NYMEX Light Sweet Crude Oil Future August 2021


Trading Metrics calculated at close of trading on 16-Jun-2021
Day Change Summary
Previous Current
15-Jun-2021 16-Jun-2021 Change Change % Previous Week
Open 70.91 72.13 1.22 1.7% 69.25
High 72.20 72.74 0.54 0.7% 70.86
Low 70.54 71.42 0.88 1.2% 68.29
Close 71.86 71.95 0.09 0.1% 70.60
Range 1.66 1.32 -0.34 -20.5% 2.57
ATR 1.65 1.62 -0.02 -1.4% 0.00
Volume 195,703 281,177 85,474 43.7% 1,092,545
Daily Pivots for day following 16-Jun-2021
Classic Woodie Camarilla DeMark
R4 76.00 75.29 72.68
R3 74.68 73.97 72.31
R2 73.36 73.36 72.19
R1 72.65 72.65 72.07 72.35
PP 72.04 72.04 72.04 71.88
S1 71.33 71.33 71.83 71.03
S2 70.72 70.72 71.71
S3 69.40 70.01 71.59
S4 68.08 68.69 71.22
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 72.74 68.51 4.23 5.9% 1.47 2.0% 81% True False 248,359
10 72.74 67.98 4.76 6.6% 1.39 1.9% 83% True False 197,967
20 72.74 61.36 11.38 15.8% 1.65 2.3% 93% True False 175,046
40 72.74 60.28 12.46 17.3% 1.69 2.3% 94% True False 126,015
60 72.74 56.92 15.82 22.0% 1.84 2.6% 95% True False 102,807
80 72.74 56.92 15.82 22.0% 1.93 2.7% 95% True False 86,593
100 72.74 50.64 22.10 30.7% 1.79 2.5% 96% True False 74,124
120 72.74 46.41 26.33 36.6% 1.69 2.3% 97% True False 63,481
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 0.53
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.35
2.618 76.20
1.618 74.88
1.000 74.06
0.618 73.56
HIGH 72.74
0.618 72.24
0.500 72.08
0.382 71.92
LOW 71.42
0.618 70.60
1.000 70.10
1.618 69.28
2.618 67.96
4.250 65.81
Fisher Pivots for day following 16-Jun-2021
Pivot 1 day 3 day
R1 72.08 71.82
PP 72.04 71.68
S1 71.99 71.55

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

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