NYMEX Light Sweet Crude Oil Future July 2021


Trading Metrics calculated at close of trading on 21-Jun-2021
Day Change Summary
Previous Current
18-Jun-2021 21-Jun-2021 Change Change % Previous Week
Open 71.10 71.52 0.42 0.6% 70.65
High 72.17 73.96 1.79 2.5% 72.99
Low 70.16 71.15 0.99 1.4% 69.77
Close 71.64 73.66 2.02 2.8% 71.64
Range 2.01 2.81 0.80 39.8% 3.22
ATR 1.75 1.83 0.08 4.3% 0.00
Volume 139,584 123,662 -15,922 -11.4% 1,595,813
Daily Pivots for day following 21-Jun-2021
Classic Woodie Camarilla DeMark
R4 81.35 80.32 75.21
R3 78.54 77.51 74.43
R2 75.73 75.73 74.18
R1 74.70 74.70 73.92 75.22
PP 72.92 72.92 72.92 73.18
S1 71.89 71.89 73.40 72.41
S2 70.11 70.11 73.14
S3 67.30 69.08 72.89
S4 64.49 66.27 72.11
Weekly Pivots for week ending 18-Jun-2021
Classic Woodie Camarilla DeMark
R4 81.13 79.60 73.41
R3 77.91 76.38 72.53
R2 74.69 74.69 72.23
R1 73.16 73.16 71.94 73.93
PP 71.47 71.47 71.47 71.85
S1 69.94 69.94 71.34 70.71
S2 68.25 68.25 71.05
S3 65.03 66.72 70.75
S4 61.81 63.50 69.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.96 69.77 4.19 5.7% 2.08 2.8% 93% True False 279,967
10 73.96 68.47 5.49 7.5% 1.80 2.4% 95% True False 362,763
20 73.96 63.63 10.33 14.0% 1.65 2.2% 97% True False 382,155
40 73.96 60.56 13.40 18.2% 1.82 2.5% 98% True False 312,409
60 73.96 57.62 16.34 22.2% 1.84 2.5% 98% True False 242,466
80 73.96 57.18 16.78 22.8% 2.03 2.8% 98% True False 200,644
100 73.96 50.85 23.11 31.4% 1.91 2.6% 99% True False 168,778
120 73.96 47.46 26.50 36.0% 1.79 2.4% 99% True False 144,047
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 85.90
2.618 81.32
1.618 78.51
1.000 76.77
0.618 75.70
HIGH 73.96
0.618 72.89
0.500 72.56
0.382 72.22
LOW 71.15
0.618 69.41
1.000 68.34
1.618 66.60
2.618 63.79
4.250 59.21
Fisher Pivots for day following 21-Jun-2021
Pivot 1 day 3 day
R1 73.29 73.06
PP 72.92 72.46
S1 72.56 71.87

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

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