NYMEX Light Sweet Crude Oil Future September 2021


Trading Metrics calculated at close of trading on 28-May-2021
Day Change Summary
Previous Current
27-May-2021 28-May-2021 Change Change % Previous Week
Open 65.49 66.20 0.71 1.1% 63.26
High 66.16 66.74 0.58 0.9% 66.74
Low 64.79 65.48 0.69 1.1% 63.07
Close 66.12 65.60 -0.52 -0.8% 65.60
Range 1.37 1.26 -0.11 -8.0% 3.67
ATR 1.84 1.80 -0.04 -2.2% 0.00
Volume 69,063 134,428 65,365 94.6% 535,160
Daily Pivots for day following 28-May-2021
Classic Woodie Camarilla DeMark
R4 69.72 68.92 66.29
R3 68.46 67.66 65.95
R2 67.20 67.20 65.83
R1 66.40 66.40 65.72 66.17
PP 65.94 65.94 65.94 65.83
S1 65.14 65.14 65.48 64.91
S2 64.68 64.68 65.37
S3 63.42 63.88 65.25
S4 62.16 62.62 64.91
Weekly Pivots for week ending 28-May-2021
Classic Woodie Camarilla DeMark
R4 76.15 74.54 67.62
R3 72.48 70.87 66.61
R2 68.81 68.81 66.27
R1 67.20 67.20 65.94 68.01
PP 65.14 65.14 65.14 65.54
S1 63.53 63.53 65.26 64.34
S2 61.47 61.47 64.93
S3 57.80 59.86 64.59
S4 54.13 56.19 63.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.74 63.07 3.67 5.6% 1.40 2.1% 69% True False 107,032
10 66.74 61.05 5.69 8.7% 1.90 2.9% 80% True False 92,825
20 66.74 61.05 5.69 8.7% 1.82 2.8% 80% True False 74,870
40 66.74 57.14 9.60 14.6% 1.69 2.6% 88% True False 61,204
60 66.74 56.61 10.13 15.4% 1.91 2.9% 89% True False 54,755
80 66.74 53.39 13.35 20.4% 1.84 2.8% 91% True False 50,301
100 66.74 48.71 18.03 27.5% 1.68 2.6% 94% True False 44,359
120 66.74 45.42 21.32 32.5% 1.59 2.4% 95% True False 38,722
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 True
Stretch 0.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 72.10
2.618 70.04
1.618 68.78
1.000 68.00
0.618 67.52
HIGH 66.74
0.618 66.26
0.500 66.11
0.382 65.96
LOW 65.48
0.618 64.70
1.000 64.22
1.618 63.44
2.618 62.18
4.250 60.13
Fisher Pivots for day following 28-May-2021
Pivot 1 day 3 day
R1 66.11 65.67
PP 65.94 65.65
S1 65.77 65.62

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

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