NYMEX Light Sweet Crude Oil Future June 2021
| Trading Metrics calculated at close of trading on 14-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2021 |
14-May-2021 |
Change |
Change % |
Previous Week |
| Open |
65.75 |
63.83 |
-1.92 |
-2.9% |
65.57 |
| High |
65.81 |
65.62 |
-0.19 |
-0.3% |
66.63 |
| Low |
63.09 |
63.33 |
0.24 |
0.4% |
63.09 |
| Close |
63.82 |
65.37 |
1.55 |
2.4% |
65.37 |
| Range |
2.72 |
2.29 |
-0.43 |
-15.8% |
3.54 |
| ATR |
1.89 |
1.92 |
0.03 |
1.5% |
0.00 |
| Volume |
547,691 |
383,749 |
-163,942 |
-29.9% |
2,403,245 |
|
| Daily Pivots for day following 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.64 |
70.80 |
66.63 |
|
| R3 |
69.35 |
68.51 |
66.00 |
|
| R2 |
67.06 |
67.06 |
65.79 |
|
| R1 |
66.22 |
66.22 |
65.58 |
66.64 |
| PP |
64.77 |
64.77 |
64.77 |
64.99 |
| S1 |
63.93 |
63.93 |
65.16 |
64.35 |
| S2 |
62.48 |
62.48 |
64.95 |
|
| S3 |
60.19 |
61.64 |
64.74 |
|
| S4 |
57.90 |
59.35 |
64.11 |
|
|
| Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.65 |
74.05 |
67.32 |
|
| R3 |
72.11 |
70.51 |
66.34 |
|
| R2 |
68.57 |
68.57 |
66.02 |
|
| R1 |
66.97 |
66.97 |
65.69 |
66.00 |
| PP |
65.03 |
65.03 |
65.03 |
64.55 |
| S1 |
63.43 |
63.43 |
65.05 |
62.46 |
| S2 |
61.49 |
61.49 |
64.72 |
|
| S3 |
57.95 |
59.89 |
64.40 |
|
| S4 |
54.41 |
56.35 |
63.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
66.63 |
63.09 |
3.54 |
5.4% |
2.06 |
3.1% |
64% |
False |
False |
480,649 |
| 10 |
66.76 |
62.91 |
3.85 |
5.9% |
1.86 |
2.8% |
64% |
False |
False |
434,011 |
| 20 |
66.76 |
60.61 |
6.15 |
9.4% |
1.76 |
2.7% |
77% |
False |
False |
405,910 |
| 40 |
66.76 |
57.29 |
9.47 |
14.5% |
2.04 |
3.1% |
85% |
False |
False |
306,541 |
| 60 |
67.29 |
57.29 |
10.00 |
15.3% |
2.16 |
3.3% |
81% |
False |
False |
254,487 |
| 80 |
67.29 |
51.04 |
16.25 |
24.9% |
1.95 |
3.0% |
88% |
False |
False |
215,138 |
| 100 |
67.29 |
46.48 |
20.81 |
31.8% |
1.84 |
2.8% |
91% |
False |
False |
185,498 |
| 120 |
67.29 |
42.64 |
24.65 |
37.7% |
1.73 |
2.6% |
92% |
False |
False |
165,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.35 |
|
2.618 |
71.62 |
|
1.618 |
69.33 |
|
1.000 |
67.91 |
|
0.618 |
67.04 |
|
HIGH |
65.62 |
|
0.618 |
64.75 |
|
0.500 |
64.48 |
|
0.382 |
64.20 |
|
LOW |
63.33 |
|
0.618 |
61.91 |
|
1.000 |
61.04 |
|
1.618 |
59.62 |
|
2.618 |
57.33 |
|
4.250 |
53.60 |
|
|
| Fisher Pivots for day following 14-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
65.07 |
65.20 |
| PP |
64.77 |
65.03 |
| S1 |
64.48 |
64.86 |
|