NYMEX Light Sweet Crude Oil Future September 2021
Trading Metrics calculated at close of trading on 01-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2021 |
01-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
72.77 |
72.78 |
0.01 |
0.0% |
70.26 |
High |
73.45 |
75.23 |
1.78 |
2.4% |
73.40 |
Low |
72.10 |
72.66 |
0.56 |
0.8% |
69.93 |
Close |
72.77 |
74.33 |
1.56 |
2.1% |
73.33 |
Range |
1.35 |
2.57 |
1.22 |
90.4% |
3.47 |
ATR |
1.57 |
1.64 |
0.07 |
4.6% |
0.00 |
Volume |
146,950 |
289,381 |
142,431 |
96.9% |
914,426 |
|
Daily Pivots for day following 01-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.78 |
80.63 |
75.74 |
|
R3 |
79.21 |
78.06 |
75.04 |
|
R2 |
76.64 |
76.64 |
74.80 |
|
R1 |
75.49 |
75.49 |
74.57 |
76.07 |
PP |
74.07 |
74.07 |
74.07 |
74.36 |
S1 |
72.92 |
72.92 |
74.09 |
73.50 |
S2 |
71.50 |
71.50 |
73.86 |
|
S3 |
68.93 |
70.35 |
73.62 |
|
S4 |
66.36 |
67.78 |
72.92 |
|
|
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 |
75.23 |
71.28 |
3.95 |
5.3% |
1.76 |
2.4% |
77% |
True |
False |
159,735 |
10 |
75.23 |
69.11 |
6.12 |
8.2% |
1.62 |
2.2% |
85% |
True |
False |
172,952 |
20 |
75.23 |
67.67 |
7.56 |
10.2% |
1.54 |
2.1% |
88% |
True |
False |
146,313 |
40 |
75.23 |
61.05 |
14.18 |
19.1% |
1.67 |
2.2% |
94% |
True |
False |
112,986 |
60 |
75.23 |
58.21 |
17.02 |
22.9% |
1.60 |
2.2% |
95% |
True |
False |
90,924 |
80 |
75.23 |
56.61 |
18.62 |
25.1% |
1.79 |
2.4% |
95% |
True |
False |
79,146 |
100 |
75.23 |
55.19 |
20.04 |
27.0% |
1.80 |
2.4% |
96% |
True |
False |
71,067 |
120 |
75.23 |
50.24 |
24.99 |
33.6% |
1.67 |
2.2% |
96% |
True |
False |
62,668 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
86.15 |
2.618 |
81.96 |
1.618 |
79.39 |
1.000 |
77.80 |
0.618 |
76.82 |
HIGH |
75.23 |
0.618 |
74.25 |
0.500 |
73.95 |
0.382 |
73.64 |
LOW |
72.66 |
0.618 |
71.07 |
1.000 |
70.09 |
1.618 |
68.50 |
2.618 |
65.93 |
4.250 |
61.74 |
|
|
Fisher Pivots for day following 01-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
74.20 |
73.97 |
PP |
74.07 |
73.61 |
S1 |
73.95 |
73.26 |
|