NYMEX Light Sweet Crude Oil Future August 2021
| Trading Metrics calculated at close of trading on 27-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2021 |
27-May-2021 |
Change |
Change % |
Previous Week |
| Open |
65.75 |
65.93 |
0.18 |
0.3% |
65.21 |
| High |
66.15 |
66.66 |
0.51 |
0.8% |
66.80 |
| Low |
65.02 |
65.23 |
0.21 |
0.3% |
61.36 |
| Close |
65.96 |
66.60 |
0.64 |
1.0% |
63.36 |
| Range |
1.13 |
1.43 |
0.30 |
26.5% |
5.44 |
| ATR |
1.95 |
1.91 |
-0.04 |
-1.9% |
0.00 |
| Volume |
122,471 |
113,058 |
-9,413 |
-7.7% |
614,053 |
|
| Daily Pivots for day following 27-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.45 |
69.96 |
67.39 |
|
| R3 |
69.02 |
68.53 |
66.99 |
|
| R2 |
67.59 |
67.59 |
66.86 |
|
| R1 |
67.10 |
67.10 |
66.73 |
67.35 |
| PP |
66.16 |
66.16 |
66.16 |
66.29 |
| S1 |
65.67 |
65.67 |
66.47 |
65.92 |
| S2 |
64.73 |
64.73 |
66.34 |
|
| S3 |
63.30 |
64.24 |
66.21 |
|
| S4 |
61.87 |
62.81 |
65.81 |
|
|
| 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 |
66.66 |
61.36 |
5.30 |
8.0% |
1.70 |
2.5% |
99% |
True |
False |
161,568 |
| 10 |
66.80 |
61.36 |
5.44 |
8.2% |
2.06 |
3.1% |
96% |
False |
False |
133,486 |
| 20 |
66.80 |
61.36 |
5.44 |
8.2% |
1.91 |
2.9% |
96% |
False |
False |
109,848 |
| 40 |
66.80 |
57.42 |
9.38 |
14.1% |
1.79 |
2.7% |
98% |
False |
False |
84,132 |
| 60 |
66.80 |
56.92 |
9.88 |
14.8% |
2.03 |
3.0% |
98% |
False |
False |
71,608 |
| 80 |
66.80 |
53.25 |
13.55 |
20.3% |
1.90 |
2.9% |
99% |
False |
False |
61,203 |
| 100 |
66.80 |
47.55 |
19.25 |
28.9% |
1.76 |
2.6% |
99% |
False |
False |
51,594 |
| 120 |
66.80 |
45.50 |
21.30 |
32.0% |
1.64 |
2.5% |
99% |
False |
False |
43,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
72.74 |
|
2.618 |
70.40 |
|
1.618 |
68.97 |
|
1.000 |
68.09 |
|
0.618 |
67.54 |
|
HIGH |
66.66 |
|
0.618 |
66.11 |
|
0.500 |
65.95 |
|
0.382 |
65.78 |
|
LOW |
65.23 |
|
0.618 |
64.35 |
|
1.000 |
63.80 |
|
1.618 |
62.92 |
|
2.618 |
61.49 |
|
4.250 |
59.15 |
|
|
| Fisher Pivots for day following 27-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
66.38 |
66.35 |
| PP |
66.16 |
66.09 |
| S1 |
65.95 |
65.84 |
|