NYMEX Light Sweet Crude Oil Future August 2021
| Trading Metrics calculated at close of trading on 11-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2021 |
11-May-2021 |
Change |
Change % |
Previous Week |
| Open |
65.00 |
64.80 |
-0.20 |
-0.3% |
63.16 |
| High |
65.60 |
65.33 |
-0.27 |
-0.4% |
66.38 |
| Low |
63.82 |
63.59 |
-0.23 |
-0.4% |
62.48 |
| Close |
64.78 |
65.15 |
0.37 |
0.6% |
64.71 |
| Range |
1.78 |
1.74 |
-0.04 |
-2.2% |
3.90 |
| ATR |
1.73 |
1.73 |
0.00 |
0.0% |
0.00 |
| Volume |
81,350 |
89,939 |
8,589 |
10.6% |
433,312 |
|
| Daily Pivots for day following 11-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.91 |
69.27 |
66.11 |
|
| R3 |
68.17 |
67.53 |
65.63 |
|
| R2 |
66.43 |
66.43 |
65.47 |
|
| R1 |
65.79 |
65.79 |
65.31 |
66.11 |
| PP |
64.69 |
64.69 |
64.69 |
64.85 |
| S1 |
64.05 |
64.05 |
64.99 |
64.37 |
| S2 |
62.95 |
62.95 |
64.83 |
|
| S3 |
61.21 |
62.31 |
64.67 |
|
| S4 |
59.47 |
60.57 |
64.19 |
|
|
| Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.22 |
74.37 |
66.86 |
|
| R3 |
72.32 |
70.47 |
65.78 |
|
| R2 |
68.42 |
68.42 |
65.43 |
|
| R1 |
66.57 |
66.57 |
65.07 |
67.50 |
| PP |
64.52 |
64.52 |
64.52 |
64.99 |
| S1 |
62.67 |
62.67 |
64.35 |
63.60 |
| S2 |
60.62 |
60.62 |
64.00 |
|
| S3 |
56.72 |
58.77 |
63.64 |
|
| S4 |
52.82 |
54.87 |
62.57 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
66.38 |
63.59 |
2.79 |
4.3% |
1.58 |
2.4% |
56% |
False |
True |
92,879 |
| 10 |
66.38 |
62.23 |
4.15 |
6.4% |
1.69 |
2.6% |
70% |
False |
False |
80,821 |
| 20 |
66.38 |
60.19 |
6.19 |
9.5% |
1.61 |
2.5% |
80% |
False |
False |
68,779 |
| 40 |
66.38 |
56.92 |
9.46 |
14.5% |
1.99 |
3.1% |
87% |
False |
False |
61,385 |
| 60 |
66.38 |
56.87 |
9.51 |
14.6% |
1.99 |
3.1% |
87% |
False |
False |
52,880 |
| 80 |
66.38 |
50.52 |
15.86 |
24.3% |
1.77 |
2.7% |
92% |
False |
False |
44,043 |
| 100 |
66.38 |
46.35 |
20.03 |
30.7% |
1.64 |
2.5% |
94% |
False |
False |
36,806 |
| 120 |
66.38 |
42.31 |
24.07 |
36.9% |
1.53 |
2.3% |
95% |
False |
False |
31,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
72.73 |
|
2.618 |
69.89 |
|
1.618 |
68.15 |
|
1.000 |
67.07 |
|
0.618 |
66.41 |
|
HIGH |
65.33 |
|
0.618 |
64.67 |
|
0.500 |
64.46 |
|
0.382 |
64.25 |
|
LOW |
63.59 |
|
0.618 |
62.51 |
|
1.000 |
61.85 |
|
1.618 |
60.77 |
|
2.618 |
59.03 |
|
4.250 |
56.20 |
|
|
| Fisher Pivots for day following 11-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
64.92 |
64.97 |
| PP |
64.69 |
64.78 |
| S1 |
64.46 |
64.60 |
|