NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 24-Jun-2021
Day Change Summary
Previous Current
23-Jun-2021 24-Jun-2021 Change Change % Previous Week
Open 71.10 71.64 0.54 0.8% 69.08
High 72.26 71.92 -0.34 -0.5% 71.13
Low 71.04 70.80 -0.24 -0.3% 68.03
Close 71.44 71.77 0.33 0.5% 69.56
Range 1.22 1.12 -0.10 -8.2% 3.10
ATR 1.52 1.49 -0.03 -1.9% 0.00
Volume 72,340 60,757 -11,583 -16.0% 258,781
Daily Pivots for day following 24-Jun-2021
Classic Woodie Camarilla DeMark
R4 74.86 74.43 72.39
R3 73.74 73.31 72.08
R2 72.62 72.62 71.98
R1 72.19 72.19 71.87 72.41
PP 71.50 71.50 71.50 71.60
S1 71.07 71.07 71.67 71.29
S2 70.38 70.38 71.56
S3 69.26 69.95 71.46
S4 68.14 68.83 71.15
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 68.29 3.97 5.5% 1.38 1.9% 88% False False 83,786
10 72.26 68.03 4.23 5.9% 1.40 1.9% 88% False False 73,487
20 72.26 64.30 7.96 11.1% 1.40 2.0% 94% False False 54,993
40 72.26 60.67 11.59 16.1% 1.58 2.2% 96% False False 43,636
60 72.26 56.80 15.46 21.5% 1.57 2.2% 97% False False 36,757
80 72.26 56.24 16.02 22.3% 1.75 2.4% 97% False False 31,779
100 72.26 51.35 20.91 29.1% 1.67 2.3% 98% False False 27,570
120 72.26 47.15 25.11 35.0% 1.57 2.2% 98% False False 24,044
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 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 76.68
2.618 74.85
1.618 73.73
1.000 73.04
0.618 72.61
HIGH 71.92
0.618 71.49
0.500 71.36
0.382 71.23
LOW 70.80
0.618 70.11
1.000 69.68
1.618 68.99
2.618 67.87
4.250 66.04
Fisher Pivots for day following 24-Jun-2021
Pivot 1 day 3 day
R1 71.63 71.64
PP 71.50 71.50
S1 71.36 71.37

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

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