NYMEX Light Sweet Crude Oil Future August 2021
| Trading Metrics calculated at close of trading on 28-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2021 |
28-May-2021 |
Change |
Change % |
Previous Week |
| Open |
65.93 |
66.68 |
0.75 |
1.1% |
63.61 |
| High |
66.66 |
67.28 |
0.62 |
0.9% |
67.28 |
| Low |
65.23 |
65.95 |
0.72 |
1.1% |
63.45 |
| Close |
66.60 |
66.10 |
-0.50 |
-0.8% |
66.10 |
| Range |
1.43 |
1.33 |
-0.10 |
-7.0% |
3.83 |
| ATR |
1.91 |
1.87 |
-0.04 |
-2.2% |
0.00 |
| Volume |
113,058 |
186,237 |
73,179 |
64.7% |
806,688 |
|
| Daily Pivots for day following 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.43 |
69.60 |
66.83 |
|
| R3 |
69.10 |
68.27 |
66.47 |
|
| R2 |
67.77 |
67.77 |
66.34 |
|
| R1 |
66.94 |
66.94 |
66.22 |
66.69 |
| PP |
66.44 |
66.44 |
66.44 |
66.32 |
| S1 |
65.61 |
65.61 |
65.98 |
65.36 |
| S2 |
65.11 |
65.11 |
65.86 |
|
| S3 |
63.78 |
64.28 |
65.73 |
|
| S4 |
62.45 |
62.95 |
65.37 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.10 |
75.43 |
68.21 |
|
| R3 |
73.27 |
71.60 |
67.15 |
|
| R2 |
69.44 |
69.44 |
66.80 |
|
| R1 |
67.77 |
67.77 |
66.45 |
68.61 |
| PP |
65.61 |
65.61 |
65.61 |
66.03 |
| S1 |
63.94 |
63.94 |
65.75 |
64.78 |
| S2 |
61.78 |
61.78 |
65.40 |
|
| S3 |
57.95 |
60.11 |
65.05 |
|
| S4 |
54.12 |
56.28 |
63.99 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
67.28 |
63.45 |
3.83 |
5.8% |
1.47 |
2.2% |
69% |
True |
False |
161,337 |
| 10 |
67.28 |
61.36 |
5.92 |
9.0% |
1.98 |
3.0% |
80% |
True |
False |
142,074 |
| 20 |
67.28 |
61.36 |
5.92 |
9.0% |
1.89 |
2.9% |
80% |
True |
False |
115,948 |
| 40 |
67.28 |
57.42 |
9.86 |
14.9% |
1.76 |
2.7% |
88% |
True |
False |
87,026 |
| 60 |
67.28 |
56.92 |
10.36 |
15.7% |
1.98 |
3.0% |
89% |
True |
False |
73,715 |
| 80 |
67.28 |
53.79 |
13.49 |
20.4% |
1.91 |
2.9% |
91% |
True |
False |
63,097 |
| 100 |
67.28 |
48.88 |
18.40 |
27.8% |
1.75 |
2.6% |
94% |
True |
False |
53,289 |
| 120 |
67.28 |
45.50 |
21.78 |
33.0% |
1.64 |
2.5% |
95% |
True |
False |
45,300 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
72.93 |
|
2.618 |
70.76 |
|
1.618 |
69.43 |
|
1.000 |
68.61 |
|
0.618 |
68.10 |
|
HIGH |
67.28 |
|
0.618 |
66.77 |
|
0.500 |
66.62 |
|
0.382 |
66.46 |
|
LOW |
65.95 |
|
0.618 |
65.13 |
|
1.000 |
64.62 |
|
1.618 |
63.80 |
|
2.618 |
62.47 |
|
4.250 |
60.30 |
|
|
| Fisher Pivots for day following 28-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
66.62 |
66.15 |
| PP |
66.44 |
66.13 |
| S1 |
66.27 |
66.12 |
|