NYMEX Light Sweet Crude Oil Future July 2021
| Trading Metrics calculated at close of trading on 20-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2021 |
20-May-2021 |
Change |
Change % |
Previous Week |
| Open |
65.30 |
63.35 |
-1.95 |
-3.0% |
65.25 |
| High |
65.35 |
63.95 |
-1.40 |
-2.1% |
66.63 |
| Low |
61.95 |
61.67 |
-0.28 |
-0.5% |
63.12 |
| Close |
63.35 |
61.94 |
-1.41 |
-2.2% |
65.36 |
| Range |
3.40 |
2.28 |
-1.12 |
-32.9% |
3.51 |
| ATR |
2.06 |
2.08 |
0.02 |
0.7% |
0.00 |
| Volume |
615,261 |
524,168 |
-91,093 |
-14.8% |
1,139,112 |
|
| Daily Pivots for day following 20-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.36 |
67.93 |
63.19 |
|
| R3 |
67.08 |
65.65 |
62.57 |
|
| R2 |
64.80 |
64.80 |
62.36 |
|
| R1 |
63.37 |
63.37 |
62.15 |
62.95 |
| PP |
62.52 |
62.52 |
62.52 |
62.31 |
| S1 |
61.09 |
61.09 |
61.73 |
60.67 |
| S2 |
60.24 |
60.24 |
61.52 |
|
| S3 |
57.96 |
58.81 |
61.31 |
|
| S4 |
55.68 |
56.53 |
60.69 |
|
|
| 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 |
67.02 |
61.67 |
5.35 |
8.6% |
2.48 |
4.0% |
5% |
False |
True |
419,925 |
| 10 |
67.02 |
61.67 |
5.35 |
8.6% |
2.19 |
3.5% |
5% |
False |
True |
316,088 |
| 20 |
67.02 |
60.56 |
6.46 |
10.4% |
1.92 |
3.1% |
21% |
False |
False |
221,358 |
| 40 |
67.02 |
57.34 |
9.68 |
15.6% |
1.96 |
3.2% |
48% |
False |
False |
161,300 |
| 60 |
67.02 |
57.18 |
9.84 |
15.9% |
2.13 |
3.4% |
48% |
False |
False |
132,122 |
| 80 |
67.02 |
50.85 |
16.17 |
26.1% |
1.96 |
3.2% |
69% |
False |
False |
109,049 |
| 100 |
67.02 |
47.46 |
19.56 |
31.6% |
1.81 |
2.9% |
74% |
False |
False |
91,200 |
| 120 |
67.02 |
44.59 |
22.43 |
36.2% |
1.69 |
2.7% |
77% |
False |
False |
77,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
73.64 |
|
2.618 |
69.92 |
|
1.618 |
67.64 |
|
1.000 |
66.23 |
|
0.618 |
65.36 |
|
HIGH |
63.95 |
|
0.618 |
63.08 |
|
0.500 |
62.81 |
|
0.382 |
62.54 |
|
LOW |
61.67 |
|
0.618 |
60.26 |
|
1.000 |
59.39 |
|
1.618 |
57.98 |
|
2.618 |
55.70 |
|
4.250 |
51.98 |
|
|
| Fisher Pivots for day following 20-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
62.81 |
64.35 |
| PP |
62.52 |
63.54 |
| S1 |
62.23 |
62.74 |
|