NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 30-Jun-2021
Day Change Summary
Previous Current
29-Jun-2021 30-Jun-2021 Change Change % Previous Week
Open 71.16 71.84 0.68 1.0% 69.38
High 72.13 72.47 0.34 0.5% 72.44
Low 70.43 71.18 0.75 1.1% 69.02
Close 71.41 71.76 0.35 0.5% 72.40
Range 1.70 1.29 -0.41 -24.1% 3.42
ATR 1.51 1.49 -0.02 -1.0% 0.00
Volume 34,918 53,081 18,163 52.0% 418,218
Daily Pivots for day following 30-Jun-2021
Classic Woodie Camarilla DeMark
R4 75.67 75.01 72.47
R3 74.38 73.72 72.11
R2 73.09 73.09 72.00
R1 72.43 72.43 71.88 72.12
PP 71.80 71.80 71.80 71.65
S1 71.14 71.14 71.64 70.83
S2 70.51 70.51 71.52
S3 69.22 69.85 71.41
S4 67.93 68.56 71.05
Weekly Pivots for week ending 25-Jun-2021
Classic Woodie Camarilla DeMark
R4 81.55 80.39 74.28
R3 78.13 76.97 73.34
R2 74.71 74.71 73.03
R1 73.55 73.55 72.71 74.13
PP 71.29 71.29 71.29 71.58
S1 70.13 70.13 72.09 70.71
S2 67.87 67.87 71.77
S3 64.45 66.71 71.46
S4 61.03 63.29 70.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.77 70.43 2.34 3.3% 1.41 2.0% 57% False False 52,432
10 72.77 68.03 4.74 6.6% 1.54 2.1% 79% False False 66,876
20 72.77 66.91 5.86 8.2% 1.40 1.9% 83% False False 58,215
40 72.77 60.67 12.10 16.9% 1.57 2.2% 92% False False 46,163
60 72.77 57.46 15.31 21.3% 1.51 2.1% 93% False False 38,442
80 72.77 56.24 16.53 23.0% 1.69 2.4% 94% False False 33,486
100 72.77 54.25 18.52 25.8% 1.69 2.4% 95% False False 29,256
120 72.77 49.64 23.13 32.2% 1.58 2.2% 96% False False 25,487
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 0.47
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 77.95
2.618 75.85
1.618 74.56
1.000 73.76
0.618 73.27
HIGH 72.47
0.618 71.98
0.500 71.83
0.382 71.67
LOW 71.18
0.618 70.38
1.000 69.89
1.618 69.09
2.618 67.80
4.250 65.70
Fisher Pivots for day following 30-Jun-2021
Pivot 1 day 3 day
R1 71.83 71.71
PP 71.80 71.65
S1 71.78 71.60

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

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