NYMEX Light Sweet Crude Oil Future August 2021


Trading Metrics calculated at close of trading on 02-Jun-2021
Day Change Summary
Previous Current
01-Jun-2021 02-Jun-2021 Change Change % Previous Week
Open 66.45 67.80 1.35 2.0% 63.61
High 68.64 68.77 0.13 0.2% 67.28
Low 66.18 67.59 1.41 2.1% 63.45
Close 67.52 68.63 1.11 1.6% 66.10
Range 2.46 1.18 -1.28 -52.0% 3.83
ATR 1.92 1.87 -0.05 -2.5% 0.00
Volume 148,833 110,807 -38,026 -25.5% 806,688
Daily Pivots for day following 02-Jun-2021
Classic Woodie Camarilla DeMark
R4 71.87 71.43 69.28
R3 70.69 70.25 68.95
R2 69.51 69.51 68.85
R1 69.07 69.07 68.74 69.29
PP 68.33 68.33 68.33 68.44
S1 67.89 67.89 68.52 68.11
S2 67.15 67.15 68.41
S3 65.97 66.71 68.31
S4 64.79 65.53 67.98
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 68.77 65.02 3.75 5.5% 1.51 2.2% 96% True False 136,281
10 68.77 61.36 7.41 10.8% 1.90 2.8% 98% True False 152,124
20 68.77 61.36 7.41 10.8% 1.89 2.8% 98% True False 121,920
40 68.77 57.97 10.80 15.7% 1.71 2.5% 99% True False 90,906
60 68.77 56.92 11.85 17.3% 1.95 2.8% 99% True False 76,756
80 68.77 55.25 13.52 19.7% 1.93 2.8% 99% True False 65,854
100 68.77 50.22 18.55 27.0% 1.76 2.6% 99% True False 55,619
120 68.77 45.50 23.27 33.9% 1.66 2.4% 99% True False 47,390
Crabel Price Patterns
NR True
NR4 True
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 False
Stretch 0.37
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 73.79
2.618 71.86
1.618 70.68
1.000 69.95
0.618 69.50
HIGH 68.77
0.618 68.32
0.500 68.18
0.382 68.04
LOW 67.59
0.618 66.86
1.000 66.41
1.618 65.68
2.618 64.50
4.250 62.58
Fisher Pivots for day following 02-Jun-2021
Pivot 1 day 3 day
R1 68.48 68.21
PP 68.33 67.78
S1 68.18 67.36

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

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