NYMEX Light Sweet Crude Oil Future January 2022


Trading Metrics calculated at close of trading on 03-Jun-2021
Day Change Summary
Previous Current
02-Jun-2021 03-Jun-2021 Change Change % Previous Week
Open 64.87 65.89 1.02 1.6% 61.39
High 65.73 66.01 0.28 0.4% 64.32
Low 64.87 65.15 0.28 0.4% 61.37
Close 65.71 65.69 -0.02 0.0% 63.37
Range 0.86 0.86 0.00 0.0% 2.95
ATR 1.53 1.48 -0.05 -3.1% 0.00
Volume 9,613 8,588 -1,025 -10.7% 46,841
Daily Pivots for day following 03-Jun-2021
Classic Woodie Camarilla DeMark
R4 68.20 67.80 66.16
R3 67.34 66.94 65.93
R2 66.48 66.48 65.85
R1 66.08 66.08 65.77 65.85
PP 65.62 65.62 65.62 65.50
S1 65.22 65.22 65.61 64.99
S2 64.76 64.76 65.53
S3 63.90 64.36 65.45
S4 63.04 63.50 65.22
Weekly Pivots for week ending 28-May-2021
Classic Woodie Camarilla DeMark
R4 71.87 70.57 64.99
R3 68.92 67.62 64.18
R2 65.97 65.97 63.91
R1 64.67 64.67 63.64 65.32
PP 63.02 63.02 63.02 63.35
S1 61.72 61.72 63.10 62.37
S2 60.07 60.07 62.83
S3 57.12 58.77 62.56
S4 54.17 55.82 61.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.01 62.85 3.16 4.8% 1.20 1.8% 90% True False 8,195
10 66.01 59.63 6.38 9.7% 1.30 2.0% 95% True False 8,593
20 66.01 59.63 6.38 9.7% 1.46 2.2% 95% True False 7,759
40 66.01 56.74 9.27 14.1% 1.34 2.0% 97% True False 7,314
Crabel Price Patterns
NR False
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 0.20
Fibonacci Retracements and Extensions
4.250 69.67
2.618 68.26
1.618 67.40
1.000 66.87
0.618 66.54
HIGH 66.01
0.618 65.68
0.500 65.58
0.382 65.48
LOW 65.15
0.618 64.62
1.000 64.29
1.618 63.76
2.618 62.90
4.250 61.50
Fisher Pivots for day following 03-Jun-2021
Pivot 1 day 3 day
R1 65.65 65.38
PP 65.62 65.06
S1 65.58 64.75

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

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