NYMEX Light Sweet Crude Oil Future July 2021
| Trading Metrics calculated at close of trading on 04-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2021 |
04-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
68.76 |
68.91 |
0.15 |
0.2% |
66.68 |
| High |
69.40 |
69.76 |
0.36 |
0.5% |
69.76 |
| Low |
68.19 |
68.33 |
0.14 |
0.2% |
66.41 |
| Close |
68.81 |
69.62 |
0.81 |
1.2% |
69.62 |
| Range |
1.21 |
1.43 |
0.22 |
18.2% |
3.35 |
| ATR |
1.87 |
1.84 |
-0.03 |
-1.7% |
0.00 |
| Volume |
351,367 |
326,250 |
-25,117 |
-7.1% |
1,581,597 |
|
| Daily Pivots for day following 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.53 |
73.00 |
70.41 |
|
| R3 |
72.10 |
71.57 |
70.01 |
|
| R2 |
70.67 |
70.67 |
69.88 |
|
| R1 |
70.14 |
70.14 |
69.75 |
70.41 |
| PP |
69.24 |
69.24 |
69.24 |
69.37 |
| S1 |
68.71 |
68.71 |
69.49 |
68.98 |
| S2 |
67.81 |
67.81 |
69.36 |
|
| S3 |
66.38 |
67.28 |
69.23 |
|
| S4 |
64.95 |
65.85 |
68.83 |
|
|
| Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.65 |
77.48 |
71.46 |
|
| R3 |
75.30 |
74.13 |
70.54 |
|
| R2 |
71.95 |
71.95 |
70.23 |
|
| R1 |
70.78 |
70.78 |
69.93 |
71.37 |
| PP |
68.60 |
68.60 |
68.60 |
68.89 |
| S1 |
67.43 |
67.43 |
69.31 |
68.02 |
| S2 |
65.25 |
65.25 |
69.01 |
|
| S3 |
61.90 |
64.08 |
68.70 |
|
| S4 |
58.55 |
60.73 |
67.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
69.76 |
66.17 |
3.59 |
5.2% |
1.53 |
2.2% |
96% |
True |
False |
394,411 |
| 10 |
69.76 |
61.56 |
8.20 |
11.8% |
1.64 |
2.4% |
98% |
True |
False |
418,067 |
| 20 |
69.76 |
61.56 |
8.20 |
11.8% |
1.92 |
2.8% |
98% |
True |
False |
367,078 |
| 40 |
69.76 |
58.70 |
11.06 |
15.9% |
1.76 |
2.5% |
99% |
True |
False |
241,746 |
| 60 |
69.76 |
57.18 |
12.58 |
18.1% |
2.01 |
2.9% |
99% |
True |
False |
192,269 |
| 80 |
69.76 |
56.25 |
13.51 |
19.4% |
2.01 |
2.9% |
99% |
True |
False |
157,536 |
| 100 |
69.76 |
50.78 |
18.98 |
27.3% |
1.85 |
2.7% |
99% |
True |
False |
131,290 |
| 120 |
69.76 |
46.17 |
23.59 |
33.9% |
1.74 |
2.5% |
99% |
True |
False |
111,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.84 |
|
2.618 |
73.50 |
|
1.618 |
72.07 |
|
1.000 |
71.19 |
|
0.618 |
70.64 |
|
HIGH |
69.76 |
|
0.618 |
69.21 |
|
0.500 |
69.05 |
|
0.382 |
68.88 |
|
LOW |
68.33 |
|
0.618 |
67.45 |
|
1.000 |
66.90 |
|
1.618 |
66.02 |
|
2.618 |
64.59 |
|
4.250 |
62.25 |
|
|
| Fisher Pivots for day following 04-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
69.43 |
69.34 |
| PP |
69.24 |
69.05 |
| S1 |
69.05 |
68.77 |
|