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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 8 trading days
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

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

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