NYMEX Light Sweet Crude Oil Future July 2021


Trading Metrics calculated at close of trading on 16-Jun-2021
Day Change Summary
Previous Current
15-Jun-2021 16-Jun-2021 Change Change % Previous Week
Open 71.16 72.45 1.29 1.8% 69.52
High 72.49 72.99 0.50 0.7% 71.24
Low 70.81 71.61 0.80 1.1% 68.47
Close 72.12 72.15 0.03 0.0% 70.91
Range 1.68 1.38 -0.30 -17.9% 2.77
ATR 1.70 1.67 -0.02 -1.3% 0.00
Volume 336,035 426,775 90,740 27.0% 2,273,782
Daily Pivots for day following 16-Jun-2021
Classic Woodie Camarilla DeMark
R4 76.39 75.65 72.91
R3 75.01 74.27 72.53
R2 73.63 73.63 72.40
R1 72.89 72.89 72.28 72.57
PP 72.25 72.25 72.25 72.09
S1 71.51 71.51 72.02 71.19
S2 70.87 70.87 71.90
S3 69.49 70.13 71.77
S4 68.11 68.75 71.39
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 72.99 68.68 4.31 6.0% 1.54 2.1% 81% True False 427,697
10 72.99 68.19 4.80 6.7% 1.44 2.0% 83% True False 403,384
20 72.99 61.56 11.43 15.8% 1.69 2.3% 93% True False 433,816
40 72.99 60.55 12.44 17.2% 1.74 2.4% 93% True False 304,664
60 72.99 57.18 15.81 21.9% 1.90 2.6% 95% True False 237,580
80 72.99 57.18 15.81 21.9% 2.00 2.8% 95% True False 194,106
100 72.99 50.85 22.14 30.7% 1.87 2.6% 96% True False 163,054
120 72.99 46.49 26.50 36.7% 1.76 2.4% 97% True False 138,906
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.52
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.86
2.618 76.60
1.618 75.22
1.000 74.37
0.618 73.84
HIGH 72.99
0.618 72.46
0.500 72.30
0.382 72.14
LOW 71.61
0.618 70.76
1.000 70.23
1.618 69.38
2.618 68.00
4.250 65.75
Fisher Pivots for day following 16-Jun-2021
Pivot 1 day 3 day
R1 72.30 72.04
PP 72.25 71.93
S1 72.20 71.82

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

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