NYMEX Light Sweet Crude Oil Future December 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 70.23 70.16 -0.07 -0.1% 67.84
High 70.89 72.03 1.14 1.6% 70.76
Low 69.68 70.00 0.32 0.5% 67.54
Close 70.13 71.22 1.09 1.6% 70.74
Range 1.21 2.03 0.82 67.8% 3.22
ATR 1.40 1.44 0.05 3.2% 0.00
Volume 65,968 145,617 79,649 120.7% 405,128
Daily Pivots for day following 01-Jul-2021
Classic Woodie Camarilla DeMark
R4 77.17 76.23 72.34
R3 75.14 74.20 71.78
R2 73.11 73.11 71.59
R1 72.17 72.17 71.41 72.64
PP 71.08 71.08 71.08 71.32
S1 70.14 70.14 71.03 70.61
S2 69.05 69.05 70.85
S3 67.02 68.11 70.66
S4 64.99 66.08 70.10
Weekly Pivots for week ending 25-Jun-2021
Classic Woodie Camarilla DeMark
R4 79.34 78.26 72.51
R3 76.12 75.04 71.63
R2 72.90 72.90 71.33
R1 71.82 71.82 71.04 72.36
PP 69.68 69.68 69.68 69.95
S1 68.60 68.60 70.44 69.14
S2 66.46 66.46 70.15
S3 63.24 65.38 69.85
S4 60.02 62.16 68.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.03 68.99 3.04 4.3% 1.51 2.1% 73% True False 78,117
10 72.03 66.90 5.13 7.2% 1.39 2.0% 84% True False 79,780
20 72.03 65.84 6.19 8.7% 1.35 1.9% 87% True False 76,263
40 72.03 59.83 12.20 17.1% 1.49 2.1% 93% True False 72,412
60 72.03 57.07 14.96 21.0% 1.45 2.0% 95% True False 67,914
80 72.03 55.54 16.49 23.2% 1.62 2.3% 95% True False 68,611
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 0.40
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 80.66
2.618 77.34
1.618 75.31
1.000 74.06
0.618 73.28
HIGH 72.03
0.618 71.25
0.500 71.02
0.382 70.78
LOW 70.00
0.618 68.75
1.000 67.97
1.618 66.72
2.618 64.69
4.250 61.37
Fisher Pivots for day following 01-Jul-2021
Pivot 1 day 3 day
R1 71.15 70.98
PP 71.08 70.75
S1 71.02 70.51

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

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