NYMEX Light Sweet Crude Oil Future August 2021
Trading Metrics calculated at close of trading on 01-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2021 |
01-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
66.68 |
66.45 |
-0.23 |
-0.3% |
63.61 |
High |
67.28 |
68.64 |
1.36 |
2.0% |
67.28 |
Low |
65.95 |
66.18 |
0.23 |
0.3% |
63.45 |
Close |
66.10 |
67.52 |
1.42 |
2.1% |
66.10 |
Range |
1.33 |
2.46 |
1.13 |
85.0% |
3.83 |
ATR |
1.87 |
1.92 |
0.05 |
2.6% |
0.00 |
Volume |
186,237 |
148,833 |
-37,404 |
-20.1% |
806,688 |
|
Daily Pivots for day following 01-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.83 |
73.63 |
68.87 |
|
R3 |
72.37 |
71.17 |
68.20 |
|
R2 |
69.91 |
69.91 |
67.97 |
|
R1 |
68.71 |
68.71 |
67.75 |
69.31 |
PP |
67.45 |
67.45 |
67.45 |
67.75 |
S1 |
66.25 |
66.25 |
67.29 |
66.85 |
S2 |
64.99 |
64.99 |
67.07 |
|
S3 |
62.53 |
63.79 |
66.84 |
|
S4 |
60.07 |
61.33 |
66.17 |
|
|
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 |
68.64 |
65.02 |
3.62 |
5.4% |
1.48 |
2.2% |
69% |
True |
False |
160,004 |
10 |
68.64 |
61.36 |
7.28 |
10.8% |
2.07 |
3.1% |
85% |
True |
False |
150,442 |
20 |
68.64 |
61.36 |
7.28 |
10.8% |
1.93 |
2.9% |
85% |
True |
False |
121,075 |
40 |
68.64 |
57.97 |
10.67 |
15.8% |
1.73 |
2.6% |
90% |
True |
False |
89,243 |
60 |
68.64 |
56.92 |
11.72 |
17.4% |
1.98 |
2.9% |
90% |
True |
False |
75,440 |
80 |
68.64 |
54.74 |
13.90 |
20.6% |
1.92 |
2.8% |
92% |
True |
False |
64,689 |
100 |
68.64 |
49.77 |
18.87 |
27.9% |
1.76 |
2.6% |
94% |
True |
False |
54,614 |
120 |
68.64 |
45.50 |
23.14 |
34.3% |
1.66 |
2.5% |
95% |
True |
False |
46,504 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.10 |
2.618 |
75.08 |
1.618 |
72.62 |
1.000 |
71.10 |
0.618 |
70.16 |
HIGH |
68.64 |
0.618 |
67.70 |
0.500 |
67.41 |
0.382 |
67.12 |
LOW |
66.18 |
0.618 |
64.66 |
1.000 |
63.72 |
1.618 |
62.20 |
2.618 |
59.74 |
4.250 |
55.73 |
|
|
Fisher Pivots for day following 01-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
67.48 |
67.33 |
PP |
67.45 |
67.13 |
S1 |
67.41 |
66.94 |
|