NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 23-Jun-2021
Day Change Summary
Previous Current
22-Jun-2021 23-Jun-2021 Change Change % Previous Week
Open 70.77 71.10 0.33 0.5% 69.08
High 71.40 72.26 0.86 1.2% 71.13
Low 70.48 71.04 0.56 0.8% 68.03
Close 71.06 71.44 0.38 0.5% 69.56
Range 0.92 1.22 0.30 32.6% 3.10
ATR 1.54 1.52 -0.02 -1.5% 0.00
Volume 98,395 72,340 -26,055 -26.5% 258,781
Daily Pivots for day following 23-Jun-2021
Classic Woodie Camarilla DeMark
R4 75.24 74.56 72.11
R3 74.02 73.34 71.78
R2 72.80 72.80 71.66
R1 72.12 72.12 71.55 72.46
PP 71.58 71.58 71.58 71.75
S1 70.90 70.90 71.33 71.24
S2 70.36 70.36 71.22
S3 69.14 69.68 71.10
S4 67.92 68.46 70.77
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 72.26 68.03 4.23 5.9% 1.66 2.3% 81% True False 81,320
10 72.26 67.43 4.83 6.8% 1.47 2.1% 83% True False 72,708
20 72.26 64.10 8.16 11.4% 1.40 2.0% 90% True False 53,210
40 72.26 60.67 11.59 16.2% 1.59 2.2% 93% True False 42,686
60 72.26 56.80 15.46 21.6% 1.59 2.2% 95% True False 36,014
80 72.26 56.24 16.02 22.4% 1.76 2.5% 95% True False 31,155
100 72.26 49.96 22.30 31.2% 1.68 2.3% 96% True False 27,007
120 72.26 47.15 25.11 35.1% 1.57 2.2% 97% True False 23,547
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.45
2.618 75.45
1.618 74.23
1.000 73.48
0.618 73.01
HIGH 72.26
0.618 71.79
0.500 71.65
0.382 71.51
LOW 71.04
0.618 70.29
1.000 69.82
1.618 69.07
2.618 67.85
4.250 65.86
Fisher Pivots for day following 23-Jun-2021
Pivot 1 day 3 day
R1 71.65 71.17
PP 71.58 70.91
S1 71.51 70.64

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

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