NYMEX Light Sweet Crude Oil Future August 2021
| Trading Metrics calculated at close of trading on 04-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2021 |
04-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
68.59 |
68.71 |
0.12 |
0.2% |
66.45 |
| High |
69.18 |
69.51 |
0.33 |
0.5% |
69.51 |
| Low |
67.98 |
68.12 |
0.14 |
0.2% |
66.18 |
| Close |
68.60 |
69.39 |
0.79 |
1.2% |
69.39 |
| Range |
1.20 |
1.39 |
0.19 |
15.8% |
3.33 |
| ATR |
1.82 |
1.79 |
-0.03 |
-1.7% |
0.00 |
| Volume |
108,641 |
138,054 |
29,413 |
27.1% |
506,335 |
|
| Daily Pivots for day following 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.18 |
72.67 |
70.15 |
|
| R3 |
71.79 |
71.28 |
69.77 |
|
| R2 |
70.40 |
70.40 |
69.64 |
|
| R1 |
69.89 |
69.89 |
69.52 |
70.15 |
| PP |
69.01 |
69.01 |
69.01 |
69.13 |
| S1 |
68.50 |
68.50 |
69.26 |
68.76 |
| S2 |
67.62 |
67.62 |
69.14 |
|
| S3 |
66.23 |
67.11 |
69.01 |
|
| S4 |
64.84 |
65.72 |
68.63 |
|
|
| Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.35 |
77.20 |
71.22 |
|
| R3 |
75.02 |
73.87 |
70.31 |
|
| R2 |
71.69 |
71.69 |
70.00 |
|
| R1 |
70.54 |
70.54 |
69.70 |
71.12 |
| PP |
68.36 |
68.36 |
68.36 |
68.65 |
| S1 |
67.21 |
67.21 |
69.08 |
67.79 |
| S2 |
65.03 |
65.03 |
68.78 |
|
| S3 |
61.70 |
63.88 |
68.47 |
|
| S4 |
58.37 |
60.55 |
67.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
69.51 |
65.95 |
3.56 |
5.1% |
1.51 |
2.2% |
97% |
True |
False |
138,514 |
| 10 |
69.51 |
61.36 |
8.15 |
11.7% |
1.60 |
2.3% |
99% |
True |
False |
150,041 |
| 20 |
69.51 |
61.36 |
8.15 |
11.7% |
1.86 |
2.7% |
99% |
True |
False |
123,901 |
| 40 |
69.51 |
58.50 |
11.01 |
15.9% |
1.70 |
2.5% |
99% |
True |
False |
93,351 |
| 60 |
69.51 |
56.92 |
12.59 |
18.1% |
1.94 |
2.8% |
99% |
True |
False |
79,430 |
| 80 |
69.51 |
55.79 |
13.72 |
19.8% |
1.94 |
2.8% |
99% |
True |
False |
68,324 |
| 100 |
69.51 |
50.52 |
18.99 |
27.4% |
1.77 |
2.5% |
99% |
True |
False |
57,829 |
| 120 |
69.51 |
46.13 |
23.38 |
33.7% |
1.66 |
2.4% |
99% |
True |
False |
49,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.42 |
|
2.618 |
73.15 |
|
1.618 |
71.76 |
|
1.000 |
70.90 |
|
0.618 |
70.37 |
|
HIGH |
69.51 |
|
0.618 |
68.98 |
|
0.500 |
68.82 |
|
0.382 |
68.65 |
|
LOW |
68.12 |
|
0.618 |
67.26 |
|
1.000 |
66.73 |
|
1.618 |
65.87 |
|
2.618 |
64.48 |
|
4.250 |
62.21 |
|
|
| Fisher Pivots for day following 04-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
69.20 |
69.11 |
| PP |
69.01 |
68.83 |
| S1 |
68.82 |
68.55 |
|