NYMEX Light Sweet Crude Oil Future September 2021


Trading Metrics calculated at close of trading on 09-Jun-2021
Day Change Summary
Previous Current
08-Jun-2021 09-Jun-2021 Change Change % Previous Week
Open 68.64 69.34 0.70 1.0% 65.99
High 69.59 69.94 0.35 0.5% 69.02
Low 67.84 68.84 1.00 1.5% 65.68
Close 69.40 69.33 -0.07 -0.1% 68.89
Range 1.75 1.10 -0.65 -37.1% 3.34
ATR 1.69 1.65 -0.04 -2.5% 0.00
Volume 102,792 89,033 -13,759 -13.4% 329,838
Daily Pivots for day following 09-Jun-2021
Classic Woodie Camarilla DeMark
R4 72.67 72.10 69.94
R3 71.57 71.00 69.63
R2 70.47 70.47 69.53
R1 69.90 69.90 69.43 69.64
PP 69.37 69.37 69.37 69.24
S1 68.80 68.80 69.23 68.54
S2 68.27 68.27 69.13
S3 67.17 67.70 69.03
S4 66.07 66.60 68.73
Weekly Pivots for week ending 04-Jun-2021
Classic Woodie Camarilla DeMark
R4 77.88 76.73 70.73
R3 74.54 73.39 69.81
R2 71.20 71.20 69.50
R1 70.05 70.05 69.20 70.63
PP 67.86 67.86 67.86 68.15
S1 66.71 66.71 68.58 67.29
S2 64.52 64.52 68.28
S3 61.18 63.37 67.97
S4 57.84 60.03 67.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.94 67.53 2.41 3.5% 1.28 1.9% 75% True False 84,562
10 69.94 64.60 5.34 7.7% 1.37 2.0% 89% True False 88,469
20 69.94 61.05 8.89 12.8% 1.76 2.5% 93% True False 86,288
40 69.94 59.90 10.04 14.5% 1.65 2.4% 94% True False 67,675
60 69.94 56.61 13.33 19.2% 1.86 2.7% 95% True False 60,998
80 69.94 56.36 13.58 19.6% 1.88 2.7% 96% True False 55,134
100 69.94 50.24 19.70 28.4% 1.71 2.5% 97% True False 48,856
120 69.94 46.20 23.74 34.2% 1.62 2.3% 97% True False 42,883
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 0.50
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 74.62
2.618 72.82
1.618 71.72
1.000 71.04
0.618 70.62
HIGH 69.94
0.618 69.52
0.500 69.39
0.382 69.26
LOW 68.84
0.618 68.16
1.000 67.74
1.618 67.06
2.618 65.96
4.250 64.17
Fisher Pivots for day following 09-Jun-2021
Pivot 1 day 3 day
R1 69.39 69.18
PP 69.37 69.04
S1 69.35 68.89

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

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