NYMEX Light Sweet Crude Oil Future August 2021


Trading Metrics calculated at close of trading on 15-Jun-2021
Day Change Summary
Previous Current
14-Jun-2021 15-Jun-2021 Change Change % Previous Week
Open 70.36 70.91 0.55 0.8% 69.25
High 71.40 72.20 0.80 1.1% 70.86
Low 70.36 70.54 0.18 0.3% 68.29
Close 70.63 71.86 1.23 1.7% 70.60
Range 1.04 1.66 0.62 59.6% 2.57
ATR 1.65 1.65 0.00 0.1% 0.00
Volume 163,554 195,703 32,149 19.7% 1,092,545
Daily Pivots for day following 15-Jun-2021
Classic Woodie Camarilla DeMark
R4 76.51 75.85 72.77
R3 74.85 74.19 72.32
R2 73.19 73.19 72.16
R1 72.53 72.53 72.01 72.86
PP 71.53 71.53 71.53 71.70
S1 70.87 70.87 71.71 71.20
S2 69.87 69.87 71.56
S3 68.21 69.21 71.40
S4 66.55 67.55 70.95
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 72.20 68.51 3.69 5.1% 1.44 2.0% 91% True False 225,748
10 72.20 67.59 4.61 6.4% 1.38 1.9% 93% True False 180,930
20 72.20 61.36 10.84 15.1% 1.72 2.4% 97% True False 165,686
40 72.20 60.28 11.92 16.6% 1.72 2.4% 97% True False 121,102
60 72.20 56.92 15.28 21.3% 1.84 2.6% 98% True False 98,488
80 72.20 56.92 15.28 21.3% 1.95 2.7% 98% True False 83,523
100 72.20 50.52 21.68 30.2% 1.80 2.5% 98% True False 71,413
120 72.20 46.41 25.79 35.9% 1.68 2.3% 99% True False 61,148
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.49
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 79.26
2.618 76.55
1.618 74.89
1.000 73.86
0.618 73.23
HIGH 72.20
0.618 71.57
0.500 71.37
0.382 71.17
LOW 70.54
0.618 69.51
1.000 68.88
1.618 67.85
2.618 66.19
4.250 63.49
Fisher Pivots for day following 15-Jun-2021
Pivot 1 day 3 day
R1 71.70 71.52
PP 71.53 71.18
S1 71.37 70.84

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

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