NYMEX Light Sweet Crude Oil Future July 2021
| Trading Metrics calculated at close of trading on 17-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2021 |
17-May-2021 |
Change |
Change % |
Previous Week |
| Open |
63.84 |
65.44 |
1.60 |
2.5% |
65.25 |
| High |
65.60 |
66.42 |
0.82 |
1.3% |
66.63 |
| Low |
63.35 |
64.83 |
1.48 |
2.3% |
63.12 |
| Close |
65.36 |
66.28 |
0.92 |
1.4% |
65.36 |
| Range |
2.25 |
1.59 |
-0.66 |
-29.3% |
3.51 |
| ATR |
1.90 |
1.88 |
-0.02 |
-1.2% |
0.00 |
| Volume |
246,223 |
229,561 |
-16,662 |
-6.8% |
1,139,112 |
|
| Daily Pivots for day following 17-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.61 |
70.04 |
67.15 |
|
| R3 |
69.02 |
68.45 |
66.72 |
|
| R2 |
67.43 |
67.43 |
66.57 |
|
| R1 |
66.86 |
66.86 |
66.43 |
67.15 |
| PP |
65.84 |
65.84 |
65.84 |
65.99 |
| S1 |
65.27 |
65.27 |
66.13 |
65.56 |
| S2 |
64.25 |
64.25 |
65.99 |
|
| S3 |
62.66 |
63.68 |
65.84 |
|
| S4 |
61.07 |
62.09 |
65.41 |
|
|
| 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 |
5.3% |
2.00 |
3.0% |
90% |
False |
False |
235,095 |
| 10 |
66.67 |
63.12 |
3.55 |
5.4% |
1.85 |
2.8% |
89% |
False |
False |
199,069 |
| 20 |
66.67 |
60.55 |
6.12 |
9.2% |
1.78 |
2.7% |
94% |
False |
False |
158,373 |
| 40 |
66.67 |
57.18 |
9.49 |
14.3% |
1.98 |
3.0% |
96% |
False |
False |
128,897 |
| 60 |
66.67 |
57.18 |
9.49 |
14.3% |
2.11 |
3.2% |
96% |
False |
False |
106,792 |
| 80 |
66.67 |
50.78 |
15.89 |
24.0% |
1.90 |
2.9% |
98% |
False |
False |
89,571 |
| 100 |
66.67 |
46.49 |
20.18 |
30.4% |
1.76 |
2.7% |
98% |
False |
False |
75,135 |
| 120 |
66.67 |
43.32 |
23.35 |
35.2% |
1.65 |
2.5% |
98% |
False |
False |
64,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
73.18 |
|
2.618 |
70.58 |
|
1.618 |
68.99 |
|
1.000 |
68.01 |
|
0.618 |
67.40 |
|
HIGH |
66.42 |
|
0.618 |
65.81 |
|
0.500 |
65.63 |
|
0.382 |
65.44 |
|
LOW |
64.83 |
|
0.618 |
63.85 |
|
1.000 |
63.24 |
|
1.618 |
62.26 |
|
2.618 |
60.67 |
|
4.250 |
58.07 |
|
|
| Fisher Pivots for day following 17-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
66.06 |
65.78 |
| PP |
65.84 |
65.27 |
| S1 |
65.63 |
64.77 |
|