NYMEX Light Sweet Crude Oil Future August 2021


Trading Metrics calculated at close of trading on 14-May-2021
Day Change Summary
Previous Current
13-May-2021 14-May-2021 Change Change % Previous Week
Open 65.65 63.69 -1.96 -3.0% 65.00
High 65.67 65.36 -0.31 -0.5% 66.46
Low 62.98 63.19 0.21 0.3% 62.98
Close 63.69 65.16 1.47 2.3% 65.16
Range 2.69 2.17 -0.52 -19.3% 3.48
ATR 1.81 1.84 0.03 1.4% 0.00
Volume 92,592 100,358 7,766 8.4% 464,926
Daily Pivots for day following 14-May-2021
Classic Woodie Camarilla DeMark
R4 71.08 70.29 66.35
R3 68.91 68.12 65.76
R2 66.74 66.74 65.56
R1 65.95 65.95 65.36 66.35
PP 64.57 64.57 64.57 64.77
S1 63.78 63.78 64.96 64.18
S2 62.40 62.40 64.76
S3 60.23 61.61 64.56
S4 58.06 59.44 63.97
Weekly Pivots for week ending 14-May-2021
Classic Woodie Camarilla DeMark
R4 75.31 73.71 67.07
R3 71.83 70.23 66.12
R2 68.35 68.35 65.80
R1 66.75 66.75 65.48 67.55
PP 64.87 64.87 64.87 65.27
S1 63.27 63.27 64.84 64.07
S2 61.39 61.39 64.52
S3 57.91 59.79 64.20
S4 54.43 56.31 63.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.46 62.98 3.48 5.3% 2.00 3.1% 63% False False 92,985
10 66.46 62.48 3.98 6.1% 1.81 2.8% 67% False False 89,823
20 66.46 60.28 6.18 9.5% 1.69 2.6% 79% False False 75,130
40 66.46 56.92 9.54 14.6% 1.93 3.0% 86% False False 64,992
60 66.46 56.87 9.59 14.7% 2.02 3.1% 86% False False 55,901
80 66.46 50.52 15.94 24.5% 1.80 2.8% 92% False False 47,161
100 66.46 46.35 20.11 30.9% 1.68 2.6% 94% False False 39,617
120 66.46 42.91 23.55 36.1% 1.56 2.4% 94% False False 33,977
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.45
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 74.58
2.618 71.04
1.618 68.87
1.000 67.53
0.618 66.70
HIGH 65.36
0.618 64.53
0.500 64.28
0.382 64.02
LOW 63.19
0.618 61.85
1.000 61.02
1.618 59.68
2.618 57.51
4.250 53.97
Fisher Pivots for day following 14-May-2021
Pivot 1 day 3 day
R1 64.87 65.01
PP 64.57 64.87
S1 64.28 64.72

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

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