NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 22-Jun-2021
Day Change Summary
Previous Current
21-Jun-2021 22-Jun-2021 Change Change % Previous Week
Open 69.38 70.77 1.39 2.0% 69.08
High 71.00 71.40 0.40 0.6% 71.13
Low 69.02 70.48 1.46 2.1% 68.03
Close 70.97 71.06 0.09 0.1% 69.56
Range 1.98 0.92 -1.06 -53.5% 3.10
ATR 1.59 1.54 -0.05 -3.0% 0.00
Volume 121,997 98,395 -23,602 -19.3% 258,781
Daily Pivots for day following 22-Jun-2021
Classic Woodie Camarilla DeMark
R4 73.74 73.32 71.57
R3 72.82 72.40 71.31
R2 71.90 71.90 71.23
R1 71.48 71.48 71.14 71.69
PP 70.98 70.98 70.98 71.09
S1 70.56 70.56 70.98 70.77
S2 70.06 70.06 70.89
S3 69.14 69.64 70.81
S4 68.22 68.72 70.55
Weekly Pivots for week ending 18-Jun-2021
Classic Woodie Camarilla DeMark
R4 78.87 77.32 71.27
R3 75.77 74.22 70.41
R2 72.67 72.67 70.13
R1 71.12 71.12 69.84 71.90
PP 69.57 69.57 69.57 69.96
S1 68.02 68.02 69.28 68.80
S2 66.47 66.47 68.99
S3 63.37 64.92 68.71
S4 60.27 61.82 67.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.40 68.03 3.37 4.7% 1.66 2.3% 90% True False 76,893
10 71.40 67.43 3.97 5.6% 1.46 2.0% 91% True False 69,907
20 71.40 64.10 7.30 10.3% 1.38 1.9% 95% True False 52,288
40 71.40 60.67 10.73 15.1% 1.59 2.2% 97% True False 41,310
60 71.40 56.80 14.60 20.5% 1.60 2.3% 98% True False 35,039
80 71.40 56.24 15.16 21.3% 1.77 2.5% 98% True False 30,355
100 71.40 49.96 21.44 30.2% 1.67 2.4% 98% True False 26,307
120 71.40 47.15 24.25 34.1% 1.57 2.2% 99% True False 22,955
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.47
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 75.31
2.618 73.81
1.618 72.89
1.000 72.32
0.618 71.97
HIGH 71.40
0.618 71.05
0.500 70.94
0.382 70.83
LOW 70.48
0.618 69.91
1.000 69.56
1.618 68.99
2.618 68.07
4.250 66.57
Fisher Pivots for day following 22-Jun-2021
Pivot 1 day 3 day
R1 71.02 70.66
PP 70.98 70.25
S1 70.94 69.85

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

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