NYMEX Light Sweet Crude Oil Future September 2021


Trading Metrics calculated at close of trading on 21-Jun-2021
Day Change Summary
Previous Current
18-Jun-2021 21-Jun-2021 Change Change % Previous Week
Open 70.03 70.26 0.23 0.3% 69.74
High 70.90 72.10 1.20 1.7% 71.99
Low 69.11 69.93 0.82 1.2% 68.86
Close 70.45 72.03 1.58 2.2% 70.45
Range 1.79 2.17 0.38 21.2% 3.13
ATR 1.64 1.67 0.04 2.3% 0.00
Volume 160,990 252,018 91,028 56.5% 601,033
Daily Pivots for day following 21-Jun-2021
Classic Woodie Camarilla DeMark
R4 77.86 77.12 73.22
R3 75.69 74.95 72.63
R2 73.52 73.52 72.43
R1 72.78 72.78 72.23 73.15
PP 71.35 71.35 71.35 71.54
S1 70.61 70.61 71.83 70.98
S2 69.18 69.18 71.63
S3 67.01 68.44 71.43
S4 64.84 66.27 70.84
Weekly Pivots for week ending 18-Jun-2021
Classic Woodie Camarilla DeMark
R4 79.82 78.27 72.17
R3 76.69 75.14 71.31
R2 73.56 73.56 71.02
R1 72.01 72.01 70.74 72.79
PP 70.43 70.43 70.43 70.82
S1 68.88 68.88 70.16 69.66
S2 67.30 67.30 69.88
S3 64.17 65.75 69.59
S4 61.04 62.62 68.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.10 68.86 3.24 4.5% 1.86 2.6% 98% True False 150,986
10 72.10 67.84 4.26 5.9% 1.62 2.2% 98% True False 143,540
20 72.10 63.07 9.03 12.5% 1.52 2.1% 99% True False 119,303
40 72.10 59.92 12.18 16.9% 1.69 2.3% 99% True False 89,154
60 72.10 57.14 14.96 20.8% 1.71 2.4% 100% True False 75,222
80 72.10 56.61 15.49 21.5% 1.88 2.6% 100% True False 66,536
100 72.10 50.32 21.78 30.2% 1.77 2.5% 100% True False 59,902
120 72.10 47.28 24.82 34.5% 1.65 2.3% 100% True False 52,827
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.53
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.32
2.618 77.78
1.618 75.61
1.000 74.27
0.618 73.44
HIGH 72.10
0.618 71.27
0.500 71.02
0.382 70.76
LOW 69.93
0.618 68.59
1.000 67.76
1.618 66.42
2.618 64.25
4.250 60.71
Fisher Pivots for day following 21-Jun-2021
Pivot 1 day 3 day
R1 71.69 71.51
PP 71.35 71.00
S1 71.02 70.48

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

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