NYMEX Light Sweet Crude Oil Future July 2021


Trading Metrics calculated at close of trading on 11-Jun-2021
Day Change Summary
Previous Current
10-Jun-2021 11-Jun-2021 Change Change % Previous Week
Open 69.76 70.10 0.34 0.5% 69.52
High 70.65 71.24 0.59 0.8% 71.24
Low 68.68 69.68 1.00 1.5% 68.47
Close 70.29 70.91 0.62 0.9% 70.91
Range 1.97 1.56 -0.41 -20.8% 2.77
ATR 1.75 1.74 -0.01 -0.8% 0.00
Volume 492,464 563,575 71,111 14.4% 2,273,782
Daily Pivots for day following 11-Jun-2021
Classic Woodie Camarilla DeMark
R4 75.29 74.66 71.77
R3 73.73 73.10 71.34
R2 72.17 72.17 71.20
R1 71.54 71.54 71.05 71.86
PP 70.61 70.61 70.61 70.77
S1 69.98 69.98 70.77 70.30
S2 69.05 69.05 70.62
S3 67.49 68.42 70.48
S4 65.93 66.86 70.05
Weekly Pivots for week ending 11-Jun-2021
Classic Woodie Camarilla DeMark
R4 78.52 77.48 72.43
R3 75.75 74.71 71.67
R2 72.98 72.98 71.42
R1 71.94 71.94 71.16 72.46
PP 70.21 70.21 70.21 70.47
S1 69.17 69.17 70.66 69.69
S2 67.44 67.44 70.40
S3 64.67 66.40 70.15
S4 61.90 63.63 69.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.24 68.47 2.77 3.9% 1.51 2.1% 88% True False 454,756
10 71.24 66.17 5.07 7.1% 1.52 2.1% 93% True False 424,584
20 71.24 61.56 9.68 13.7% 1.82 2.6% 97% True False 427,704
40 71.24 60.55 10.69 15.1% 1.75 2.5% 97% True False 284,707
60 71.24 57.18 14.06 19.8% 2.01 2.8% 98% True False 225,039
80 71.24 57.18 14.06 19.8% 2.03 2.9% 98% True False 183,023
100 71.24 50.78 20.46 28.9% 1.86 2.6% 98% True False 152,984
120 71.24 46.46 24.78 34.9% 1.77 2.5% 99% True False 130,073
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 True
Bear Hook False
Bull Hook False
Stretch 0.54
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.87
2.618 75.32
1.618 73.76
1.000 72.80
0.618 72.20
HIGH 71.24
0.618 70.64
0.500 70.46
0.382 70.28
LOW 69.68
0.618 68.72
1.000 68.12
1.618 67.16
2.618 65.60
4.250 63.05
Fisher Pivots for day following 11-Jun-2021
Pivot 1 day 3 day
R1 70.76 70.59
PP 70.61 70.28
S1 70.46 69.96

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

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