NYMEX Light Sweet Crude Oil Future July 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 |
65.78 |
63.84 |
-1.94 |
-2.9% |
65.25 |
| High |
65.83 |
65.60 |
-0.23 |
-0.3% |
66.63 |
| Low |
63.12 |
63.35 |
0.23 |
0.4% |
63.12 |
| Close |
63.84 |
65.36 |
1.52 |
2.4% |
65.36 |
| Range |
2.71 |
2.25 |
-0.46 |
-17.0% |
3.51 |
| ATR |
1.87 |
1.90 |
0.03 |
1.4% |
0.00 |
| Volume |
247,675 |
246,223 |
-1,452 |
-0.6% |
1,139,112 |
|
| Daily Pivots for day following 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.52 |
70.69 |
66.60 |
|
| R3 |
69.27 |
68.44 |
65.98 |
|
| R2 |
67.02 |
67.02 |
65.77 |
|
| R1 |
66.19 |
66.19 |
65.57 |
66.61 |
| PP |
64.77 |
64.77 |
64.77 |
64.98 |
| S1 |
63.94 |
63.94 |
65.15 |
64.36 |
| S2 |
62.52 |
62.52 |
64.95 |
|
| S3 |
60.27 |
61.69 |
64.74 |
|
| S4 |
58.02 |
59.44 |
64.12 |
|
|
| Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.57 |
73.97 |
67.29 |
|
| R3 |
72.06 |
70.46 |
66.33 |
|
| R2 |
68.55 |
68.55 |
66.00 |
|
| R1 |
66.95 |
66.95 |
65.68 |
67.75 |
| PP |
65.04 |
65.04 |
65.04 |
65.44 |
| S1 |
63.44 |
63.44 |
65.04 |
64.24 |
| S2 |
61.53 |
61.53 |
64.72 |
|
| S3 |
58.02 |
59.93 |
64.39 |
|
| S4 |
54.51 |
56.42 |
63.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
66.63 |
63.12 |
3.51 |
5.4% |
2.09 |
3.2% |
64% |
False |
False |
227,822 |
| 10 |
66.67 |
62.82 |
3.85 |
5.9% |
1.87 |
2.9% |
66% |
False |
False |
184,783 |
| 20 |
66.67 |
60.55 |
6.12 |
9.4% |
1.75 |
2.7% |
79% |
False |
False |
150,737 |
| 40 |
66.67 |
57.18 |
9.49 |
14.5% |
2.00 |
3.1% |
86% |
False |
False |
126,143 |
| 60 |
66.67 |
57.18 |
9.49 |
14.5% |
2.11 |
3.2% |
86% |
False |
False |
104,488 |
| 80 |
66.67 |
50.78 |
15.89 |
24.3% |
1.88 |
2.9% |
92% |
False |
False |
86,982 |
| 100 |
66.67 |
46.46 |
20.21 |
30.9% |
1.77 |
2.7% |
94% |
False |
False |
72,934 |
| 120 |
66.67 |
42.83 |
23.84 |
36.5% |
1.65 |
2.5% |
95% |
False |
False |
62,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.16 |
|
2.618 |
71.49 |
|
1.618 |
69.24 |
|
1.000 |
67.85 |
|
0.618 |
66.99 |
|
HIGH |
65.60 |
|
0.618 |
64.74 |
|
0.500 |
64.48 |
|
0.382 |
64.21 |
|
LOW |
63.35 |
|
0.618 |
61.96 |
|
1.000 |
61.10 |
|
1.618 |
59.71 |
|
2.618 |
57.46 |
|
4.250 |
53.79 |
|
|
| Fisher Pivots for day following 14-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
65.07 |
65.20 |
| PP |
64.77 |
65.04 |
| S1 |
64.48 |
64.88 |
|