NYMEX Light Sweet Crude Oil Future August 2021


Trading Metrics calculated at close of trading on 11-Jun-2021
Day Change Summary
Previous Current
10-Jun-2021 11-Jun-2021 Change Change % Previous Week
Open 69.61 69.91 0.30 0.4% 69.25
High 70.46 70.86 0.40 0.6% 70.86
Low 68.51 69.47 0.96 1.4% 68.29
Close 70.09 70.60 0.51 0.7% 70.60
Range 1.95 1.39 -0.56 -28.7% 2.57
ATR 1.72 1.69 -0.02 -1.4% 0.00
Volume 205,077 396,286 191,209 93.2% 1,092,545
Daily Pivots for day following 11-Jun-2021
Classic Woodie Camarilla DeMark
R4 74.48 73.93 71.36
R3 73.09 72.54 70.98
R2 71.70 71.70 70.85
R1 71.15 71.15 70.73 71.43
PP 70.31 70.31 70.31 70.45
S1 69.76 69.76 70.47 70.04
S2 68.92 68.92 70.35
S3 67.53 68.37 70.22
S4 66.14 66.98 69.84
Weekly Pivots for week ending 11-Jun-2021
Classic Woodie Camarilla DeMark
R4 77.63 76.68 72.01
R3 75.06 74.11 71.31
R2 72.49 72.49 71.07
R1 71.54 71.54 70.84 72.02
PP 69.92 69.92 69.92 70.15
S1 68.97 68.97 70.36 69.45
S2 67.35 67.35 70.13
S3 64.78 66.40 69.89
S4 62.21 63.83 69.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 70.86 68.29 2.57 3.6% 1.46 2.1% 90% True False 218,509
10 70.86 65.95 4.91 7.0% 1.49 2.1% 95% True False 178,511
20 70.86 61.36 9.50 13.5% 1.77 2.5% 97% True False 155,998
40 70.86 60.28 10.58 15.0% 1.70 2.4% 98% True False 113,941
60 70.86 56.92 13.94 19.7% 1.94 2.8% 98% True False 94,858
80 70.86 56.87 13.99 19.8% 1.96 2.8% 98% True False 80,159
100 70.86 50.52 20.34 28.8% 1.78 2.5% 99% True False 68,129
120 70.86 46.35 24.51 34.7% 1.69 2.4% 99% True False 58,210
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 True
Bear Hook False
Bull Hook False
Stretch 0.54
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 76.77
2.618 74.50
1.618 73.11
1.000 72.25
0.618 71.72
HIGH 70.86
0.618 70.33
0.500 70.17
0.382 70.00
LOW 69.47
0.618 68.61
1.000 68.08
1.618 67.22
2.618 65.83
4.250 63.56
Fisher Pivots for day following 11-Jun-2021
Pivot 1 day 3 day
R1 70.46 70.30
PP 70.31 69.99
S1 70.17 69.69

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

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