NYMEX Light Sweet Crude Oil Future September 2021


Trading Metrics calculated at close of trading on 16-Jun-2021
Day Change Summary
Previous Current
15-Jun-2021 16-Jun-2021 Change Change % Previous Week
Open 70.21 71.36 1.15 1.6% 68.75
High 71.45 71.99 0.54 0.8% 70.15
Low 69.90 70.75 0.85 1.2% 67.84
Close 71.14 71.27 0.13 0.2% 69.92
Range 1.55 1.24 -0.31 -20.0% 2.31
ATR 1.58 1.55 -0.02 -1.5% 0.00
Volume 107,902 115,067 7,165 6.6% 668,014
Daily Pivots for day following 16-Jun-2021
Classic Woodie Camarilla DeMark
R4 75.06 74.40 71.95
R3 73.82 73.16 71.61
R2 72.58 72.58 71.50
R1 71.92 71.92 71.38 71.63
PP 71.34 71.34 71.34 71.19
S1 70.68 70.68 71.16 70.39
S2 70.10 70.10 71.04
S3 68.86 69.44 70.93
S4 67.62 68.20 70.59
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 71.99 68.05 3.94 5.5% 1.36 1.9% 82% True False 142,323
10 71.99 67.53 4.46 6.3% 1.32 1.9% 84% True False 113,442
20 71.99 61.05 10.94 15.4% 1.58 2.2% 93% True False 107,001
40 71.99 59.92 12.07 16.9% 1.62 2.3% 94% True False 79,372
60 71.99 56.61 15.38 21.6% 1.77 2.5% 95% True False 69,032
80 71.99 56.61 15.38 21.6% 1.86 2.6% 95% True False 61,044
100 71.99 50.32 21.67 30.4% 1.73 2.4% 97% True False 55,031
120 71.99 46.28 25.71 36.1% 1.63 2.3% 97% True False 48,488
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 0.51
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.26
2.618 75.24
1.618 74.00
1.000 73.23
0.618 72.76
HIGH 71.99
0.618 71.52
0.500 71.37
0.382 71.22
LOW 70.75
0.618 69.98
1.000 69.51
1.618 68.74
2.618 67.50
4.250 65.48
Fisher Pivots for day following 16-Jun-2021
Pivot 1 day 3 day
R1 71.37 71.14
PP 71.34 71.00
S1 71.30 70.87

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

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