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 |
|
|
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 |
|