NYMEX Light Sweet Crude Oil Future August 2021


Trading Metrics calculated at close of trading on 17-Jun-2021
Day Change Summary
Previous Current
16-Jun-2021 17-Jun-2021 Change Change % Previous Week
Open 72.13 71.48 -0.65 -0.9% 69.25
High 72.74 72.10 -0.64 -0.9% 70.86
Low 71.42 69.54 -1.88 -2.6% 68.29
Close 71.95 70.78 -1.17 -1.6% 70.60
Range 1.32 2.56 1.24 93.9% 2.57
ATR 1.62 1.69 0.07 4.1% 0.00
Volume 281,177 343,666 62,489 22.2% 1,092,545
Daily Pivots for day following 17-Jun-2021
Classic Woodie Camarilla DeMark
R4 78.49 77.19 72.19
R3 75.93 74.63 71.48
R2 73.37 73.37 71.25
R1 72.07 72.07 71.01 71.44
PP 70.81 70.81 70.81 70.49
S1 69.51 69.51 70.55 68.88
S2 68.25 68.25 70.31
S3 65.69 66.95 70.08
S4 63.13 64.39 69.37
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 69.47 3.27 4.6% 1.59 2.3% 40% False False 276,077
10 72.74 68.12 4.62 6.5% 1.53 2.2% 58% False False 221,469
20 72.74 61.36 11.38 16.1% 1.61 2.3% 83% False False 185,453
40 72.74 60.28 12.46 17.6% 1.71 2.4% 84% False False 133,000
60 72.74 56.98 15.76 22.3% 1.82 2.6% 88% False False 106,858
80 72.74 56.92 15.82 22.4% 1.94 2.7% 88% False False 90,586
100 72.74 50.64 22.10 31.2% 1.81 2.6% 91% False False 77,454
120 72.74 47.39 25.35 35.8% 1.69 2.4% 92% False False 66,321
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 82.98
2.618 78.80
1.618 76.24
1.000 74.66
0.618 73.68
HIGH 72.10
0.618 71.12
0.500 70.82
0.382 70.52
LOW 69.54
0.618 67.96
1.000 66.98
1.618 65.40
2.618 62.84
4.250 58.66
Fisher Pivots for day following 17-Jun-2021
Pivot 1 day 3 day
R1 70.82 71.14
PP 70.81 71.02
S1 70.79 70.90

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

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