NYMEX Light Sweet Crude Oil Future June 2021


Trading Metrics calculated at close of trading on 05-May-2021
Day Change Summary
Previous Current
04-May-2021 05-May-2021 Change Change % Previous Week
Open 64.53 66.45 1.92 3.0% 62.06
High 66.19 66.76 0.57 0.9% 65.47
Low 64.29 64.92 0.63 1.0% 60.66
Close 65.69 65.63 -0.06 -0.1% 63.58
Range 1.90 1.84 -0.06 -3.2% 4.81
ATR 1.89 1.89 0.00 -0.2% 0.00
Volume 370,208 460,066 89,858 24.3% 1,901,088
Daily Pivots for day following 05-May-2021
Classic Woodie Camarilla DeMark
R4 71.29 70.30 66.64
R3 69.45 68.46 66.14
R2 67.61 67.61 65.97
R1 66.62 66.62 65.80 66.20
PP 65.77 65.77 65.77 65.56
S1 64.78 64.78 65.46 64.36
S2 63.93 63.93 65.29
S3 62.09 62.94 65.12
S4 60.25 61.10 64.62
Weekly Pivots for week ending 30-Apr-2021
Classic Woodie Camarilla DeMark
R4 77.67 75.43 66.23
R3 72.86 70.62 64.90
R2 68.05 68.05 64.46
R1 65.81 65.81 64.02 66.93
PP 63.24 63.24 63.24 63.80
S1 61.00 61.00 63.14 62.12
S2 58.43 58.43 62.70
S3 53.62 56.19 62.26
S4 48.81 51.38 60.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.76 62.91 3.85 5.9% 1.84 2.8% 71% True False 380,249
10 66.76 60.61 6.15 9.4% 1.65 2.5% 82% True False 370,743
20 66.76 58.77 7.99 12.2% 1.61 2.4% 86% True False 328,033
40 66.76 57.29 9.47 14.4% 2.11 3.2% 88% True False 253,014
60 67.29 56.58 10.71 16.3% 2.11 3.2% 85% False False 216,531
80 67.29 51.04 16.25 24.8% 1.90 2.9% 90% False False 181,638
100 67.29 46.07 21.22 32.3% 1.79 2.7% 92% False False 157,420
120 67.29 41.66 25.63 39.1% 1.68 2.6% 94% False False 141,110
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 True
Stretch 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 74.58
2.618 71.58
1.618 69.74
1.000 68.60
0.618 67.90
HIGH 66.76
0.618 66.06
0.500 65.84
0.382 65.62
LOW 64.92
0.618 63.78
1.000 63.08
1.618 61.94
2.618 60.10
4.250 57.10
Fisher Pivots for day following 05-May-2021
Pivot 1 day 3 day
R1 65.84 65.37
PP 65.77 65.10
S1 65.70 64.84

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

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