NYMEX Light Sweet Crude Oil Future November 2021


Trading Metrics calculated at close of trading on 01-Jul-2021
Day Change Summary
Previous Current
30-Jun-2021 01-Jul-2021 Change Change % Previous Week
Open 70.93 70.89 -0.04 -0.1% 68.71
High 71.63 72.89 1.26 1.8% 71.53
Low 70.38 70.77 0.39 0.6% 68.24
Close 70.89 72.05 1.16 1.6% 71.52
Range 1.25 2.12 0.87 69.6% 3.29
ATR 1.40 1.46 0.05 3.6% 0.00
Volume 32,349 75,611 43,262 133.7% 195,036
Daily Pivots for day following 01-Jul-2021
Classic Woodie Camarilla DeMark
R4 78.26 77.28 73.22
R3 76.14 75.16 72.63
R2 74.02 74.02 72.44
R1 73.04 73.04 72.24 73.53
PP 71.90 71.90 71.90 72.15
S1 70.92 70.92 71.86 71.41
S2 69.78 69.78 71.66
S3 67.66 68.80 71.47
S4 65.54 66.68 70.88
Weekly Pivots for week ending 25-Jun-2021
Classic Woodie Camarilla DeMark
R4 80.30 79.20 73.33
R3 77.01 75.91 72.42
R2 73.72 73.72 72.12
R1 72.62 72.62 71.82 73.17
PP 70.43 70.43 70.43 70.71
S1 69.33 69.33 71.22 69.88
S2 67.14 67.14 70.92
S3 63.85 66.04 70.62
S4 60.56 62.75 69.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.89 69.68 3.21 4.5% 1.55 2.2% 74% True False 35,247
10 72.89 67.56 5.33 7.4% 1.42 2.0% 84% True False 37,277
20 72.89 66.46 6.43 8.9% 1.36 1.9% 87% True False 34,103
40 72.89 60.43 12.46 17.3% 1.49 2.1% 93% True False 27,435
60 72.89 57.45 15.44 21.4% 1.43 2.0% 95% True False 22,923
80 72.89 55.91 16.98 23.6% 1.59 2.2% 95% True False 19,935
100 72.89 54.37 18.52 25.7% 1.60 2.2% 95% True False 17,823
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 81.90
2.618 78.44
1.618 76.32
1.000 75.01
0.618 74.20
HIGH 72.89
0.618 72.08
0.500 71.83
0.382 71.58
LOW 70.77
0.618 69.46
1.000 68.65
1.618 67.34
2.618 65.22
4.250 61.76
Fisher Pivots for day following 01-Jul-2021
Pivot 1 day 3 day
R1 71.98 71.80
PP 71.90 71.54
S1 71.83 71.29

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

View Archives - Comment on this page... - Back to Index of Symbols