NYMEX Light Sweet Crude Oil Future June 2021
| Trading Metrics calculated at close of trading on 11-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2021 |
11-May-2021 |
Change |
Change % |
Previous Week |
| Open |
65.57 |
64.90 |
-0.67 |
-1.0% |
63.64 |
| High |
65.75 |
65.50 |
-0.25 |
-0.4% |
66.76 |
| Low |
63.95 |
63.68 |
-0.27 |
-0.4% |
62.91 |
| Close |
64.92 |
65.28 |
0.36 |
0.6% |
64.90 |
| Range |
1.80 |
1.82 |
0.02 |
1.1% |
3.85 |
| ATR |
1.82 |
1.82 |
0.00 |
0.0% |
0.00 |
| Volume |
448,337 |
514,949 |
66,612 |
14.9% |
1,936,874 |
|
| Daily Pivots for day following 11-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.28 |
69.60 |
66.28 |
|
| R3 |
68.46 |
67.78 |
65.78 |
|
| R2 |
66.64 |
66.64 |
65.61 |
|
| R1 |
65.96 |
65.96 |
65.45 |
66.30 |
| PP |
64.82 |
64.82 |
64.82 |
64.99 |
| S1 |
64.14 |
64.14 |
65.11 |
64.48 |
| S2 |
63.00 |
63.00 |
64.95 |
|
| S3 |
61.18 |
62.32 |
64.78 |
|
| S4 |
59.36 |
60.50 |
64.28 |
|
|
| Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.41 |
74.50 |
67.02 |
|
| R3 |
72.56 |
70.65 |
65.96 |
|
| R2 |
68.71 |
68.71 |
65.61 |
|
| R1 |
66.80 |
66.80 |
65.25 |
67.76 |
| PP |
64.86 |
64.86 |
64.86 |
65.33 |
| S1 |
62.95 |
62.95 |
64.55 |
63.91 |
| S2 |
61.01 |
61.01 |
64.19 |
|
| S3 |
57.16 |
59.10 |
63.84 |
|
| S4 |
53.31 |
55.25 |
62.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
66.76 |
63.68 |
3.08 |
4.7% |
1.66 |
2.5% |
52% |
False |
True |
448,796 |
| 10 |
66.76 |
62.67 |
4.09 |
6.3% |
1.75 |
2.7% |
64% |
False |
False |
407,284 |
| 20 |
66.76 |
60.43 |
6.33 |
9.7% |
1.69 |
2.6% |
77% |
False |
False |
375,293 |
| 40 |
66.76 |
57.29 |
9.47 |
14.5% |
2.12 |
3.2% |
84% |
False |
False |
285,635 |
| 60 |
67.29 |
57.29 |
10.00 |
15.3% |
2.14 |
3.3% |
80% |
False |
False |
238,649 |
| 80 |
67.29 |
51.04 |
16.25 |
24.9% |
1.92 |
2.9% |
88% |
False |
False |
200,314 |
| 100 |
67.29 |
46.48 |
20.81 |
31.9% |
1.80 |
2.8% |
90% |
False |
False |
172,594 |
| 120 |
67.29 |
41.98 |
25.31 |
38.8% |
1.69 |
2.6% |
92% |
False |
False |
154,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
73.24 |
|
2.618 |
70.26 |
|
1.618 |
68.44 |
|
1.000 |
67.32 |
|
0.618 |
66.62 |
|
HIGH |
65.50 |
|
0.618 |
64.80 |
|
0.500 |
64.59 |
|
0.382 |
64.38 |
|
LOW |
63.68 |
|
0.618 |
62.56 |
|
1.000 |
61.86 |
|
1.618 |
60.74 |
|
2.618 |
58.92 |
|
4.250 |
55.95 |
|
|
| Fisher Pivots for day following 11-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
65.05 |
65.09 |
| PP |
64.82 |
64.90 |
| S1 |
64.59 |
64.72 |
|