NYMEX Light Sweet Crude Oil Future August 2021
| Trading Metrics calculated at close of trading on 03-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2021 |
03-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
67.80 |
68.59 |
0.79 |
1.2% |
63.61 |
| High |
68.77 |
69.18 |
0.41 |
0.6% |
67.28 |
| Low |
67.59 |
67.98 |
0.39 |
0.6% |
63.45 |
| Close |
68.63 |
68.60 |
-0.03 |
0.0% |
66.10 |
| Range |
1.18 |
1.20 |
0.02 |
1.7% |
3.83 |
| ATR |
1.87 |
1.82 |
-0.05 |
-2.6% |
0.00 |
| Volume |
110,807 |
108,641 |
-2,166 |
-2.0% |
806,688 |
|
| Daily Pivots for day following 03-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.19 |
71.59 |
69.26 |
|
| R3 |
70.99 |
70.39 |
68.93 |
|
| R2 |
69.79 |
69.79 |
68.82 |
|
| R1 |
69.19 |
69.19 |
68.71 |
69.49 |
| PP |
68.59 |
68.59 |
68.59 |
68.74 |
| S1 |
67.99 |
67.99 |
68.49 |
68.29 |
| S2 |
67.39 |
67.39 |
68.38 |
|
| S3 |
66.19 |
66.79 |
68.27 |
|
| S4 |
64.99 |
65.59 |
67.94 |
|
|
| 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 |
69.18 |
65.23 |
3.95 |
5.8% |
1.52 |
2.2% |
85% |
True |
False |
133,515 |
| 10 |
69.18 |
61.36 |
7.82 |
11.4% |
1.69 |
2.5% |
93% |
True |
False |
149,436 |
| 20 |
69.18 |
61.36 |
7.82 |
11.4% |
1.87 |
2.7% |
93% |
True |
False |
120,999 |
| 40 |
69.18 |
58.50 |
10.68 |
15.6% |
1.69 |
2.5% |
95% |
True |
False |
91,761 |
| 60 |
69.18 |
56.92 |
12.26 |
17.9% |
1.94 |
2.8% |
95% |
True |
False |
77,684 |
| 80 |
69.18 |
55.69 |
13.49 |
19.7% |
1.93 |
2.8% |
96% |
True |
False |
66,943 |
| 100 |
69.18 |
50.52 |
18.66 |
27.2% |
1.76 |
2.6% |
97% |
True |
False |
56,540 |
| 120 |
69.18 |
46.03 |
23.15 |
33.7% |
1.66 |
2.4% |
97% |
True |
False |
48,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
74.28 |
|
2.618 |
72.32 |
|
1.618 |
71.12 |
|
1.000 |
70.38 |
|
0.618 |
69.92 |
|
HIGH |
69.18 |
|
0.618 |
68.72 |
|
0.500 |
68.58 |
|
0.382 |
68.44 |
|
LOW |
67.98 |
|
0.618 |
67.24 |
|
1.000 |
66.78 |
|
1.618 |
66.04 |
|
2.618 |
64.84 |
|
4.250 |
62.88 |
|
|
| Fisher Pivots for day following 03-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
68.59 |
68.29 |
| PP |
68.59 |
67.99 |
| S1 |
68.58 |
67.68 |
|