NYMEX Light Sweet Crude Oil Future September 2021


Trading Metrics calculated at close of trading on 30-Jun-2021
Day Change Summary
Previous Current
29-Jun-2021 30-Jun-2021 Change Change % Previous Week
Open 72.04 72.77 0.73 1.0% 70.26
High 73.07 73.45 0.38 0.5% 73.40
Low 71.28 72.10 0.82 1.2% 69.93
Close 72.31 72.77 0.46 0.6% 73.33
Range 1.79 1.35 -0.44 -24.6% 3.47
ATR 1.58 1.57 -0.02 -1.1% 0.00
Volume 113,118 146,950 33,832 29.9% 914,426
Daily Pivots for day following 30-Jun-2021
Classic Woodie Camarilla DeMark
R4 76.82 76.15 73.51
R3 75.47 74.80 73.14
R2 74.12 74.12 73.02
R1 73.45 73.45 72.89 73.45
PP 72.77 72.77 72.77 72.77
S1 72.10 72.10 72.65 72.10
S2 71.42 71.42 72.52
S3 70.07 70.75 72.40
S4 68.72 69.40 72.03
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 71.28 2.42 3.3% 1.49 2.0% 62% False False 128,155
10 73.70 68.86 4.84 6.7% 1.62 2.2% 81% False False 155,910
20 73.70 67.53 6.17 8.5% 1.47 2.0% 85% False False 134,676
40 73.70 61.05 12.65 17.4% 1.65 2.3% 93% False False 107,588
60 73.70 57.75 15.95 21.9% 1.59 2.2% 94% False False 87,240
80 73.70 56.61 17.09 23.5% 1.78 2.4% 95% False False 76,100
100 73.70 54.74 18.96 26.1% 1.78 2.5% 95% False False 68,486
120 73.70 49.84 23.86 32.8% 1.66 2.3% 96% False False 60,517
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 0.50
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 79.19
2.618 76.98
1.618 75.63
1.000 74.80
0.618 74.28
HIGH 73.45
0.618 72.93
0.500 72.78
0.382 72.62
LOW 72.10
0.618 71.27
1.000 70.75
1.618 69.92
2.618 68.57
4.250 66.36
Fisher Pivots for day following 30-Jun-2021
Pivot 1 day 3 day
R1 72.78 72.68
PP 72.77 72.58
S1 72.77 72.49

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

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