NYMEX Light Sweet Crude Oil Future August 2021
| Trading Metrics calculated at close of trading on 24-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2021 |
24-May-2021 |
Change |
Change % |
Previous Week |
| Open |
61.73 |
63.61 |
1.88 |
3.0% |
65.21 |
| High |
63.82 |
65.87 |
2.05 |
3.2% |
66.80 |
| Low |
61.36 |
63.45 |
2.09 |
3.4% |
61.36 |
| Close |
63.36 |
65.78 |
2.42 |
3.8% |
63.36 |
| Range |
2.46 |
2.42 |
-0.04 |
-1.6% |
5.44 |
| ATR |
2.05 |
2.09 |
0.03 |
1.6% |
0.00 |
| Volume |
187,393 |
155,499 |
-31,894 |
-17.0% |
614,053 |
|
| Daily Pivots for day following 24-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.29 |
71.46 |
67.11 |
|
| R3 |
69.87 |
69.04 |
66.45 |
|
| R2 |
67.45 |
67.45 |
66.22 |
|
| R1 |
66.62 |
66.62 |
66.00 |
67.04 |
| PP |
65.03 |
65.03 |
65.03 |
65.24 |
| S1 |
64.20 |
64.20 |
65.56 |
64.62 |
| S2 |
62.61 |
62.61 |
65.34 |
|
| S3 |
60.19 |
61.78 |
65.11 |
|
| S4 |
57.77 |
59.36 |
64.45 |
|
|
| Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.16 |
77.20 |
66.35 |
|
| R3 |
74.72 |
71.76 |
64.86 |
|
| R2 |
69.28 |
69.28 |
64.36 |
|
| R1 |
66.32 |
66.32 |
63.86 |
65.08 |
| PP |
63.84 |
63.84 |
63.84 |
63.22 |
| S1 |
60.88 |
60.88 |
62.86 |
59.64 |
| S2 |
58.40 |
58.40 |
62.36 |
|
| S3 |
52.96 |
55.44 |
61.86 |
|
| S4 |
47.52 |
50.00 |
60.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
66.80 |
61.36 |
5.44 |
8.3% |
2.66 |
4.0% |
81% |
False |
False |
140,880 |
| 10 |
66.80 |
61.36 |
5.44 |
8.3% |
2.31 |
3.5% |
81% |
False |
False |
115,312 |
| 20 |
66.80 |
61.36 |
5.44 |
8.3% |
1.97 |
3.0% |
81% |
False |
False |
96,348 |
| 40 |
66.80 |
57.42 |
9.38 |
14.3% |
1.86 |
2.8% |
89% |
False |
False |
75,525 |
| 60 |
66.80 |
56.92 |
9.88 |
15.0% |
2.08 |
3.2% |
90% |
False |
False |
65,267 |
| 80 |
66.80 |
50.64 |
16.16 |
24.6% |
1.91 |
2.9% |
94% |
False |
False |
56,057 |
| 100 |
66.80 |
47.39 |
19.41 |
29.5% |
1.75 |
2.7% |
95% |
False |
False |
47,157 |
| 120 |
66.80 |
44.64 |
22.16 |
33.7% |
1.64 |
2.5% |
95% |
False |
False |
40,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76.16 |
|
2.618 |
72.21 |
|
1.618 |
69.79 |
|
1.000 |
68.29 |
|
0.618 |
67.37 |
|
HIGH |
65.87 |
|
0.618 |
64.95 |
|
0.500 |
64.66 |
|
0.382 |
64.37 |
|
LOW |
63.45 |
|
0.618 |
61.95 |
|
1.000 |
61.03 |
|
1.618 |
59.53 |
|
2.618 |
57.11 |
|
4.250 |
53.17 |
|
|
| Fisher Pivots for day following 24-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
65.41 |
65.06 |
| PP |
65.03 |
64.34 |
| S1 |
64.66 |
63.62 |
|