NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 16-Jun-2021
Day Change Summary
Previous Current
15-Jun-2021 16-Jun-2021 Change Change % Previous Week
Open 69.47 70.53 1.06 1.5% 68.18
High 70.61 71.13 0.52 0.7% 69.37
Low 69.17 69.95 0.78 1.1% 67.27
Close 70.32 70.47 0.15 0.2% 69.16
Range 1.44 1.18 -0.26 -18.1% 2.10
ATR 1.50 1.48 -0.02 -1.5% 0.00
Volume 51,417 50,207 -1,210 -2.4% 287,261
Daily Pivots for day following 16-Jun-2021
Classic Woodie Camarilla DeMark
R4 74.06 73.44 71.12
R3 72.88 72.26 70.79
R2 71.70 71.70 70.69
R1 71.08 71.08 70.58 70.80
PP 70.52 70.52 70.52 70.38
S1 69.90 69.90 70.36 69.62
S2 69.34 69.34 70.25
S3 68.16 68.72 70.15
S4 66.98 67.54 69.82
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 71.13 67.43 3.70 5.3% 1.28 1.8% 82% True False 64,095
10 71.13 66.91 4.22 6.0% 1.26 1.8% 84% True False 49,553
20 71.13 60.67 10.46 14.8% 1.51 2.1% 94% True False 43,310
40 71.13 59.55 11.58 16.4% 1.54 2.2% 94% True False 35,310
60 71.13 56.24 14.89 21.1% 1.68 2.4% 96% True False 30,953
80 71.13 56.24 14.89 21.1% 1.77 2.5% 96% True False 26,553
100 71.13 49.96 21.17 30.0% 1.64 2.3% 97% True False 23,217
120 71.13 46.20 24.93 35.4% 1.54 2.2% 97% True False 20,215
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 False
Bear Hook False
Bull Hook False
Stretch 0.49
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 76.15
2.618 74.22
1.618 73.04
1.000 72.31
0.618 71.86
HIGH 71.13
0.618 70.68
0.500 70.54
0.382 70.40
LOW 69.95
0.618 69.22
1.000 68.77
1.618 68.04
2.618 66.86
4.250 64.94
Fisher Pivots for day following 16-Jun-2021
Pivot 1 day 3 day
R1 70.54 70.34
PP 70.52 70.20
S1 70.49 70.07

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

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