NYMEX Light Sweet Crude Oil Future July 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 |
64.94 |
65.44 |
0.50 |
0.8% |
63.48 |
| High |
65.51 |
66.63 |
1.12 |
1.7% |
66.67 |
| Low |
63.71 |
64.98 |
1.27 |
2.0% |
62.82 |
| Close |
65.30 |
66.10 |
0.80 |
1.2% |
64.88 |
| Range |
1.80 |
1.65 |
-0.15 |
-8.3% |
3.85 |
| ATR |
1.80 |
1.79 |
-0.01 |
-0.6% |
0.00 |
| Volume |
195,317 |
256,699 |
61,382 |
31.4% |
708,718 |
|
| Daily Pivots for day following 12-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.85 |
70.13 |
67.01 |
|
| R3 |
69.20 |
68.48 |
66.55 |
|
| R2 |
67.55 |
67.55 |
66.40 |
|
| R1 |
66.83 |
66.83 |
66.25 |
67.19 |
| PP |
65.90 |
65.90 |
65.90 |
66.09 |
| S1 |
65.18 |
65.18 |
65.95 |
65.54 |
| S2 |
64.25 |
64.25 |
65.80 |
|
| S3 |
62.60 |
63.53 |
65.65 |
|
| S4 |
60.95 |
61.88 |
65.19 |
|
|
| Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.34 |
74.46 |
67.00 |
|
| R3 |
72.49 |
70.61 |
65.94 |
|
| R2 |
68.64 |
68.64 |
65.59 |
|
| R1 |
66.76 |
66.76 |
65.23 |
67.70 |
| PP |
64.79 |
64.79 |
64.79 |
65.26 |
| S1 |
62.91 |
62.91 |
64.53 |
63.85 |
| S2 |
60.94 |
60.94 |
64.17 |
|
| S3 |
57.09 |
59.06 |
63.82 |
|
| S4 |
53.24 |
55.21 |
62.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
66.63 |
63.71 |
2.92 |
4.4% |
1.65 |
2.5% |
82% |
True |
False |
186,214 |
| 10 |
66.67 |
62.82 |
3.85 |
5.8% |
1.73 |
2.6% |
85% |
False |
False |
163,272 |
| 20 |
66.67 |
60.55 |
6.12 |
9.3% |
1.60 |
2.4% |
91% |
False |
False |
133,983 |
| 40 |
66.67 |
57.18 |
9.49 |
14.4% |
2.08 |
3.1% |
94% |
False |
False |
119,996 |
| 60 |
66.67 |
57.18 |
9.49 |
14.4% |
2.09 |
3.2% |
94% |
False |
False |
98,150 |
| 80 |
66.67 |
50.78 |
15.89 |
24.0% |
1.85 |
2.8% |
96% |
False |
False |
81,588 |
| 100 |
66.67 |
46.46 |
20.21 |
30.6% |
1.74 |
2.6% |
97% |
False |
False |
68,149 |
| 120 |
66.67 |
42.60 |
24.07 |
36.4% |
1.62 |
2.4% |
98% |
False |
False |
58,733 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
73.64 |
|
2.618 |
70.95 |
|
1.618 |
69.30 |
|
1.000 |
68.28 |
|
0.618 |
67.65 |
|
HIGH |
66.63 |
|
0.618 |
66.00 |
|
0.500 |
65.81 |
|
0.382 |
65.61 |
|
LOW |
64.98 |
|
0.618 |
63.96 |
|
1.000 |
63.33 |
|
1.618 |
62.31 |
|
2.618 |
60.66 |
|
4.250 |
57.97 |
|
|
| Fisher Pivots for day following 12-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
66.00 |
65.79 |
| PP |
65.90 |
65.48 |
| S1 |
65.81 |
65.17 |
|