NYMEX Light Sweet Crude Oil Future August 2021


Trading Metrics calculated at close of trading on 09-Jun-2021
Day Change Summary
Previous Current
08-Jun-2021 09-Jun-2021 Change Change % Previous Week
Open 69.08 69.81 0.73 1.1% 66.45
High 70.08 70.43 0.35 0.5% 69.51
Low 68.29 69.29 1.00 1.5% 66.18
Close 69.87 69.79 -0.08 -0.1% 69.39
Range 1.79 1.14 -0.65 -36.3% 3.33
ATR 1.74 1.70 -0.04 -2.5% 0.00
Volume 166,360 168,120 1,760 1.1% 506,335
Daily Pivots for day following 09-Jun-2021
Classic Woodie Camarilla DeMark
R4 73.26 72.66 70.42
R3 72.12 71.52 70.10
R2 70.98 70.98 70.00
R1 70.38 70.38 69.89 70.11
PP 69.84 69.84 69.84 69.70
S1 69.24 69.24 69.69 68.97
S2 68.70 68.70 69.58
S3 67.56 68.10 69.48
S4 66.42 66.96 69.16
Weekly Pivots for week ending 04-Jun-2021
Classic Woodie Camarilla DeMark
R4 78.35 77.20 71.22
R3 75.02 73.87 70.31
R2 71.69 71.69 70.00
R1 70.54 70.54 69.70 71.12
PP 68.36 68.36 68.36 68.65
S1 67.21 67.21 69.08 67.79
S2 65.03 65.03 68.78
S3 61.70 63.88 68.47
S4 58.37 60.55 67.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 70.43 67.98 2.45 3.5% 1.31 1.9% 74% True False 147,575
10 70.43 65.02 5.41 7.8% 1.41 2.0% 88% True False 141,928
20 70.43 61.36 9.07 13.0% 1.82 2.6% 93% True False 135,594
40 70.43 60.19 10.24 14.7% 1.72 2.5% 94% True False 102,187
60 70.43 56.92 13.51 19.4% 1.93 2.8% 95% True False 86,122
80 70.43 56.87 13.56 19.4% 1.95 2.8% 95% True False 73,558
100 70.43 50.52 19.91 28.5% 1.78 2.5% 97% True False 62,353
120 70.43 46.35 24.08 34.5% 1.67 2.4% 97% True False 53,271
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 False
Stretch 0.52
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 75.28
2.618 73.41
1.618 72.27
1.000 71.57
0.618 71.13
HIGH 70.43
0.618 69.99
0.500 69.86
0.382 69.73
LOW 69.29
0.618 68.59
1.000 68.15
1.618 67.45
2.618 66.31
4.250 64.45
Fisher Pivots for day following 09-Jun-2021
Pivot 1 day 3 day
R1 69.86 69.65
PP 69.84 69.50
S1 69.81 69.36

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

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