NYMEX Light Sweet Crude Oil Future August 2021


Trading Metrics calculated at close of trading on 28-May-2021
Day Change Summary
Previous Current
27-May-2021 28-May-2021 Change Change % Previous Week
Open 65.93 66.68 0.75 1.1% 63.61
High 66.66 67.28 0.62 0.9% 67.28
Low 65.23 65.95 0.72 1.1% 63.45
Close 66.60 66.10 -0.50 -0.8% 66.10
Range 1.43 1.33 -0.10 -7.0% 3.83
ATR 1.91 1.87 -0.04 -2.2% 0.00
Volume 113,058 186,237 73,179 64.7% 806,688
Daily Pivots for day following 28-May-2021
Classic Woodie Camarilla DeMark
R4 70.43 69.60 66.83
R3 69.10 68.27 66.47
R2 67.77 67.77 66.34
R1 66.94 66.94 66.22 66.69
PP 66.44 66.44 66.44 66.32
S1 65.61 65.61 65.98 65.36
S2 65.11 65.11 65.86
S3 63.78 64.28 65.73
S4 62.45 62.95 65.37
Weekly Pivots for week ending 28-May-2021
Classic Woodie Camarilla DeMark
R4 77.10 75.43 68.21
R3 73.27 71.60 67.15
R2 69.44 69.44 66.80
R1 67.77 67.77 66.45 68.61
PP 65.61 65.61 65.61 66.03
S1 63.94 63.94 65.75 64.78
S2 61.78 61.78 65.40
S3 57.95 60.11 65.05
S4 54.12 56.28 63.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 67.28 63.45 3.83 5.8% 1.47 2.2% 69% True False 161,337
10 67.28 61.36 5.92 9.0% 1.98 3.0% 80% True False 142,074
20 67.28 61.36 5.92 9.0% 1.89 2.9% 80% True False 115,948
40 67.28 57.42 9.86 14.9% 1.76 2.7% 88% True False 87,026
60 67.28 56.92 10.36 15.7% 1.98 3.0% 89% True False 73,715
80 67.28 53.79 13.49 20.4% 1.91 2.9% 91% True False 63,097
100 67.28 48.88 18.40 27.8% 1.75 2.6% 94% True False 53,289
120 67.28 45.50 21.78 33.0% 1.64 2.5% 95% True False 45,300
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 False
Bear Hook False
Bull Hook True
Stretch 0.45
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 72.93
2.618 70.76
1.618 69.43
1.000 68.61
0.618 68.10
HIGH 67.28
0.618 66.77
0.500 66.62
0.382 66.46
LOW 65.95
0.618 65.13
1.000 64.62
1.618 63.80
2.618 62.47
4.250 60.30
Fisher Pivots for day following 28-May-2021
Pivot 1 day 3 day
R1 66.62 66.15
PP 66.44 66.13
S1 66.27 66.12

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

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