NYMEX Light Sweet Crude Oil Future September 2021


Trading Metrics calculated at close of trading on 02-Jun-2021
Day Change Summary
Previous Current
01-Jun-2021 02-Jun-2021 Change Change % Previous Week
Open 65.99 67.29 1.30 2.0% 63.26
High 68.14 68.28 0.14 0.2% 66.74
Low 65.68 67.15 1.47 2.2% 63.07
Close 67.06 68.17 1.11 1.7% 65.60
Range 2.46 1.13 -1.33 -54.1% 3.67
ATR 1.85 1.81 -0.05 -2.4% 0.00
Volume 101,786 82,726 -19,060 -18.7% 535,160
Daily Pivots for day following 02-Jun-2021
Classic Woodie Camarilla DeMark
R4 71.26 70.84 68.79
R3 70.13 69.71 68.48
R2 69.00 69.00 68.38
R1 68.58 68.58 68.27 68.79
PP 67.87 67.87 67.87 67.97
S1 67.45 67.45 68.07 67.66
S2 66.74 66.74 67.96
S3 65.61 66.32 67.86
S4 64.48 65.19 67.55
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 68.28 64.60 3.68 5.4% 1.46 2.1% 97% True False 92,377
10 68.28 61.05 7.23 10.6% 1.84 2.7% 98% True False 100,559
20 68.28 61.05 7.23 10.6% 1.82 2.7% 98% True False 80,501
40 68.28 57.75 10.53 15.4% 1.64 2.4% 99% True False 63,522
60 68.28 56.61 11.67 17.1% 1.88 2.8% 99% True False 56,574
80 68.28 54.74 13.54 19.9% 1.86 2.7% 99% True False 51,939
100 68.28 49.84 18.44 27.1% 1.70 2.5% 99% True False 45,686
120 68.28 45.42 22.86 33.5% 1.61 2.4% 100% True False 40,014
Crabel Price Patterns
NR True
NR4 True
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 0.36
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 73.08
2.618 71.24
1.618 70.11
1.000 69.41
0.618 68.98
HIGH 68.28
0.618 67.85
0.500 67.72
0.382 67.58
LOW 67.15
0.618 66.45
1.000 66.02
1.618 65.32
2.618 64.19
4.250 62.35
Fisher Pivots for day following 02-Jun-2021
Pivot 1 day 3 day
R1 68.02 67.74
PP 67.87 67.31
S1 67.72 66.88

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

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