NYMEX Light Sweet Crude Oil Future September 2021


Trading Metrics calculated at close of trading on 11-May-2021
Day Change Summary
Previous Current
10-May-2021 11-May-2021 Change Change % Previous Week
Open 64.75 64.51 -0.24 -0.4% 62.65
High 65.19 65.02 -0.17 -0.3% 65.87
Low 63.53 63.32 -0.21 -0.3% 62.00
Close 64.48 64.86 0.38 0.6% 64.38
Range 1.66 1.70 0.04 2.4% 3.87
ATR 1.66 1.66 0.00 0.2% 0.00
Volume 57,301 67,506 10,205 17.8% 254,166
Daily Pivots for day following 11-May-2021
Classic Woodie Camarilla DeMark
R4 69.50 68.88 65.80
R3 67.80 67.18 65.33
R2 66.10 66.10 65.17
R1 65.48 65.48 65.02 65.79
PP 64.40 64.40 64.40 64.56
S1 63.78 63.78 64.70 64.09
S2 62.70 62.70 64.55
S3 61.00 62.08 64.39
S4 59.30 60.38 63.93
Weekly Pivots for week ending 07-May-2021
Classic Woodie Camarilla DeMark
R4 75.69 73.91 66.51
R3 71.82 70.04 65.44
R2 67.95 67.95 65.09
R1 66.17 66.17 64.73 67.06
PP 64.08 64.08 64.08 64.53
S1 62.30 62.30 64.03 63.19
S2 60.21 60.21 63.67
S3 56.34 58.43 63.32
S4 52.47 54.56 62.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 65.87 63.32 2.55 3.9% 1.52 2.3% 60% False True 61,416
10 65.87 61.80 4.07 6.3% 1.62 2.5% 75% False False 52,588
20 65.87 59.90 5.97 9.2% 1.54 2.4% 83% False False 49,063
40 65.87 56.61 9.26 14.3% 1.91 3.0% 89% False False 48,353
60 65.87 56.36 9.51 14.7% 1.92 3.0% 89% False False 44,749
80 65.87 50.24 15.63 24.1% 1.70 2.6% 94% False False 39,498
100 65.87 46.20 19.67 30.3% 1.59 2.4% 95% False False 34,202
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 72.25
2.618 69.47
1.618 67.77
1.000 66.72
0.618 66.07
HIGH 65.02
0.618 64.37
0.500 64.17
0.382 63.97
LOW 63.32
0.618 62.27
1.000 61.62
1.618 60.57
2.618 58.87
4.250 56.10
Fisher Pivots for day following 11-May-2021
Pivot 1 day 3 day
R1 64.63 64.66
PP 64.40 64.46
S1 64.17 64.26

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

View Archives - Comment on this page... - Back to Index of Symbols