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 |
|
|
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 |
|