NYMEX Light Sweet Crude Oil Future July 2021
| Trading Metrics calculated at close of trading on 15-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2021 |
15-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
70.65 |
71.16 |
0.51 |
0.7% |
69.52 |
| High |
71.78 |
72.49 |
0.71 |
1.0% |
71.24 |
| Low |
70.65 |
70.81 |
0.16 |
0.2% |
68.47 |
| Close |
70.88 |
72.12 |
1.24 |
1.7% |
70.91 |
| Range |
1.13 |
1.68 |
0.55 |
48.7% |
2.77 |
| ATR |
1.70 |
1.70 |
0.00 |
-0.1% |
0.00 |
| Volume |
319,639 |
336,035 |
16,396 |
5.1% |
2,273,782 |
|
| Daily Pivots for day following 15-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.85 |
76.16 |
73.04 |
|
| R3 |
75.17 |
74.48 |
72.58 |
|
| R2 |
73.49 |
73.49 |
72.43 |
|
| R1 |
72.80 |
72.80 |
72.27 |
73.15 |
| PP |
71.81 |
71.81 |
71.81 |
71.98 |
| S1 |
71.12 |
71.12 |
71.97 |
71.47 |
| S2 |
70.13 |
70.13 |
71.81 |
|
| S3 |
68.45 |
69.44 |
71.66 |
|
| S4 |
66.77 |
67.76 |
71.20 |
|
|
| 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 |
72.49 |
68.68 |
3.81 |
5.3% |
1.50 |
2.1% |
90% |
True |
False |
424,506 |
| 10 |
72.49 |
67.78 |
4.71 |
6.5% |
1.42 |
2.0% |
92% |
True |
False |
394,006 |
| 20 |
72.49 |
61.56 |
10.93 |
15.2% |
1.77 |
2.5% |
97% |
True |
False |
436,698 |
| 40 |
72.49 |
60.55 |
11.94 |
16.6% |
1.77 |
2.5% |
97% |
True |
False |
297,536 |
| 60 |
72.49 |
57.18 |
15.31 |
21.2% |
1.91 |
2.6% |
98% |
True |
False |
231,497 |
| 80 |
72.49 |
57.18 |
15.31 |
21.2% |
2.02 |
2.8% |
98% |
True |
False |
189,269 |
| 100 |
72.49 |
50.78 |
21.71 |
30.1% |
1.87 |
2.6% |
98% |
True |
False |
158,996 |
| 120 |
72.49 |
46.49 |
26.00 |
36.1% |
1.76 |
2.4% |
99% |
True |
False |
135,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.63 |
|
2.618 |
76.89 |
|
1.618 |
75.21 |
|
1.000 |
74.17 |
|
0.618 |
73.53 |
|
HIGH |
72.49 |
|
0.618 |
71.85 |
|
0.500 |
71.65 |
|
0.382 |
71.45 |
|
LOW |
70.81 |
|
0.618 |
69.77 |
|
1.000 |
69.13 |
|
1.618 |
68.09 |
|
2.618 |
66.41 |
|
4.250 |
63.67 |
|
|
| Fisher Pivots for day following 15-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
71.96 |
71.78 |
| PP |
71.81 |
71.43 |
| S1 |
71.65 |
71.09 |
|