.81 2.7% 94% False False 177,150
120 67.29 42.42 24.87 37.6% 1.70 2.6% 95% False False 158,284
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.37
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 73.69
2.618 70.98
1.618 69.32
1.000 68.29
0.618 67.66
HIGH 66.63
0.618 66.00
0.500 65.80
0.382 65.60
LOW 64.97
0.618 63.94
1.000 63.31
1.618 62.28
2.618 60.62
4.250 57.92
Fisher Pivots for day following 12-May-2021
Pivot 1 day 3 day
R1 65.99 65.77
PP 65.89 65.46
S1 65.80 65.16

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

View Archives - Comment on this page... - Back to Index of Symbols