NYMEX Light Sweet Crude Oil Future July 2021
| Trading Metrics calculated at close of trading on 03-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2021 |
03-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
67.99 |
68.76 |
0.77 |
1.1% |
63.87 |
| High |
69.00 |
69.40 |
0.40 |
0.6% |
67.52 |
| Low |
67.78 |
68.19 |
0.41 |
0.6% |
63.63 |
| Close |
68.83 |
68.81 |
-0.02 |
0.0% |
66.32 |
| Range |
1.22 |
1.21 |
-0.01 |
-0.8% |
3.89 |
| ATR |
1.92 |
1.87 |
-0.05 |
-2.6% |
0.00 |
| Volume |
332,995 |
351,367 |
18,372 |
5.5% |
2,068,251 |
|
| Daily Pivots for day following 03-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.43 |
71.83 |
69.48 |
|
| R3 |
71.22 |
70.62 |
69.14 |
|
| R2 |
70.01 |
70.01 |
69.03 |
|
| R1 |
69.41 |
69.41 |
68.92 |
69.71 |
| PP |
68.80 |
68.80 |
68.80 |
68.95 |
| S1 |
68.20 |
68.20 |
68.70 |
68.50 |
| S2 |
67.59 |
67.59 |
68.59 |
|
| S3 |
66.38 |
66.99 |
68.48 |
|
| S4 |
65.17 |
65.78 |
68.14 |
|
|
| 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 |
69.40 |
65.47 |
3.93 |
5.7% |
1.54 |
2.2% |
85% |
True |
False |
396,670 |
| 10 |
69.40 |
61.56 |
7.84 |
11.4% |
1.73 |
2.5% |
92% |
True |
False |
437,859 |
| 20 |
69.40 |
61.56 |
7.84 |
11.4% |
1.92 |
2.8% |
92% |
True |
False |
356,640 |
| 40 |
69.40 |
58.70 |
10.70 |
15.6% |
1.75 |
2.5% |
94% |
True |
False |
236,596 |
| 60 |
69.40 |
57.18 |
12.22 |
17.8% |
2.01 |
2.9% |
95% |
True |
False |
187,763 |
| 80 |
69.40 |
56.16 |
13.24 |
19.2% |
2.01 |
2.9% |
96% |
True |
False |
154,068 |
| 100 |
69.40 |
50.78 |
18.62 |
27.1% |
1.84 |
2.7% |
97% |
True |
False |
128,192 |
| 120 |
69.40 |
46.08 |
23.32 |
33.9% |
1.74 |
2.5% |
97% |
True |
False |
108,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
74.54 |
|
2.618 |
72.57 |
|
1.618 |
71.36 |
|
1.000 |
70.61 |
|
0.618 |
70.15 |
|
HIGH |
69.40 |
|
0.618 |
68.94 |
|
0.500 |
68.80 |
|
0.382 |
68.65 |
|
LOW |
68.19 |
|
0.618 |
67.44 |
|
1.000 |
66.98 |
|
1.618 |
66.23 |
|
2.618 |
65.02 |
|
4.250 |
63.05 |
|
|
| Fisher Pivots for day following 03-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
68.81 |
68.51 |
| PP |
68.80 |
68.21 |
| S1 |
68.80 |
67.91 |
|