NYMEX Light Sweet Crude Oil Future July 2021


Trading Metrics calculated at close of trading on 01-Jun-2021
Day Change Summary
Previous Current
28-May-2021 01-Jun-2021 Change Change % Previous Week
Open 66.95 66.68 -0.27 -0.4% 63.87
High 67.52 68.87 1.35 2.0% 67.52
Low 66.17 66.41 0.24 0.4% 63.63
Close 66.32 67.72 1.40 2.1% 66.32
Range 1.35 2.46 1.11 82.2% 3.89
ATR 1.92 1.97 0.04 2.3% 0.00
Volume 390,461 570,985 180,524 46.2% 2,068,251
Daily Pivots for day following 01-Jun-2021
Classic Woodie Camarilla DeMark
R4 75.05 73.84 69.07
R3 72.59 71.38 68.40
R2 70.13 70.13 68.17
R1 68.92 68.92 67.95 69.53
PP 67.67 67.67 67.67 67.97
S1 66.46 66.46 67.49 67.07
S2 65.21 65.21 67.27
S3 62.75 64.00 67.04
S4 60.29 61.54 66.37
Weekly Pivots for week ending 28-May-2021
Classic Woodie Camarilla DeMark
R4 77.49 75.80 68.46
R3 73.60 71.91 67.39
R2 69.71 69.71 67.03
R1 68.02 68.02 66.68 68.87
PP 65.82 65.82 65.82 66.25
S1 64.13 64.13 65.96 64.98
S2 61.93 61.93 65.61
S3 58.04 60.24 65.25
S4 54.15 56.35 64.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.87 65.25 3.62 5.3% 1.51 2.2% 68% True False 434,517
10 68.87 61.56 7.31 10.8% 2.11 3.1% 84% True False 479,391
20 68.87 61.56 7.31 10.8% 1.98 2.9% 84% True False 339,230
40 68.87 58.13 10.74 15.9% 1.79 2.6% 89% True False 225,248
60 68.87 57.18 11.69 17.3% 2.06 3.0% 90% True False 178,674
80 68.87 55.17 13.70 20.2% 2.00 3.0% 92% True False 146,123
100 68.87 50.01 18.86 27.8% 1.84 2.7% 94% True False 121,752
120 68.87 45.55 23.32 34.4% 1.74 2.6% 95% True False 103,418
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 79.33
2.618 75.31
1.618 72.85
1.000 71.33
0.618 70.39
HIGH 68.87
0.618 67.93
0.500 67.64
0.382 67.35
LOW 66.41
0.618 64.89
1.000 63.95
1.618 62.43
2.618 59.97
4.250 55.96
Fisher Pivots for day following 01-Jun-2021
Pivot 1 day 3 day
R1 67.69 67.54
PP 67.67 67.35
S1 67.64 67.17

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

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