NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 24-May-2021
Day Change Summary
Previous Current
21-May-2021 24-May-2021 Change Change % Previous Week
Open 61.02 62.78 1.76 2.9% 64.37
High 62.92 64.89 1.97 3.1% 65.81
Low 60.67 62.63 1.96 3.2% 60.67
Close 62.54 64.79 2.25 3.6% 62.54
Range 2.25 2.26 0.01 0.4% 5.14
ATR 1.89 1.92 0.03 1.7% 0.00
Volume 38,658 46,070 7,412 19.2% 160,620
Daily Pivots for day following 24-May-2021
Classic Woodie Camarilla DeMark
R4 70.88 70.10 66.03
R3 68.62 67.84 65.41
R2 66.36 66.36 65.20
R1 65.58 65.58 65.00 65.97
PP 64.10 64.10 64.10 64.30
S1 63.32 63.32 64.58 63.71
S2 61.84 61.84 64.38
S3 59.58 61.06 64.17
S4 57.32 58.80 63.55
Weekly Pivots for week ending 21-May-2021
Classic Woodie Camarilla DeMark
R4 78.43 75.62 65.37
R3 73.29 70.48 63.95
R2 68.15 68.15 63.48
R1 65.34 65.34 63.01 64.18
PP 63.01 63.01 63.01 62.42
S1 60.20 60.20 62.07 59.04
S2 57.87 57.87 61.60
S3 52.73 55.06 61.13
S4 47.59 49.92 59.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 65.81 60.67 5.14 7.9% 2.46 3.8% 80% False False 36,437
10 65.81 60.67 5.14 7.9% 2.13 3.3% 80% False False 33,565
20 65.81 60.67 5.14 7.9% 1.80 2.8% 80% False False 30,332
40 65.81 56.80 9.01 13.9% 1.71 2.6% 89% False False 26,414
60 65.81 56.24 9.57 14.8% 1.90 2.9% 89% False False 23,045
80 65.81 49.96 15.85 24.5% 1.75 2.7% 94% False False 19,812
100 65.81 47.15 18.66 28.8% 1.60 2.5% 95% False False 17,089
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.37
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 74.50
2.618 70.81
1.618 68.55
1.000 67.15
0.618 66.29
HIGH 64.89
0.618 64.03
0.500 63.76
0.382 63.49
LOW 62.63
0.618 61.23
1.000 60.37
1.618 58.97
2.618 56.71
4.250 53.03
Fisher Pivots for day following 24-May-2021
Pivot 1 day 3 day
R1 64.45 64.12
PP 64.10 63.45
S1 63.76 62.78

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

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