NYMEX Light Sweet Crude Oil Future August 2021


Trading Metrics calculated at close of trading on 07-Jun-2021
Day Change Summary
Previous Current
04-Jun-2021 07-Jun-2021 Change Change % Previous Week
Open 68.71 69.25 0.54 0.8% 66.45
High 69.51 69.76 0.25 0.4% 69.51
Low 68.12 68.71 0.59 0.9% 66.18
Close 69.39 69.04 -0.35 -0.5% 69.39
Range 1.39 1.05 -0.34 -24.5% 3.33
ATR 1.79 1.74 -0.05 -3.0% 0.00
Volume 138,054 156,702 18,648 13.5% 506,335
Daily Pivots for day following 07-Jun-2021
Classic Woodie Camarilla DeMark
R4 72.32 71.73 69.62
R3 71.27 70.68 69.33
R2 70.22 70.22 69.23
R1 69.63 69.63 69.14 69.40
PP 69.17 69.17 69.17 69.06
S1 68.58 68.58 68.94 68.35
S2 68.12 68.12 68.85
S3 67.07 67.53 68.75
S4 66.02 66.48 68.46
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 69.76 66.18 3.58 5.2% 1.46 2.1% 80% True False 132,607
10 69.76 63.45 6.31 9.1% 1.46 2.1% 89% True False 146,972
20 69.76 61.36 8.40 12.2% 1.85 2.7% 91% True False 127,435
40 69.76 58.50 11.26 16.3% 1.71 2.5% 94% True False 95,768
60 69.76 56.92 12.84 18.6% 1.93 2.8% 94% True False 81,348
80 69.76 55.79 13.97 20.2% 1.94 2.8% 95% True False 69,968
100 69.76 50.52 19.24 27.9% 1.77 2.6% 96% True False 59,295
120 69.76 46.13 23.63 34.2% 1.66 2.4% 97% True False 50,542
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 74.22
2.618 72.51
1.618 71.46
1.000 70.81
0.618 70.41
HIGH 69.76
0.618 69.36
0.500 69.24
0.382 69.11
LOW 68.71
0.618 68.06
1.000 67.66
1.618 67.01
2.618 65.96
4.250 64.25
Fisher Pivots for day following 07-Jun-2021
Pivot 1 day 3 day
R1 69.24 68.98
PP 69.17 68.93
S1 69.11 68.87

These figures are updated between 7pm and 10pm EST after a trading day.

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