NYMEX Light Sweet Crude Oil Future July 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 |
65.25 |
64.94 |
-0.31 |
-0.5% |
63.48 |
| High |
66.00 |
65.51 |
-0.49 |
-0.7% |
66.67 |
| Low |
63.96 |
63.71 |
-0.25 |
-0.4% |
62.82 |
| Close |
64.93 |
65.30 |
0.37 |
0.6% |
64.88 |
| Range |
2.04 |
1.80 |
-0.24 |
-11.8% |
3.85 |
| ATR |
1.80 |
1.80 |
0.00 |
0.0% |
0.00 |
| Volume |
193,198 |
195,317 |
2,119 |
1.1% |
708,718 |
|
| Daily Pivots for day following 11-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.24 |
69.57 |
66.29 |
|
| R3 |
68.44 |
67.77 |
65.80 |
|
| R2 |
66.64 |
66.64 |
65.63 |
|
| R1 |
65.97 |
65.97 |
65.47 |
66.31 |
| PP |
64.84 |
64.84 |
64.84 |
65.01 |
| S1 |
64.17 |
64.17 |
65.14 |
64.51 |
| S2 |
63.04 |
63.04 |
64.97 |
|
| S3 |
61.24 |
62.37 |
64.81 |
|
| S4 |
59.44 |
60.57 |
64.31 |
|
|
| Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.34 |
74.46 |
67.00 |
|
| R3 |
72.49 |
70.61 |
65.94 |
|
| R2 |
68.64 |
68.64 |
65.59 |
|
| R1 |
66.76 |
66.76 |
65.23 |
67.70 |
| PP |
64.79 |
64.79 |
64.79 |
65.26 |
| S1 |
62.91 |
62.91 |
64.53 |
63.85 |
| S2 |
60.94 |
60.94 |
64.17 |
|
| S3 |
57.09 |
59.06 |
63.82 |
|
| S4 |
53.24 |
55.21 |
62.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
66.67 |
63.71 |
2.96 |
4.5% |
1.68 |
2.6% |
54% |
False |
True |
172,376 |
| 10 |
66.67 |
62.54 |
4.13 |
6.3% |
1.75 |
2.7% |
67% |
False |
False |
150,329 |
| 20 |
66.67 |
60.38 |
6.29 |
9.6% |
1.67 |
2.6% |
78% |
False |
False |
128,212 |
| 40 |
66.67 |
57.18 |
9.49 |
14.5% |
2.07 |
3.2% |
86% |
False |
False |
115,030 |
| 60 |
66.67 |
57.18 |
9.49 |
14.5% |
2.08 |
3.2% |
86% |
False |
False |
95,085 |
| 80 |
66.67 |
50.78 |
15.89 |
24.3% |
1.85 |
2.8% |
91% |
False |
False |
78,604 |
| 100 |
66.67 |
46.46 |
20.21 |
30.9% |
1.73 |
2.6% |
93% |
False |
False |
65,685 |
| 120 |
66.67 |
42.28 |
24.39 |
37.4% |
1.61 |
2.5% |
94% |
False |
False |
56,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
73.16 |
|
2.618 |
70.22 |
|
1.618 |
68.42 |
|
1.000 |
67.31 |
|
0.618 |
66.62 |
|
HIGH |
65.51 |
|
0.618 |
64.82 |
|
0.500 |
64.61 |
|
0.382 |
64.40 |
|
LOW |
63.71 |
|
0.618 |
62.60 |
|
1.000 |
61.91 |
|
1.618 |
60.80 |
|
2.618 |
59.00 |
|
4.250 |
56.06 |
|
|
| Fisher Pivots for day following 11-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
65.07 |
65.15 |
| PP |
64.84 |
65.00 |
| S1 |
64.61 |
64.86 |
|