NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 10-Jun-2021
Day Change Summary
Previous Current
09-Jun-2021 10-Jun-2021 Change Change % Previous Week
Open 59.13 59.19 0.06 0.1% 57.43
High 59.13 59.19 0.06 0.1% 58.34
Low 59.13 58.86 -0.27 -0.5% 57.43
Close 59.13 59.19 0.06 0.1% 58.34
Range 0.00 0.33 0.33 0.91
ATR 0.51 0.50 -0.01 -2.5% 0.00
Volume 478 56 -422 -88.3% 1,019
Daily Pivots for day following 10-Jun-2021
Classic Woodie Camarilla DeMark
R4 60.07 59.96 59.37
R3 59.74 59.63 59.28
R2 59.41 59.41 59.25
R1 59.30 59.30 59.22 59.36
PP 59.08 59.08 59.08 59.11
S1 58.97 58.97 59.16 59.03
S2 58.75 58.75 59.13
S3 58.42 58.64 59.10
S4 58.09 58.31 59.01
Weekly Pivots for week ending 04-Jun-2021
Classic Woodie Camarilla DeMark
R4 60.77 60.46 58.84
R3 59.86 59.55 58.59
R2 58.95 58.95 58.51
R1 58.64 58.64 58.42 58.80
PP 58.04 58.04 58.04 58.11
S1 57.73 57.73 58.26 57.89
S2 57.13 57.13 58.17
S3 56.22 56.82 58.09
S4 55.31 55.91 57.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.19 58.34 0.85 1.4% 0.14 0.2% 100% True False 387
10 59.19 56.63 2.56 4.3% 0.12 0.2% 100% True False 228
20 59.19 54.73 4.46 7.5% 0.10 0.2% 100% True False 322
40 59.19 53.45 5.74 9.7% 0.07 0.1% 100% True False 211
60 59.19 51.13 8.06 13.6% 0.07 0.1% 100% True False 147
80 59.19 50.53 8.66 14.6% 0.06 0.1% 100% True False 113
100 59.19 46.61 12.58 21.3% 0.05 0.1% 100% True False 94
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.00
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 60.59
2.618 60.05
1.618 59.72
1.000 59.52
0.618 59.39
HIGH 59.19
0.618 59.06
0.500 59.03
0.382 58.99
LOW 58.86
0.618 58.66
1.000 58.53
1.618 58.33
2.618 58.00
4.250 57.46
Fisher Pivots for day following 10-Jun-2021
Pivot 1 day 3 day
R1 59.14 59.11
PP 59.08 59.03
S1 59.03 58.95

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

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