NYMEX Light Sweet Crude Oil Future June 2021
| Trading Metrics calculated at close of trading on 12-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2021 |
12-May-2021 |
Change |
Change % |
Previous Week |
| Open |
64.90 |
65.46 |
0.56 |
0.9% |
63.64 |
| High |
65.50 |
66.63 |
1.13 |
1.7% |
66.76 |
| Low |
63.68 |
64.97 |
1.29 |
2.0% |
62.91 |
| Close |
65.28 |
66.08 |
0.80 |
1.2% |
64.90 |
| Range |
1.82 |
1.66 |
-0.16 |
-8.8% |
3.85 |
| ATR |
1.82 |
1.81 |
-0.01 |
-0.6% |
0.00 |
| Volume |
514,949 |
508,519 |
-6,430 |
-1.2% |
1,936,874 |
|
| Daily Pivots for day following 12-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.87 |
70.14 |
66.99 |
|
| R3 |
69.21 |
68.48 |
66.54 |
|
| R2 |
67.55 |
67.55 |
66.38 |
|
| R1 |
66.82 |
66.82 |
66.23 |
67.19 |
| PP |
65.89 |
65.89 |
65.89 |
66.08 |
| S1 |
65.16 |
65.16 |
65.93 |
65.53 |
| S2 |
64.23 |
64.23 |
65.78 |
|
| S3 |
62.57 |
63.50 |
65.62 |
|
| S4 |
60.91 |
61.84 |
65.17 |
|
|
| 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 |
66.63 |
63.68 |
2.95 |
4.5% |
1.62 |
2.5% |
81% |
True |
False |
458,487 |
| 10 |
66.76 |
62.91 |
3.85 |
5.8% |
1.73 |
2.6% |
82% |
False |
False |
419,368 |
| 20 |
66.76 |
60.61 |
6.15 |
9.3% |
1.62 |
2.4% |
89% |
False |
False |
384,810 |
| 40 |
66.76 |
57.29 |
9.47 |
14.3% |
2.12 |
3.2% |
93% |
False |
False |
295,165 |
| 60 |
67.29 |
57.29 |
10.00 |
15.1% |
2.14 |
3.2% |
88% |
False |
False |
243,992 |
| 80 |
67.29 |
51.04 |
16.25 |
24.6% |
1.91 |
2.9% |
93% |
False |
False |
205,809 |
| 100 |
67.29 |
46.48 |
20.81 |
31.5% |
1.81 |
2.7% |
94% |
False |
False |
177,150 |
| 120 |
67.29 |
42.42 |
24.87 |
37.6% |
1.70 |
2.6% |
95% |
False |
False |
158,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
73.69 |
|
2.618 |
70.98 |
|
1.618 |
69.32 |
|
1.000 |
68.29 |
|
0.618 |
67.66 |
|
HIGH |
66.63 |
|
0.618 |
66.00 |
|
0.500 |
65.80 |
|
0.382 |
65.60 |
|
LOW |
64.97 |
|
0.618 |
63.94 |
|
1.000 |
63.31 |
|
1.618 |
62.28 |
|
2.618 |
60.62 |
|
4.250 |
57.92 |
|
|
| Fisher Pivots for day following 12-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
65.99 |
65.77 |
| PP |
65.89 |
65.46 |
| S1 |
65.80 |
65.16 |
|