NYMEX Light Sweet Crude Oil Future July 2021


Trading Metrics calculated at close of trading on 14-Jun-2021
Day Change Summary
Previous Current
11-Jun-2021 14-Jun-2021 Change Change % Previous Week
Open 70.10 70.65 0.55 0.8% 69.52
High 71.24 71.78 0.54 0.8% 71.24
Low 69.68 70.65 0.97 1.4% 68.47
Close 70.91 70.88 -0.03 0.0% 70.91
Range 1.56 1.13 -0.43 -27.6% 2.77
ATR 1.74 1.70 -0.04 -2.5% 0.00
Volume 563,575 319,639 -243,936 -43.3% 2,273,782
Daily Pivots for day following 14-Jun-2021
Classic Woodie Camarilla DeMark
R4 74.49 73.82 71.50
R3 73.36 72.69 71.19
R2 72.23 72.23 71.09
R1 71.56 71.56 70.98 71.90
PP 71.10 71.10 71.10 71.27
S1 70.43 70.43 70.78 70.77
S2 69.97 69.97 70.67
S3 68.84 69.30 70.57
S4 67.71 68.17 70.26
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 71.78 68.47 3.31 4.7% 1.52 2.2% 73% True False 445,560
10 71.78 66.41 5.37 7.6% 1.50 2.1% 83% True False 417,501
20 71.78 61.56 10.22 14.4% 1.76 2.5% 91% True False 431,375
40 71.78 60.55 11.23 15.8% 1.76 2.5% 92% True False 291,056
60 71.78 57.18 14.60 20.6% 1.92 2.7% 94% True False 227,887
80 71.78 57.18 14.60 20.6% 2.02 2.9% 94% True False 186,210
100 71.78 50.78 21.00 29.6% 1.86 2.6% 96% True False 155,861
120 71.78 46.46 25.32 35.7% 1.77 2.5% 96% True False 132,674
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 76.58
2.618 74.74
1.618 73.61
1.000 72.91
0.618 72.48
HIGH 71.78
0.618 71.35
0.500 71.22
0.382 71.08
LOW 70.65
0.618 69.95
1.000 69.52
1.618 68.82
2.618 67.69
4.250 65.85
Fisher Pivots for day following 14-Jun-2021
Pivot 1 day 3 day
R1 71.22 70.66
PP 71.10 70.45
S1 70.99 70.23

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols