NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 04-Jun-2021
Day Change Summary
Previous Current
03-Jun-2021 04-Jun-2021 Change Change % Previous Week
Open 67.51 67.57 0.06 0.1% 65.39
High 68.07 68.36 0.29 0.4% 68.36
Low 66.91 67.07 0.16 0.2% 65.09
Close 67.53 68.23 0.70 1.0% 68.23
Range 1.16 1.29 0.13 11.2% 3.27
ATR 1.69 1.66 -0.03 -1.7% 0.00
Volume 23,224 40,142 16,918 72.8% 124,263
Daily Pivots for day following 04-Jun-2021
Classic Woodie Camarilla DeMark
R4 71.76 71.28 68.94
R3 70.47 69.99 68.58
R2 69.18 69.18 68.47
R1 68.70 68.70 68.35 68.94
PP 67.89 67.89 67.89 68.01
S1 67.41 67.41 68.11 67.65
S2 66.60 66.60 67.99
S3 65.31 66.12 67.88
S4 64.02 64.83 67.52
Weekly Pivots for week ending 04-Jun-2021
Classic Woodie Camarilla DeMark
R4 77.04 75.90 70.03
R3 73.77 72.63 69.13
R2 70.50 70.50 68.83
R1 69.36 69.36 68.53 69.93
PP 67.23 67.23 67.23 67.51
S1 66.09 66.09 67.93 66.66
S2 63.96 63.96 67.63
S3 60.69 62.82 67.33
S4 57.42 59.55 66.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.36 64.90 3.46 5.1% 1.43 2.1% 96% True False 35,595
10 68.36 60.67 7.69 11.3% 1.49 2.2% 98% True False 36,405
20 68.36 60.67 7.69 11.3% 1.72 2.5% 98% True False 34,273
40 68.36 57.88 10.48 15.4% 1.56 2.3% 99% True False 28,901
60 68.36 56.24 12.12 17.8% 1.77 2.6% 99% True False 25,850
80 68.36 54.81 13.55 19.9% 1.77 2.6% 99% True False 22,505
100 68.36 49.96 18.40 27.0% 1.62 2.4% 99% True False 19,462
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 73.84
2.618 71.74
1.618 70.45
1.000 69.65
0.618 69.16
HIGH 68.36
0.618 67.87
0.500 67.72
0.382 67.56
LOW 67.07
0.618 66.27
1.000 65.78
1.618 64.98
2.618 63.69
4.250 61.59
Fisher Pivots for day following 04-Jun-2021
Pivot 1 day 3 day
R1 68.06 67.97
PP 67.89 67.72
S1 67.72 67.46

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

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