NYMEX Light Sweet Crude Oil Future September 2021


Trading Metrics calculated at close of trading on 17-Jun-2021
Day Change Summary
Previous Current
16-Jun-2021 17-Jun-2021 Change Change % Previous Week
Open 71.36 70.79 -0.57 -0.8% 68.75
High 71.99 71.40 -0.59 -0.8% 70.15
Low 70.75 68.86 -1.89 -2.7% 67.84
Close 71.27 70.03 -1.24 -1.7% 69.92
Range 1.24 2.54 1.30 104.8% 2.31
ATR 1.55 1.62 0.07 4.5% 0.00
Volume 115,067 118,957 3,890 3.4% 668,014
Daily Pivots for day following 17-Jun-2021
Classic Woodie Camarilla DeMark
R4 77.72 76.41 71.43
R3 75.18 73.87 70.73
R2 72.64 72.64 70.50
R1 71.33 71.33 70.26 70.72
PP 70.10 70.10 70.10 69.79
S1 68.79 68.79 69.80 68.18
S2 67.56 67.56 69.56
S3 65.02 66.25 69.33
S4 62.48 63.71 68.63
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 68.86 3.13 4.5% 1.49 2.1% 37% False True 138,822
10 71.99 67.67 4.32 6.2% 1.46 2.1% 55% False False 119,673
20 71.99 61.05 10.94 15.6% 1.54 2.2% 82% False False 108,297
40 71.99 59.92 12.07 17.2% 1.65 2.4% 84% False False 80,996
60 71.99 56.71 15.28 21.8% 1.76 2.5% 87% False False 69,920
80 71.99 56.61 15.38 22.0% 1.87 2.7% 87% False False 62,124
100 71.99 50.32 21.67 30.9% 1.75 2.5% 91% False False 56,083
120 71.99 47.28 24.71 35.3% 1.63 2.3% 92% False False 49,434
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 0.51
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 82.20
2.618 78.05
1.618 75.51
1.000 73.94
0.618 72.97
HIGH 71.40
0.618 70.43
0.500 70.13
0.382 69.83
LOW 68.86
0.618 67.29
1.000 66.32
1.618 64.75
2.618 62.21
4.250 58.07
Fisher Pivots for day following 17-Jun-2021
Pivot 1 day 3 day
R1 70.13 70.43
PP 70.10 70.29
S1 70.06 70.16

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

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