NYMEX Light Sweet Crude Oil Future September 2021


Trading Metrics calculated at close of trading on 01-Jun-2021
Day Change Summary
Previous Current
28-May-2021 01-Jun-2021 Change Change % Previous Week
Open 66.20 65.99 -0.21 -0.3% 63.26
High 66.74 68.14 1.40 2.1% 66.74
Low 65.48 65.68 0.20 0.3% 63.07
Close 65.60 67.06 1.46 2.2% 65.60
Range 1.26 2.46 1.20 95.2% 3.67
ATR 1.80 1.85 0.05 3.0% 0.00
Volume 134,428 101,786 -32,642 -24.3% 535,160
Daily Pivots for day following 01-Jun-2021
Classic Woodie Camarilla DeMark
R4 74.34 73.16 68.41
R3 71.88 70.70 67.74
R2 69.42 69.42 67.51
R1 68.24 68.24 67.29 68.83
PP 66.96 66.96 66.96 67.26
S1 65.78 65.78 66.83 66.37
S2 64.50 64.50 66.61
S3 62.04 63.32 66.38
S4 59.58 60.86 65.71
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 68.14 64.60 3.54 5.3% 1.42 2.1% 69% True False 108,863
10 68.14 61.05 7.09 10.6% 2.00 3.0% 85% True False 98,174
20 68.14 61.05 7.09 10.6% 1.86 2.8% 85% True False 78,827
40 68.14 57.75 10.39 15.5% 1.67 2.5% 90% True False 62,499
60 68.14 56.61 11.53 17.2% 1.91 2.8% 91% True False 55,664
80 68.14 54.23 13.91 20.7% 1.86 2.8% 92% True False 51,157
100 68.14 49.45 18.69 27.9% 1.69 2.5% 94% True False 45,030
120 68.14 45.42 22.72 33.9% 1.60 2.4% 95% True False 39,447
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 0.41
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 78.60
2.618 74.58
1.618 72.12
1.000 70.60
0.618 69.66
HIGH 68.14
0.618 67.20
0.500 66.91
0.382 66.62
LOW 65.68
0.618 64.16
1.000 63.22
1.618 61.70
2.618 59.24
4.250 55.23
Fisher Pivots for day following 01-Jun-2021
Pivot 1 day 3 day
R1 67.01 66.86
PP 66.96 66.66
S1 66.91 66.47

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.