NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 10-Jun-2021
Day Change Summary
Previous Current
09-Jun-2021 10-Jun-2021 Change Change % Previous Week
Open 68.66 68.44 -0.22 -0.3% 65.39
High 69.27 69.28 0.01 0.0% 68.36
Low 68.21 67.43 -0.78 -1.1% 65.09
Close 68.68 68.89 0.21 0.3% 68.23
Range 1.06 1.85 0.79 74.5% 3.27
ATR 1.58 1.59 0.02 1.2% 0.00
Volume 44,338 52,962 8,624 19.5% 124,263
Daily Pivots for day following 10-Jun-2021
Classic Woodie Camarilla DeMark
R4 74.08 73.34 69.91
R3 72.23 71.49 69.40
R2 70.38 70.38 69.23
R1 69.64 69.64 69.06 70.01
PP 68.53 68.53 68.53 68.72
S1 67.79 67.79 68.72 68.16
S2 66.68 66.68 68.55
S3 64.83 65.94 68.38
S4 62.98 64.09 67.87
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 69.28 67.07 2.21 3.2% 1.37 2.0% 82% True False 40,959
10 69.28 64.30 4.98 7.2% 1.40 2.0% 92% True False 36,498
20 69.28 60.67 8.61 12.5% 1.70 2.5% 95% True False 35,578
40 69.28 59.55 9.73 14.1% 1.55 2.3% 96% True False 30,649
60 69.28 56.24 13.04 18.9% 1.78 2.6% 97% True False 27,969
80 69.28 55.73 13.55 19.7% 1.79 2.6% 97% True False 24,004
100 69.28 49.96 19.32 28.0% 1.63 2.4% 98% True False 20,928
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 77.14
2.618 74.12
1.618 72.27
1.000 71.13
0.618 70.42
HIGH 69.28
0.618 68.57
0.500 68.36
0.382 68.14
LOW 67.43
0.618 66.29
1.000 65.58
1.618 64.44
2.618 62.59
4.250 59.57
Fisher Pivots for day following 10-Jun-2021
Pivot 1 day 3 day
R1 68.71 68.69
PP 68.53 68.48
S1 68.36 68.28

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

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