NYMEX Light Sweet Crude Oil Future August 2021


Trading Metrics calculated at close of trading on 27-May-2021
Day Change Summary
Previous Current
26-May-2021 27-May-2021 Change Change % Previous Week
Open 65.75 65.93 0.18 0.3% 65.21
High 66.15 66.66 0.51 0.8% 66.80
Low 65.02 65.23 0.21 0.3% 61.36
Close 65.96 66.60 0.64 1.0% 63.36
Range 1.13 1.43 0.30 26.5% 5.44
ATR 1.95 1.91 -0.04 -1.9% 0.00
Volume 122,471 113,058 -9,413 -7.7% 614,053
Daily Pivots for day following 27-May-2021
Classic Woodie Camarilla DeMark
R4 70.45 69.96 67.39
R3 69.02 68.53 66.99
R2 67.59 67.59 66.86
R1 67.10 67.10 66.73 67.35
PP 66.16 66.16 66.16 66.29
S1 65.67 65.67 66.47 65.92
S2 64.73 64.73 66.34
S3 63.30 64.24 66.21
S4 61.87 62.81 65.81
Weekly Pivots for week ending 21-May-2021
Classic Woodie Camarilla DeMark
R4 80.16 77.20 66.35
R3 74.72 71.76 64.86
R2 69.28 69.28 64.36
R1 66.32 66.32 63.86 65.08
PP 63.84 63.84 63.84 63.22
S1 60.88 60.88 62.86 59.64
S2 58.40 58.40 62.36
S3 52.96 55.44 61.86
S4 47.52 50.00 60.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.66 61.36 5.30 8.0% 1.70 2.5% 99% True False 161,568
10 66.80 61.36 5.44 8.2% 2.06 3.1% 96% False False 133,486
20 66.80 61.36 5.44 8.2% 1.91 2.9% 96% False False 109,848
40 66.80 57.42 9.38 14.1% 1.79 2.7% 98% False False 84,132
60 66.80 56.92 9.88 14.8% 2.03 3.0% 98% False False 71,608
80 66.80 53.25 13.55 20.3% 1.90 2.9% 99% False False 61,203
100 66.80 47.55 19.25 28.9% 1.76 2.6% 99% False False 51,594
120 66.80 45.50 21.30 32.0% 1.64 2.5% 99% False False 43,786
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 72.74
2.618 70.40
1.618 68.97
1.000 68.09
0.618 67.54
HIGH 66.66
0.618 66.11
0.500 65.95
0.382 65.78
LOW 65.23
0.618 64.35
1.000 63.80
1.618 62.92
2.618 61.49
4.250 59.15
Fisher Pivots for day following 27-May-2021
Pivot 1 day 3 day
R1 66.38 66.35
PP 66.16 66.09
S1 65.95 65.84

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

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