NYMEX Light Sweet Crude Oil Future December 2021


Trading Metrics calculated at close of trading on 01-Jun-2021
Day Change Summary
Previous Current
28-May-2021 01-Jun-2021 Change Change % Previous Week
Open 64.48 64.28 -0.20 -0.3% 61.89
High 64.90 66.27 1.37 2.1% 64.90
Low 63.81 63.97 0.16 0.3% 61.73
Close 63.91 65.29 1.38 2.2% 63.91
Range 1.09 2.30 1.21 111.0% 3.17
ATR 1.65 1.70 0.05 3.1% 0.00
Volume 72,670 85,048 12,378 17.0% 356,079
Daily Pivots for day following 01-Jun-2021
Classic Woodie Camarilla DeMark
R4 72.08 70.98 66.56
R3 69.78 68.68 65.92
R2 67.48 67.48 65.71
R1 66.38 66.38 65.50 66.93
PP 65.18 65.18 65.18 65.45
S1 64.08 64.08 65.08 64.63
S2 62.88 62.88 64.87
S3 60.58 61.78 64.66
S4 58.28 59.48 64.03
Weekly Pivots for week ending 28-May-2021
Classic Woodie Camarilla DeMark
R4 73.02 71.64 65.65
R3 69.85 68.47 64.78
R2 66.68 66.68 64.49
R1 65.30 65.30 64.20 65.99
PP 63.51 63.51 63.51 63.86
S1 62.13 62.13 63.62 62.82
S2 60.34 60.34 63.33
S3 57.17 58.96 63.04
S4 54.00 55.79 62.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.27 63.10 3.17 4.9% 1.27 1.9% 69% True False 72,516
10 66.27 59.83 6.44 9.9% 1.81 2.8% 85% True False 76,241
20 66.27 59.83 6.44 9.9% 1.70 2.6% 85% True False 69,972
40 66.27 56.88 9.39 14.4% 1.54 2.4% 90% True False 64,627
60 66.27 55.54 10.73 16.4% 1.75 2.7% 91% True False 66,801
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 0.35
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 76.05
2.618 72.29
1.618 69.99
1.000 68.57
0.618 67.69
HIGH 66.27
0.618 65.39
0.500 65.12
0.382 64.85
LOW 63.97
0.618 62.55
1.000 61.67
1.618 60.25
2.618 57.95
4.250 54.20
Fisher Pivots for day following 01-Jun-2021
Pivot 1 day 3 day
R1 65.23 65.12
PP 65.18 64.95
S1 65.12 64.78

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

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