NYMEX Light Sweet Crude Oil Future August 2021
| Trading Metrics calculated at close of trading on 24-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2021 |
24-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
72.91 |
73.28 |
0.37 |
0.5% |
70.36 |
| High |
74.25 |
73.61 |
-0.64 |
-0.9% |
72.74 |
| Low |
72.82 |
72.32 |
-0.50 |
-0.7% |
69.54 |
| Close |
73.08 |
73.30 |
0.22 |
0.3% |
71.29 |
| Range |
1.43 |
1.29 |
-0.14 |
-9.8% |
3.20 |
| ATR |
1.69 |
1.66 |
-0.03 |
-1.7% |
0.00 |
| Volume |
429,207 |
334,833 |
-94,374 |
-22.0% |
1,404,205 |
|
| Daily Pivots for day following 24-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.95 |
76.41 |
74.01 |
|
| R3 |
75.66 |
75.12 |
73.65 |
|
| R2 |
74.37 |
74.37 |
73.54 |
|
| R1 |
73.83 |
73.83 |
73.42 |
74.10 |
| PP |
73.08 |
73.08 |
73.08 |
73.21 |
| S1 |
72.54 |
72.54 |
73.18 |
72.81 |
| S2 |
71.79 |
71.79 |
73.06 |
|
| S3 |
70.50 |
71.25 |
72.95 |
|
| S4 |
69.21 |
69.96 |
72.59 |
|
|
| Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.79 |
79.24 |
73.05 |
|
| R3 |
77.59 |
76.04 |
72.17 |
|
| R2 |
74.39 |
74.39 |
71.88 |
|
| R1 |
72.84 |
72.84 |
71.58 |
73.62 |
| PP |
71.19 |
71.19 |
71.19 |
71.58 |
| S1 |
69.64 |
69.64 |
71.00 |
70.42 |
| S2 |
67.99 |
67.99 |
70.70 |
|
| S3 |
64.79 |
66.44 |
70.41 |
|
| S4 |
61.59 |
63.24 |
69.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.25 |
69.87 |
4.38 |
6.0% |
1.63 |
2.2% |
78% |
False |
False |
454,801 |
| 10 |
74.25 |
69.47 |
4.78 |
6.5% |
1.61 |
2.2% |
80% |
False |
False |
365,439 |
| 20 |
74.25 |
65.23 |
9.02 |
12.3% |
1.55 |
2.1% |
89% |
False |
False |
257,814 |
| 40 |
74.25 |
61.36 |
12.89 |
17.6% |
1.74 |
2.4% |
93% |
False |
False |
182,711 |
| 60 |
74.25 |
57.42 |
16.83 |
23.0% |
1.72 |
2.4% |
94% |
False |
False |
140,947 |
| 80 |
74.25 |
56.92 |
17.33 |
23.6% |
1.92 |
2.6% |
95% |
False |
False |
117,180 |
| 100 |
74.25 |
52.08 |
22.17 |
30.2% |
1.83 |
2.5% |
96% |
False |
False |
99,665 |
| 120 |
74.25 |
47.39 |
26.86 |
36.6% |
1.73 |
2.4% |
96% |
False |
False |
85,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.09 |
|
2.618 |
76.99 |
|
1.618 |
75.70 |
|
1.000 |
74.90 |
|
0.618 |
74.41 |
|
HIGH |
73.61 |
|
0.618 |
73.12 |
|
0.500 |
72.97 |
|
0.382 |
72.81 |
|
LOW |
72.32 |
|
0.618 |
71.52 |
|
1.000 |
71.03 |
|
1.618 |
70.23 |
|
2.618 |
68.94 |
|
4.250 |
66.84 |
|
|
| Fisher Pivots for day following 24-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
73.19 |
73.30 |
| PP |
73.08 |
73.29 |
| S1 |
72.97 |
73.29 |
|