NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 11-Jun-2021
Day Change Summary
Previous Current
10-Jun-2021 11-Jun-2021 Change Change % Previous Week
Open 59.19 59.17 -0.02 0.0% 58.55
High 59.19 59.26 0.07 0.1% 59.26
Low 58.86 59.17 0.31 0.5% 58.55
Close 59.19 59.26 0.07 0.1% 59.26
Range 0.33 0.09 -0.24 -72.7% 0.71
ATR 0.50 0.47 -0.03 -5.9% 0.00
Volume 56 374 318 567.9% 1,348
Daily Pivots for day following 11-Jun-2021
Classic Woodie Camarilla DeMark
R4 59.50 59.47 59.31
R3 59.41 59.38 59.28
R2 59.32 59.32 59.28
R1 59.29 59.29 59.27 59.31
PP 59.23 59.23 59.23 59.24
S1 59.20 59.20 59.25 59.22
S2 59.14 59.14 59.24
S3 59.05 59.11 59.24
S4 58.96 59.02 59.21
Weekly Pivots for week ending 11-Jun-2021
Classic Woodie Camarilla DeMark
R4 61.15 60.92 59.65
R3 60.44 60.21 59.46
R2 59.73 59.73 59.39
R1 59.50 59.50 59.33 59.62
PP 59.02 59.02 59.02 59.08
S1 58.79 58.79 59.19 58.91
S2 58.31 58.31 59.13
S3 57.60 58.08 59.06
S4 56.89 57.37 58.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.26 58.55 0.71 1.2% 0.16 0.3% 100% True False 269
10 59.26 56.63 2.63 4.4% 0.13 0.2% 100% True False 253
20 59.26 54.73 4.53 7.6% 0.11 0.2% 100% True False 336
40 59.26 53.45 5.81 9.8% 0.07 0.1% 100% True False 220
60 59.26 51.13 8.13 13.7% 0.07 0.1% 100% True False 153
80 59.26 50.53 8.73 14.7% 0.06 0.1% 100% True False 118
100 59.26 46.61 12.65 21.3% 0.05 0.1% 100% True False 98
Crabel Price Patterns
NR True
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 0.00
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 59.64
2.618 59.50
1.618 59.41
1.000 59.35
0.618 59.32
HIGH 59.26
0.618 59.23
0.500 59.22
0.382 59.20
LOW 59.17
0.618 59.11
1.000 59.08
1.618 59.02
2.618 58.93
4.250 58.79
Fisher Pivots for day following 11-Jun-2021
Pivot 1 day 3 day
R1 59.25 59.19
PP 59.23 59.13
S1 59.22 59.06

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

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