NYMEX Light Sweet Crude Oil Future August 2021
| Trading Metrics calculated at close of trading on 02-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2021 |
02-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
66.45 |
67.80 |
1.35 |
2.0% |
63.61 |
| High |
68.64 |
68.77 |
0.13 |
0.2% |
67.28 |
| Low |
66.18 |
67.59 |
1.41 |
2.1% |
63.45 |
| Close |
67.52 |
68.63 |
1.11 |
1.6% |
66.10 |
| Range |
2.46 |
1.18 |
-1.28 |
-52.0% |
3.83 |
| ATR |
1.92 |
1.87 |
-0.05 |
-2.5% |
0.00 |
| Volume |
148,833 |
110,807 |
-38,026 |
-25.5% |
806,688 |
|
| Daily Pivots for day following 02-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.87 |
71.43 |
69.28 |
|
| R3 |
70.69 |
70.25 |
68.95 |
|
| R2 |
69.51 |
69.51 |
68.85 |
|
| R1 |
69.07 |
69.07 |
68.74 |
69.29 |
| PP |
68.33 |
68.33 |
68.33 |
68.44 |
| S1 |
67.89 |
67.89 |
68.52 |
68.11 |
| S2 |
67.15 |
67.15 |
68.41 |
|
| S3 |
65.97 |
66.71 |
68.31 |
|
| S4 |
64.79 |
65.53 |
67.98 |
|
|
| 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 |
68.77 |
65.02 |
3.75 |
5.5% |
1.51 |
2.2% |
96% |
True |
False |
136,281 |
| 10 |
68.77 |
61.36 |
7.41 |
10.8% |
1.90 |
2.8% |
98% |
True |
False |
152,124 |
| 20 |
68.77 |
61.36 |
7.41 |
10.8% |
1.89 |
2.8% |
98% |
True |
False |
121,920 |
| 40 |
68.77 |
57.97 |
10.80 |
15.7% |
1.71 |
2.5% |
99% |
True |
False |
90,906 |
| 60 |
68.77 |
56.92 |
11.85 |
17.3% |
1.95 |
2.8% |
99% |
True |
False |
76,756 |
| 80 |
68.77 |
55.25 |
13.52 |
19.7% |
1.93 |
2.8% |
99% |
True |
False |
65,854 |
| 100 |
68.77 |
50.22 |
18.55 |
27.0% |
1.76 |
2.6% |
99% |
True |
False |
55,619 |
| 120 |
68.77 |
45.50 |
23.27 |
33.9% |
1.66 |
2.4% |
99% |
True |
False |
47,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
73.79 |
|
2.618 |
71.86 |
|
1.618 |
70.68 |
|
1.000 |
69.95 |
|
0.618 |
69.50 |
|
HIGH |
68.77 |
|
0.618 |
68.32 |
|
0.500 |
68.18 |
|
0.382 |
68.04 |
|
LOW |
67.59 |
|
0.618 |
66.86 |
|
1.000 |
66.41 |
|
1.618 |
65.68 |
|
2.618 |
64.50 |
|
4.250 |
62.58 |
|
|
| Fisher Pivots for day following 02-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
68.48 |
68.21 |
| PP |
68.33 |
67.78 |
| S1 |
68.18 |
67.36 |
|