NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 20-May-2021
Day Change Summary
Previous Current
19-May-2021 20-May-2021 Change Change % Previous Week
Open 64.20 62.50 -1.70 -2.6% 64.43
High 64.28 62.89 -1.39 -2.2% 65.73
Low 61.17 60.84 -0.33 -0.5% 62.37
Close 62.41 61.11 -1.30 -2.1% 64.36
Range 3.11 2.05 -1.06 -34.1% 3.36
ATR 1.85 1.86 0.01 0.8% 0.00
Volume 39,306 30,681 -8,625 -21.9% 161,665
Daily Pivots for day following 20-May-2021
Classic Woodie Camarilla DeMark
R4 67.76 66.49 62.24
R3 65.71 64.44 61.67
R2 63.66 63.66 61.49
R1 62.39 62.39 61.30 62.00
PP 61.61 61.61 61.61 61.42
S1 60.34 60.34 60.92 59.95
S2 59.56 59.56 60.73
S3 57.51 58.29 60.55
S4 55.46 56.24 59.98
Weekly Pivots for week ending 14-May-2021
Classic Woodie Camarilla DeMark
R4 74.23 72.66 66.21
R3 70.87 69.30 65.28
R2 67.51 67.51 64.98
R1 65.94 65.94 64.67 65.05
PP 64.15 64.15 64.15 63.71
S1 62.58 62.58 64.05 61.69
S2 60.79 60.79 63.74
S3 57.43 59.22 63.44
S4 54.07 55.86 62.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 65.81 60.84 4.97 8.1% 2.21 3.6% 5% False True 29,361
10 65.81 60.84 4.97 8.1% 1.95 3.2% 5% False True 32,140
20 65.81 59.55 6.26 10.2% 1.70 2.8% 25% False False 28,546
40 65.81 56.33 9.48 15.5% 1.74 2.8% 50% False False 25,313
60 65.81 56.24 9.57 15.7% 1.87 3.1% 51% False False 21,897
80 65.81 49.96 15.85 25.9% 1.72 2.8% 70% False False 18,946
100 65.81 47.15 18.66 30.5% 1.57 2.6% 75% False False 16,257
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 0.38
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 71.60
2.618 68.26
1.618 66.21
1.000 64.94
0.618 64.16
HIGH 62.89
0.618 62.11
0.500 61.87
0.382 61.62
LOW 60.84
0.618 59.57
1.000 58.79
1.618 57.52
2.618 55.47
4.250 52.13
Fisher Pivots for day following 20-May-2021
Pivot 1 day 3 day
R1 61.87 63.33
PP 61.61 62.59
S1 61.36 61.85

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

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