NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 02-Jun-2021
Day Change Summary
Previous Current
01-Jun-2021 02-Jun-2021 Change Change % Previous Week
Open 57.43 57.93 0.50 0.9% 56.83
High 57.95 57.93 -0.02 0.0% 57.15
Low 57.43 57.93 0.50 0.9% 56.63
Close 57.43 57.93 0.50 0.9% 56.63
Range 0.52 0.00 -0.52 -100.0% 0.52
ATR 0.64 0.63 -0.01 -1.5% 0.00
Volume 51 7 -44 -86.3% 326
Daily Pivots for day following 02-Jun-2021
Classic Woodie Camarilla DeMark
R4 57.93 57.93 57.93
R3 57.93 57.93 57.93
R2 57.93 57.93 57.93
R1 57.93 57.93 57.93 57.93
PP 57.93 57.93 57.93 57.93
S1 57.93 57.93 57.93 57.93
S2 57.93 57.93 57.93
S3 57.93 57.93 57.93
S4 57.93 57.93 57.93
Weekly Pivots for week ending 28-May-2021
Classic Woodie Camarilla DeMark
R4 58.36 58.02 56.92
R3 57.84 57.50 56.77
R2 57.32 57.32 56.73
R1 56.98 56.98 56.68 56.89
PP 56.80 56.80 56.80 56.76
S1 56.46 56.46 56.58 56.37
S2 56.28 56.28 56.53
S3 55.76 55.94 56.49
S4 55.24 55.42 56.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.95 56.63 1.32 2.3% 0.10 0.2% 98% False False 72
10 57.95 54.73 3.22 5.6% 0.07 0.1% 99% False False 169
20 58.12 54.73 3.39 5.9% 0.08 0.1% 94% False False 252
40 58.12 53.03 5.09 8.8% 0.05 0.1% 96% False False 163
60 58.12 51.13 6.99 12.1% 0.06 0.1% 97% False False 115
80 58.12 49.08 9.04 15.6% 0.05 0.1% 98% False False 92
100 58.12 46.25 11.87 20.5% 0.05 0.1% 98% False False 75
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 57.93
2.618 57.93
1.618 57.93
1.000 57.93
0.618 57.93
HIGH 57.93
0.618 57.93
0.500 57.93
0.382 57.93
LOW 57.93
0.618 57.93
1.000 57.93
1.618 57.93
2.618 57.93
4.250 57.93
Fisher Pivots for day following 02-Jun-2021
Pivot 1 day 3 day
R1 57.93 57.72
PP 57.93 57.50
S1 57.93 57.29

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

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