NYMEX Light Sweet Crude Oil Future September 2021


Trading Metrics calculated at close of trading on 14-Jun-2021
Day Change Summary
Previous Current
11-Jun-2021 14-Jun-2021 Change Change % Previous Week
Open 69.40 69.74 0.34 0.5% 68.75
High 70.15 70.68 0.53 0.8% 70.15
Low 68.97 69.74 0.77 1.1% 67.84
Close 69.92 70.00 0.08 0.1% 69.92
Range 1.18 0.94 -0.24 -20.3% 2.31
ATR 1.63 1.58 -0.05 -3.0% 0.00
Volume 254,070 98,117 -155,953 -61.4% 668,014
Daily Pivots for day following 14-Jun-2021
Classic Woodie Camarilla DeMark
R4 72.96 72.42 70.52
R3 72.02 71.48 70.26
R2 71.08 71.08 70.17
R1 70.54 70.54 70.09 70.81
PP 70.14 70.14 70.14 70.28
S1 69.60 69.60 69.91 69.87
S2 69.20 69.20 69.83
S3 68.26 68.66 69.74
S4 67.32 67.72 69.48
Weekly Pivots for week ending 11-Jun-2021
Classic Woodie Camarilla DeMark
R4 76.23 75.39 71.19
R3 73.92 73.08 70.56
R2 71.61 71.61 70.34
R1 70.77 70.77 70.13 71.19
PP 69.30 69.30 69.30 69.52
S1 68.46 68.46 69.71 68.88
S2 66.99 66.99 69.50
S3 64.68 66.15 69.28
S4 62.37 63.84 68.65
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 70.68 67.84 2.84 4.1% 1.38 2.0% 76% True False 136,094
10 70.68 65.68 5.00 7.1% 1.40 2.0% 86% True False 109,596
20 70.68 61.05 9.63 13.8% 1.65 2.4% 93% True False 101,211
40 70.68 59.92 10.76 15.4% 1.64 2.3% 94% True False 76,098
60 70.68 56.61 14.07 20.1% 1.79 2.6% 95% True False 66,808
80 70.68 56.36 14.32 20.5% 1.88 2.7% 95% True False 59,610
100 70.68 50.24 20.44 29.2% 1.72 2.5% 97% True False 53,115
120 70.68 46.20 24.48 35.0% 1.63 2.3% 97% True False 46,716
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.46
Narrowest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 74.68
2.618 73.14
1.618 72.20
1.000 71.62
0.618 71.26
HIGH 70.68
0.618 70.32
0.500 70.21
0.382 70.10
LOW 69.74
0.618 69.16
1.000 68.80
1.618 68.22
2.618 67.28
4.250 65.75
Fisher Pivots for day following 14-Jun-2021
Pivot 1 day 3 day
R1 70.21 69.79
PP 70.14 69.58
S1 70.07 69.37

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

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