NYMEX Light Sweet Crude Oil Future July 2021
| Trading Metrics calculated at close of trading on 11-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2021 |
11-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
69.76 |
70.10 |
0.34 |
0.5% |
69.52 |
| High |
70.65 |
71.24 |
0.59 |
0.8% |
71.24 |
| Low |
68.68 |
69.68 |
1.00 |
1.5% |
68.47 |
| Close |
70.29 |
70.91 |
0.62 |
0.9% |
70.91 |
| Range |
1.97 |
1.56 |
-0.41 |
-20.8% |
2.77 |
| ATR |
1.75 |
1.74 |
-0.01 |
-0.8% |
0.00 |
| Volume |
492,464 |
563,575 |
71,111 |
14.4% |
2,273,782 |
|
| Daily Pivots for day following 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.29 |
74.66 |
71.77 |
|
| R3 |
73.73 |
73.10 |
71.34 |
|
| R2 |
72.17 |
72.17 |
71.20 |
|
| R1 |
71.54 |
71.54 |
71.05 |
71.86 |
| PP |
70.61 |
70.61 |
70.61 |
70.77 |
| S1 |
69.98 |
69.98 |
70.77 |
70.30 |
| S2 |
69.05 |
69.05 |
70.62 |
|
| S3 |
67.49 |
68.42 |
70.48 |
|
| S4 |
65.93 |
66.86 |
70.05 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.52 |
77.48 |
72.43 |
|
| R3 |
75.75 |
74.71 |
71.67 |
|
| R2 |
72.98 |
72.98 |
71.42 |
|
| R1 |
71.94 |
71.94 |
71.16 |
72.46 |
| PP |
70.21 |
70.21 |
70.21 |
70.47 |
| S1 |
69.17 |
69.17 |
70.66 |
69.69 |
| S2 |
67.44 |
67.44 |
70.40 |
|
| S3 |
64.67 |
66.40 |
70.15 |
|
| S4 |
61.90 |
63.63 |
69.39 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
71.24 |
68.47 |
2.77 |
3.9% |
1.51 |
2.1% |
88% |
True |
False |
454,756 |
| 10 |
71.24 |
66.17 |
5.07 |
7.1% |
1.52 |
2.1% |
93% |
True |
False |
424,584 |
| 20 |
71.24 |
61.56 |
9.68 |
13.7% |
1.82 |
2.6% |
97% |
True |
False |
427,704 |
| 40 |
71.24 |
60.55 |
10.69 |
15.1% |
1.75 |
2.5% |
97% |
True |
False |
284,707 |
| 60 |
71.24 |
57.18 |
14.06 |
19.8% |
2.01 |
2.8% |
98% |
True |
False |
225,039 |
| 80 |
71.24 |
57.18 |
14.06 |
19.8% |
2.03 |
2.9% |
98% |
True |
False |
183,023 |
| 100 |
71.24 |
50.78 |
20.46 |
28.9% |
1.86 |
2.6% |
98% |
True |
False |
152,984 |
| 120 |
71.24 |
46.46 |
24.78 |
34.9% |
1.77 |
2.5% |
99% |
True |
False |
130,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.87 |
|
2.618 |
75.32 |
|
1.618 |
73.76 |
|
1.000 |
72.80 |
|
0.618 |
72.20 |
|
HIGH |
71.24 |
|
0.618 |
70.64 |
|
0.500 |
70.46 |
|
0.382 |
70.28 |
|
LOW |
69.68 |
|
0.618 |
68.72 |
|
1.000 |
68.12 |
|
1.618 |
67.16 |
|
2.618 |
65.60 |
|
4.250 |
63.05 |
|
|
| Fisher Pivots for day following 11-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
70.76 |
70.59 |
| PP |
70.61 |
70.28 |
| S1 |
70.46 |
69.96 |
|