NYMEX Light Sweet Crude Oil Future September 2021


Trading Metrics calculated at close of trading on 22-Jun-2021
Day Change Summary
Previous Current
21-Jun-2021 22-Jun-2021 Change Change % Previous Week
Open 70.26 71.93 1.67 2.4% 69.74
High 72.10 72.43 0.33 0.5% 71.99
Low 69.93 71.50 1.57 2.2% 68.86
Close 72.03 72.05 0.02 0.0% 70.45
Range 2.17 0.93 -1.24 -57.1% 3.13
ATR 1.67 1.62 -0.05 -3.2% 0.00
Volume 252,018 216,177 -35,841 -14.2% 601,033
Daily Pivots for day following 22-Jun-2021
Classic Woodie Camarilla DeMark
R4 74.78 74.35 72.56
R3 73.85 73.42 72.31
R2 72.92 72.92 72.22
R1 72.49 72.49 72.14 72.71
PP 71.99 71.99 71.99 72.10
S1 71.56 71.56 71.96 71.78
S2 71.06 71.06 71.88
S3 70.13 70.63 71.79
S4 69.20 69.70 71.54
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 72.43 68.86 3.57 5.0% 1.73 2.4% 89% True False 172,641
10 72.43 68.05 4.38 6.1% 1.54 2.1% 91% True False 154,879
20 72.43 64.60 7.83 10.9% 1.45 2.0% 95% True False 125,480
40 72.43 61.05 11.38 15.8% 1.67 2.3% 97% True False 93,667
60 72.43 57.14 15.29 21.2% 1.68 2.3% 98% True False 78,125
80 72.43 56.61 15.82 22.0% 1.86 2.6% 98% True False 68,951
100 72.43 50.32 22.11 30.7% 1.76 2.4% 98% True False 61,945
120 72.43 47.28 25.15 34.9% 1.65 2.3% 98% True False 54,597
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 0.49
Narrowest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 76.38
2.618 74.86
1.618 73.93
1.000 73.36
0.618 73.00
HIGH 72.43
0.618 72.07
0.500 71.97
0.382 71.86
LOW 71.50
0.618 70.93
1.000 70.57
1.618 70.00
2.618 69.07
4.250 67.55
Fisher Pivots for day following 22-Jun-2021
Pivot 1 day 3 day
R1 72.02 71.62
PP 71.99 71.20
S1 71.97 70.77

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

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