NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 14-Jun-2021
Day Change Summary
Previous Current
11-Jun-2021 14-Jun-2021 Change Change % Previous Week
Open 68.74 69.08 0.34 0.5% 68.18
High 69.37 69.85 0.48 0.7% 69.37
Low 68.29 69.00 0.71 1.0% 67.27
Close 69.16 69.29 0.13 0.2% 69.16
Range 1.08 0.85 -0.23 -21.3% 2.10
ATR 1.56 1.51 -0.05 -3.2% 0.00
Volume 122,605 43,288 -79,317 -64.7% 287,261
Daily Pivots for day following 14-Jun-2021
Classic Woodie Camarilla DeMark
R4 71.93 71.46 69.76
R3 71.08 70.61 69.52
R2 70.23 70.23 69.45
R1 69.76 69.76 69.37 70.00
PP 69.38 69.38 69.38 69.50
S1 68.91 68.91 69.21 69.15
S2 68.53 68.53 69.13
S3 67.68 68.06 69.06
S4 66.83 67.21 68.82
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 69.85 67.27 2.58 3.7% 1.29 1.9% 78% True False 59,917
10 69.85 65.09 4.76 6.9% 1.35 1.9% 88% True False 45,481
20 69.85 60.67 9.18 13.2% 1.58 2.3% 94% True False 40,828
40 69.85 59.55 10.30 14.9% 1.56 2.2% 95% True False 33,898
60 69.85 56.24 13.61 19.6% 1.70 2.5% 96% True False 30,044
80 69.85 55.73 14.12 20.4% 1.78 2.6% 96% True False 25,716
100 69.85 49.96 19.89 28.7% 1.63 2.4% 97% True False 22,406
120 69.85 46.07 23.78 34.3% 1.54 2.2% 98% True False 19,390
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.44
Narrowest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 73.46
2.618 72.08
1.618 71.23
1.000 70.70
0.618 70.38
HIGH 69.85
0.618 69.53
0.500 69.43
0.382 69.32
LOW 69.00
0.618 68.47
1.000 68.15
1.618 67.62
2.618 66.77
4.250 65.39
Fisher Pivots for day following 14-Jun-2021
Pivot 1 day 3 day
R1 69.43 69.07
PP 69.38 68.86
S1 69.34 68.64

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

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