NYMEX Light Sweet Crude Oil Future October 2021
Trading Metrics calculated at close of trading on 01-Jun-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2021 |
01-Jun-2021 |
Change |
Change % |
Previous Week |
Open |
65.62 |
65.39 |
-0.23 |
-0.4% |
62.78 |
High |
66.11 |
67.51 |
1.40 |
2.1% |
66.11 |
Low |
64.90 |
65.09 |
0.19 |
0.3% |
62.63 |
Close |
65.02 |
66.47 |
1.45 |
2.2% |
65.02 |
Range |
1.21 |
2.42 |
1.21 |
100.0% |
3.48 |
ATR |
1.72 |
1.77 |
0.06 |
3.2% |
0.00 |
Volume |
53,713 |
36,978 |
-16,735 |
-31.2% |
201,137 |
|
Daily Pivots for day following 01-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
73.62 |
72.46 |
67.80 |
|
R3 |
71.20 |
70.04 |
67.14 |
|
R2 |
68.78 |
68.78 |
66.91 |
|
R1 |
67.62 |
67.62 |
66.69 |
68.20 |
PP |
66.36 |
66.36 |
66.36 |
66.65 |
S1 |
65.20 |
65.20 |
66.25 |
65.78 |
S2 |
63.94 |
63.94 |
66.03 |
|
S3 |
61.52 |
62.78 |
65.80 |
|
S4 |
59.10 |
60.36 |
65.14 |
|
|
Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
75.03 |
73.50 |
66.93 |
|
R3 |
71.55 |
70.02 |
65.98 |
|
R2 |
68.07 |
68.07 |
65.66 |
|
R1 |
66.54 |
66.54 |
65.34 |
67.31 |
PP |
64.59 |
64.59 |
64.59 |
64.97 |
S1 |
63.06 |
63.06 |
64.70 |
63.83 |
S2 |
61.11 |
61.11 |
64.38 |
|
S3 |
57.63 |
59.58 |
64.06 |
|
S4 |
54.15 |
56.10 |
63.11 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
67.51 |
64.10 |
3.41 |
5.1% |
1.37 |
2.1% |
70% |
True |
False |
38,409 |
10 |
67.51 |
60.67 |
6.84 |
10.3% |
1.91 |
2.9% |
85% |
True |
False |
37,423 |
20 |
67.51 |
60.67 |
6.84 |
10.3% |
1.77 |
2.7% |
85% |
True |
False |
34,333 |
40 |
67.51 |
57.46 |
10.05 |
15.1% |
1.59 |
2.4% |
90% |
True |
False |
28,375 |
60 |
67.51 |
56.24 |
11.27 |
17.0% |
1.81 |
2.7% |
91% |
True |
False |
25,047 |
80 |
67.51 |
53.77 |
13.74 |
20.7% |
1.76 |
2.6% |
92% |
True |
False |
21,831 |
100 |
67.51 |
49.15 |
18.36 |
27.6% |
1.61 |
2.4% |
94% |
True |
False |
18,771 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
77.80 |
2.618 |
73.85 |
1.618 |
71.43 |
1.000 |
69.93 |
0.618 |
69.01 |
HIGH |
67.51 |
0.618 |
66.59 |
0.500 |
66.30 |
0.382 |
66.01 |
LOW |
65.09 |
0.618 |
63.59 |
1.000 |
62.67 |
1.618 |
61.17 |
2.618 |
58.75 |
4.250 |
54.81 |
|
|
Fisher Pivots for day following 01-Jun-2021 |
Pivot |
1 day |
3 day |
R1 |
66.41 |
66.28 |
PP |
66.36 |
66.09 |
S1 |
66.30 |
65.91 |
|