NYMEX Light Sweet Crude Oil Future August 2021
| Trading Metrics calculated at close of trading on 12-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2021 |
12-May-2021 |
Change |
Change % |
Previous Week |
| Open |
64.80 |
65.35 |
0.55 |
0.8% |
63.16 |
| High |
65.33 |
66.46 |
1.13 |
1.7% |
66.38 |
| Low |
63.59 |
64.83 |
1.24 |
1.9% |
62.48 |
| Close |
65.15 |
65.95 |
0.80 |
1.2% |
64.71 |
| Range |
1.74 |
1.63 |
-0.11 |
-6.3% |
3.90 |
| ATR |
1.73 |
1.72 |
-0.01 |
-0.4% |
0.00 |
| Volume |
89,939 |
100,687 |
10,748 |
12.0% |
433,312 |
|
| Daily Pivots for day following 12-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.64 |
69.92 |
66.85 |
|
| R3 |
69.01 |
68.29 |
66.40 |
|
| R2 |
67.38 |
67.38 |
66.25 |
|
| R1 |
66.66 |
66.66 |
66.10 |
67.02 |
| PP |
65.75 |
65.75 |
65.75 |
65.93 |
| S1 |
65.03 |
65.03 |
65.80 |
65.39 |
| S2 |
64.12 |
64.12 |
65.65 |
|
| S3 |
62.49 |
63.40 |
65.50 |
|
| S4 |
60.86 |
61.77 |
65.05 |
|
|
| 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 |
66.46 |
63.59 |
2.87 |
4.4% |
1.57 |
2.4% |
82% |
True |
False |
87,601 |
| 10 |
66.46 |
62.48 |
3.98 |
6.0% |
1.67 |
2.5% |
87% |
True |
False |
83,779 |
| 20 |
66.46 |
60.28 |
6.18 |
9.4% |
1.54 |
2.3% |
92% |
True |
False |
69,975 |
| 40 |
66.46 |
56.92 |
9.54 |
14.5% |
2.00 |
3.0% |
95% |
True |
False |
63,158 |
| 60 |
66.46 |
56.87 |
9.59 |
14.5% |
2.00 |
3.0% |
95% |
True |
False |
53,831 |
| 80 |
66.46 |
50.52 |
15.94 |
24.2% |
1.76 |
2.7% |
97% |
True |
False |
45,186 |
| 100 |
66.46 |
46.35 |
20.11 |
30.5% |
1.65 |
2.5% |
97% |
True |
False |
37,766 |
| 120 |
66.46 |
42.69 |
23.77 |
36.0% |
1.53 |
2.3% |
98% |
True |
False |
32,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
73.39 |
|
2.618 |
70.73 |
|
1.618 |
69.10 |
|
1.000 |
68.09 |
|
0.618 |
67.47 |
|
HIGH |
66.46 |
|
0.618 |
65.84 |
|
0.500 |
65.65 |
|
0.382 |
65.45 |
|
LOW |
64.83 |
|
0.618 |
63.82 |
|
1.000 |
63.20 |
|
1.618 |
62.19 |
|
2.618 |
60.56 |
|
4.250 |
57.90 |
|
|
| Fisher Pivots for day following 12-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
65.85 |
65.64 |
| PP |
65.75 |
65.33 |
| S1 |
65.65 |
65.03 |
|