NYMEX Light Sweet Crude Oil Future July 2021
| Trading Metrics calculated at close of trading on 02-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2021 |
02-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
66.68 |
67.99 |
1.31 |
2.0% |
63.87 |
| High |
68.87 |
69.00 |
0.13 |
0.2% |
67.52 |
| Low |
66.41 |
67.78 |
1.37 |
2.1% |
63.63 |
| Close |
67.72 |
68.83 |
1.11 |
1.6% |
66.32 |
| Range |
2.46 |
1.22 |
-1.24 |
-50.4% |
3.89 |
| ATR |
1.97 |
1.92 |
-0.05 |
-2.5% |
0.00 |
| Volume |
570,985 |
332,995 |
-237,990 |
-41.7% |
2,068,251 |
|
| Daily Pivots for day following 02-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.20 |
71.73 |
69.50 |
|
| R3 |
70.98 |
70.51 |
69.17 |
|
| R2 |
69.76 |
69.76 |
69.05 |
|
| R1 |
69.29 |
69.29 |
68.94 |
69.53 |
| PP |
68.54 |
68.54 |
68.54 |
68.65 |
| S1 |
68.07 |
68.07 |
68.72 |
68.31 |
| S2 |
67.32 |
67.32 |
68.61 |
|
| S3 |
66.10 |
66.85 |
68.49 |
|
| S4 |
64.88 |
65.63 |
68.16 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.49 |
75.80 |
68.46 |
|
| R3 |
73.60 |
71.91 |
67.39 |
|
| R2 |
69.71 |
69.71 |
67.03 |
|
| R1 |
68.02 |
68.02 |
66.68 |
68.87 |
| PP |
65.82 |
65.82 |
65.82 |
66.25 |
| S1 |
64.13 |
64.13 |
65.96 |
64.98 |
| S2 |
61.93 |
61.93 |
65.61 |
|
| S3 |
58.04 |
60.24 |
65.25 |
|
| S4 |
54.15 |
56.35 |
64.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
69.00 |
65.25 |
3.75 |
5.4% |
1.53 |
2.2% |
95% |
True |
False |
401,638 |
| 10 |
69.00 |
61.56 |
7.44 |
10.8% |
1.95 |
2.8% |
98% |
True |
False |
464,249 |
| 20 |
69.00 |
61.56 |
7.44 |
10.8% |
1.95 |
2.8% |
98% |
True |
False |
348,447 |
| 40 |
69.00 |
58.13 |
10.87 |
15.8% |
1.76 |
2.6% |
98% |
True |
False |
230,918 |
| 60 |
69.00 |
57.18 |
11.82 |
17.2% |
2.03 |
2.9% |
99% |
True |
False |
183,266 |
| 80 |
69.00 |
55.79 |
13.21 |
19.2% |
2.01 |
2.9% |
99% |
True |
False |
149,982 |
| 100 |
69.00 |
50.40 |
18.60 |
27.0% |
1.84 |
2.7% |
99% |
True |
False |
124,875 |
| 120 |
69.00 |
45.55 |
23.45 |
34.1% |
1.74 |
2.5% |
99% |
True |
False |
106,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
74.19 |
|
2.618 |
72.19 |
|
1.618 |
70.97 |
|
1.000 |
70.22 |
|
0.618 |
69.75 |
|
HIGH |
69.00 |
|
0.618 |
68.53 |
|
0.500 |
68.39 |
|
0.382 |
68.25 |
|
LOW |
67.78 |
|
0.618 |
67.03 |
|
1.000 |
66.56 |
|
1.618 |
65.81 |
|
2.618 |
64.59 |
|
4.250 |
62.60 |
|
|
| Fisher Pivots for day following 02-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
68.68 |
68.42 |
| PP |
68.54 |
68.00 |
| S1 |
68.39 |
67.59 |
|