NYMEX Light Sweet Crude Oil Future June 2021


Trading Metrics calculated at close of trading on 17-May-2021
Day Change Summary
Previous Current
14-May-2021 17-May-2021 Change Change % Previous Week
Open 63.83 65.50 1.67 2.6% 65.57
High 65.62 66.43 0.81 1.2% 66.63
Low 63.33 64.83 1.50 2.4% 63.09
Close 65.37 66.27 0.90 1.4% 65.37
Range 2.29 1.60 -0.69 -30.1% 3.54
ATR 1.92 1.90 -0.02 -1.2% 0.00
Volume 383,749 268,476 -115,273 -30.0% 2,403,245
Daily Pivots for day following 17-May-2021
Classic Woodie Camarilla DeMark
R4 70.64 70.06 67.15
R3 69.04 68.46 66.71
R2 67.44 67.44 66.56
R1 66.86 66.86 66.42 67.15
PP 65.84 65.84 65.84 65.99
S1 65.26 65.26 66.12 65.55
S2 64.24 64.24 65.98
S3 62.64 63.66 65.83
S4 61.04 62.06 65.39
Weekly Pivots for week ending 14-May-2021
Classic Woodie Camarilla DeMark
R4 75.65 74.05 67.32
R3 72.11 70.51 66.34
R2 68.57 68.57 66.02
R1 66.97 66.97 65.69 66.00
PP 65.03 65.03 65.03 64.55
S1 63.43 63.43 65.05 62.46
S2 61.49 61.49 64.72
S3 57.95 59.89 64.40
S4 54.41 56.35 63.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.63 63.09 3.54 5.3% 2.02 3.0% 90% False False 444,676
10 66.76 63.09 3.67 5.5% 1.85 2.8% 87% False False 432,262
20 66.76 60.61 6.15 9.3% 1.79 2.7% 92% False False 405,366
40 66.76 57.29 9.47 14.3% 2.01 3.0% 95% False False 307,134
60 67.29 57.29 10.00 15.1% 2.16 3.3% 90% False False 255,395
80 67.29 51.04 16.25 24.5% 1.96 3.0% 94% False False 217,788
100 67.29 46.48 20.81 31.4% 1.83 2.8% 95% False False 187,674
120 67.29 43.14 24.15 36.4% 1.73 2.6% 96% False False 167,110
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 73.23
2.618 70.62
1.618 69.02
1.000 68.03
0.618 67.42
HIGH 66.43
0.618 65.82
0.500 65.63
0.382 65.44
LOW 64.83
0.618 63.84
1.000 63.23
1.618 62.24
2.618 60.64
4.250 58.03
Fisher Pivots for day following 17-May-2021
Pivot 1 day 3 day
R1 66.06 65.77
PP 65.84 65.26
S1 65.63 64.76

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

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