NYMEX Light Sweet Crude Oil Future September 2021


Trading Metrics calculated at close of trading on 20-May-2021
Day Change Summary
Previous Current
19-May-2021 20-May-2021 Change Change % Previous Week
Open 64.80 62.85 -1.95 -3.0% 64.75
High 64.81 63.38 -1.43 -2.2% 66.13
Low 61.54 61.22 -0.32 -0.5% 62.70
Close 62.84 61.49 -1.35 -2.1% 64.80
Range 3.27 2.16 -1.11 -33.9% 3.43
ATR 1.94 1.95 0.02 0.8% 0.00
Volume 93,039 78,676 -14,363 -15.4% 314,989
Daily Pivots for day following 20-May-2021
Classic Woodie Camarilla DeMark
R4 68.51 67.16 62.68
R3 66.35 65.00 62.08
R2 64.19 64.19 61.89
R1 62.84 62.84 61.69 62.44
PP 62.03 62.03 62.03 61.83
S1 60.68 60.68 61.29 60.28
S2 59.87 59.87 61.09
S3 57.71 58.52 60.90
S4 55.55 56.36 60.30
Weekly Pivots for week ending 14-May-2021
Classic Woodie Camarilla DeMark
R4 74.83 73.25 66.69
R3 71.40 69.82 65.74
R2 67.97 67.97 65.43
R1 66.39 66.39 65.11 67.18
PP 64.54 64.54 64.54 64.94
S1 62.96 62.96 64.49 63.75
S2 61.11 61.11 64.17
S3 57.68 59.53 63.86
S4 54.25 56.10 62.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.38 61.22 5.16 8.4% 2.34 3.8% 5% False True 66,989
10 66.38 61.22 5.16 8.4% 2.05 3.3% 5% False True 65,359
20 66.38 59.92 6.46 10.5% 1.80 2.9% 24% False False 55,717
40 66.38 56.72 9.66 15.7% 1.83 3.0% 49% False False 51,298
60 66.38 56.61 9.77 15.9% 1.97 3.2% 50% False False 47,541
80 66.38 50.32 16.06 26.1% 1.81 3.0% 70% False False 43,874
100 66.38 47.28 19.10 31.1% 1.66 2.7% 74% False False 38,430
120 66.38 44.53 21.85 35.5% 1.56 2.5% 78% False False 33,882
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 0.40
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 72.56
2.618 69.03
1.618 66.87
1.000 65.54
0.618 64.71
HIGH 63.38
0.618 62.55
0.500 62.30
0.382 62.05
LOW 61.22
0.618 59.89
1.000 59.06
1.618 57.73
2.618 55.57
4.250 52.04
Fisher Pivots for day following 20-May-2021
Pivot 1 day 3 day
R1 62.30 63.80
PP 62.03 63.03
S1 61.76 62.26

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

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