NYMEX Light Sweet Crude Oil Future July 2021


Trading Metrics calculated at close of trading on 20-May-2021
Day Change Summary
Previous Current
19-May-2021 20-May-2021 Change Change % Previous Week
Open 65.30 63.35 -1.95 -3.0% 65.25
High 65.35 63.95 -1.40 -2.1% 66.63
Low 61.95 61.67 -0.28 -0.5% 63.12
Close 63.35 61.94 -1.41 -2.2% 65.36
Range 3.40 2.28 -1.12 -32.9% 3.51
ATR 2.06 2.08 0.02 0.7% 0.00
Volume 615,261 524,168 -91,093 -14.8% 1,139,112
Daily Pivots for day following 20-May-2021
Classic Woodie Camarilla DeMark
R4 69.36 67.93 63.19
R3 67.08 65.65 62.57
R2 64.80 64.80 62.36
R1 63.37 63.37 62.15 62.95
PP 62.52 62.52 62.52 62.31
S1 61.09 61.09 61.73 60.67
S2 60.24 60.24 61.52
S3 57.96 58.81 61.31
S4 55.68 56.53 60.69
Weekly Pivots for week ending 14-May-2021
Classic Woodie Camarilla DeMark
R4 75.57 73.97 67.29
R3 72.06 70.46 66.33
R2 68.55 68.55 66.00
R1 66.95 66.95 65.68 67.75
PP 65.04 65.04 65.04 65.44
S1 63.44 63.44 65.04 64.24
S2 61.53 61.53 64.72
S3 58.02 59.93 64.39
S4 54.51 56.42 63.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 67.02 61.67 5.35 8.6% 2.48 4.0% 5% False True 419,925
10 67.02 61.67 5.35 8.6% 2.19 3.5% 5% False True 316,088
20 67.02 60.56 6.46 10.4% 1.92 3.1% 21% False False 221,358
40 67.02 57.34 9.68 15.6% 1.96 3.2% 48% False False 161,300
60 67.02 57.18 9.84 15.9% 2.13 3.4% 48% False False 132,122
80 67.02 50.85 16.17 26.1% 1.96 3.2% 69% False False 109,049
100 67.02 47.46 19.56 31.6% 1.81 2.9% 74% False False 91,200
120 67.02 44.59 22.43 36.2% 1.69 2.7% 77% False False 77,592
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 0.46
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 73.64
2.618 69.92
1.618 67.64
1.000 66.23
0.618 65.36
HIGH 63.95
0.618 63.08
0.500 62.81
0.382 62.54
LOW 61.67
0.618 60.26
1.000 59.39
1.618 57.98
2.618 55.70
4.250 51.98
Fisher Pivots for day following 20-May-2021
Pivot 1 day 3 day
R1 62.81 64.35
PP 62.52 63.54
S1 62.23 62.74

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

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