NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 11-Jun-2021
Day Change Summary
Previous Current
10-Jun-2021 11-Jun-2021 Change Change % Previous Week
Open 68.44 68.74 0.30 0.4% 68.18
High 69.28 69.37 0.09 0.1% 69.37
Low 67.43 68.29 0.86 1.3% 67.27
Close 68.89 69.16 0.27 0.4% 69.16
Range 1.85 1.08 -0.77 -41.6% 2.10
ATR 1.59 1.56 -0.04 -2.3% 0.00
Volume 52,962 122,605 69,643 131.5% 287,261
Daily Pivots for day following 11-Jun-2021
Classic Woodie Camarilla DeMark
R4 72.18 71.75 69.75
R3 71.10 70.67 69.46
R2 70.02 70.02 69.36
R1 69.59 69.59 69.26 69.81
PP 68.94 68.94 68.94 69.05
S1 68.51 68.51 69.06 68.73
S2 67.86 67.86 68.96
S3 66.78 67.43 68.86
S4 65.70 66.35 68.57
Weekly Pivots for week ending 11-Jun-2021
Classic Woodie Camarilla DeMark
R4 74.90 74.13 70.32
R3 72.80 72.03 69.74
R2 70.70 70.70 69.55
R1 69.93 69.93 69.35 70.32
PP 68.60 68.60 68.60 68.79
S1 67.83 67.83 68.97 68.22
S2 66.50 66.50 68.78
S3 64.40 65.73 68.58
S4 62.30 63.63 68.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.37 67.27 2.10 3.0% 1.33 1.9% 90% True False 57,452
10 69.37 64.90 4.47 6.5% 1.38 2.0% 95% True False 46,523
20 69.37 60.67 8.70 12.6% 1.63 2.4% 98% True False 39,906
40 69.37 59.55 9.82 14.2% 1.56 2.3% 98% True False 33,184
60 69.37 56.24 13.13 19.0% 1.78 2.6% 98% True False 29,739
80 69.37 55.73 13.64 19.7% 1.79 2.6% 98% True False 25,360
100 69.37 49.96 19.41 28.1% 1.63 2.4% 99% True False 22,090
120 69.37 46.07 23.30 33.7% 1.54 2.2% 99% True False 19,046
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 73.96
2.618 72.20
1.618 71.12
1.000 70.45
0.618 70.04
HIGH 69.37
0.618 68.96
0.500 68.83
0.382 68.70
LOW 68.29
0.618 67.62
1.000 67.21
1.618 66.54
2.618 65.46
4.250 63.70
Fisher Pivots for day following 11-Jun-2021
Pivot 1 day 3 day
R1 69.05 68.91
PP 68.94 68.65
S1 68.83 68.40

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

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