NYMEX Light Sweet Crude Oil Future September 2021


Trading Metrics calculated at close of trading on 28-Jun-2021
Day Change Summary
Previous Current
25-Jun-2021 28-Jun-2021 Change Change % Previous Week
Open 72.65 73.27 0.62 0.9% 70.26
High 73.40 73.70 0.30 0.4% 73.40
Low 72.11 71.92 -0.19 -0.3% 69.93
Close 73.33 72.20 -1.13 -1.5% 73.33
Range 1.29 1.78 0.49 38.0% 3.47
ATR 1.55 1.57 0.02 1.0% 0.00
Volume 144,564 104,663 -39,901 -27.6% 914,426
Daily Pivots for day following 28-Jun-2021
Classic Woodie Camarilla DeMark
R4 77.95 76.85 73.18
R3 76.17 75.07 72.69
R2 74.39 74.39 72.53
R1 73.29 73.29 72.36 72.95
PP 72.61 72.61 72.61 72.44
S1 71.51 71.51 72.04 71.17
S2 70.83 70.83 71.87
S3 69.05 69.73 71.71
S4 67.27 67.95 71.22
Weekly Pivots for week ending 25-Jun-2021
Classic Woodie Camarilla DeMark
R4 82.63 81.45 75.24
R3 79.16 77.98 74.28
R2 75.69 75.69 73.97
R1 74.51 74.51 73.65 75.10
PP 72.22 72.22 72.22 72.52
S1 71.04 71.04 73.01 71.63
S2 68.75 68.75 72.69
S3 65.28 67.57 72.38
S4 61.81 64.10 71.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.70 71.50 2.20 3.0% 1.31 1.8% 32% True False 153,414
10 73.70 68.86 4.84 6.7% 1.58 2.2% 69% True False 152,200
20 73.70 65.68 8.02 11.1% 1.49 2.1% 81% True False 130,898
40 73.70 61.05 12.65 17.5% 1.66 2.3% 88% True False 102,884
60 73.70 57.14 16.56 22.9% 1.63 2.3% 91% True False 84,435
80 73.70 56.61 17.09 23.7% 1.81 2.5% 91% True False 73,791
100 73.70 53.39 20.31 28.1% 1.77 2.4% 93% True False 66,420
120 73.70 48.71 24.99 34.6% 1.65 2.3% 94% True False 58,782
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 81.27
2.618 78.36
1.618 76.58
1.000 75.48
0.618 74.80
HIGH 73.70
0.618 73.02
0.500 72.81
0.382 72.60
LOW 71.92
0.618 70.82
1.000 70.14
1.618 69.04
2.618 67.26
4.250 64.36
Fisher Pivots for day following 28-Jun-2021
Pivot 1 day 3 day
R1 72.81 72.67
PP 72.61 72.51
S1 72.40 72.36

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

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