NYMEX Light Sweet Crude Oil Future July 2021
| Trading Metrics calculated at close of trading on 07-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2021 |
07-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
68.91 |
69.52 |
0.61 |
0.9% |
66.68 |
| High |
69.76 |
70.00 |
0.24 |
0.3% |
69.76 |
| Low |
68.33 |
68.93 |
0.60 |
0.9% |
66.41 |
| Close |
69.62 |
69.23 |
-0.39 |
-0.6% |
69.62 |
| Range |
1.43 |
1.07 |
-0.36 |
-25.2% |
3.35 |
| ATR |
1.84 |
1.78 |
-0.05 |
-3.0% |
0.00 |
| Volume |
326,250 |
365,621 |
39,371 |
12.1% |
1,581,597 |
|
| Daily Pivots for day following 07-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.60 |
71.98 |
69.82 |
|
| R3 |
71.53 |
70.91 |
69.52 |
|
| R2 |
70.46 |
70.46 |
69.43 |
|
| R1 |
69.84 |
69.84 |
69.33 |
69.62 |
| PP |
69.39 |
69.39 |
69.39 |
69.27 |
| S1 |
68.77 |
68.77 |
69.13 |
68.55 |
| S2 |
68.32 |
68.32 |
69.03 |
|
| S3 |
67.25 |
67.70 |
68.94 |
|
| S4 |
66.18 |
66.63 |
68.64 |
|
|
| Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.65 |
77.48 |
71.46 |
|
| R3 |
75.30 |
74.13 |
70.54 |
|
| R2 |
71.95 |
71.95 |
70.23 |
|
| R1 |
70.78 |
70.78 |
69.93 |
71.37 |
| PP |
68.60 |
68.60 |
68.60 |
68.89 |
| S1 |
67.43 |
67.43 |
69.31 |
68.02 |
| S2 |
65.25 |
65.25 |
69.01 |
|
| S3 |
61.90 |
64.08 |
68.70 |
|
| S4 |
58.55 |
60.73 |
67.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
70.00 |
66.41 |
3.59 |
5.2% |
1.48 |
2.1% |
79% |
True |
False |
389,443 |
| 10 |
70.00 |
63.63 |
6.37 |
9.2% |
1.50 |
2.2% |
88% |
True |
False |
401,546 |
| 20 |
70.00 |
61.56 |
8.44 |
12.2% |
1.90 |
2.8% |
91% |
True |
False |
376,940 |
| 40 |
70.00 |
58.70 |
11.30 |
16.3% |
1.76 |
2.5% |
93% |
True |
False |
248,069 |
| 60 |
70.00 |
57.18 |
12.82 |
18.5% |
2.00 |
2.9% |
94% |
True |
False |
197,339 |
| 80 |
70.00 |
56.25 |
13.75 |
19.9% |
2.02 |
2.9% |
94% |
True |
False |
161,674 |
| 100 |
70.00 |
50.78 |
19.22 |
27.8% |
1.84 |
2.7% |
96% |
True |
False |
134,791 |
| 120 |
70.00 |
46.17 |
23.83 |
34.4% |
1.74 |
2.5% |
97% |
True |
False |
114,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
74.55 |
|
2.618 |
72.80 |
|
1.618 |
71.73 |
|
1.000 |
71.07 |
|
0.618 |
70.66 |
|
HIGH |
70.00 |
|
0.618 |
69.59 |
|
0.500 |
69.47 |
|
0.382 |
69.34 |
|
LOW |
68.93 |
|
0.618 |
68.27 |
|
1.000 |
67.86 |
|
1.618 |
67.20 |
|
2.618 |
66.13 |
|
4.250 |
64.38 |
|
|
| Fisher Pivots for day following 07-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
69.47 |
69.19 |
| PP |
69.39 |
69.14 |
| S1 |
69.31 |
69.10 |
|