NYMEX Light Sweet Crude Oil Future August 2021
| Trading Metrics calculated at close of trading on 10-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2021 |
10-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
69.81 |
69.61 |
-0.20 |
-0.3% |
66.45 |
| High |
70.43 |
70.46 |
0.03 |
0.0% |
69.51 |
| Low |
69.29 |
68.51 |
-0.78 |
-1.1% |
66.18 |
| Close |
69.79 |
70.09 |
0.30 |
0.4% |
69.39 |
| Range |
1.14 |
1.95 |
0.81 |
71.1% |
3.33 |
| ATR |
1.70 |
1.72 |
0.02 |
1.1% |
0.00 |
| Volume |
168,120 |
205,077 |
36,957 |
22.0% |
506,335 |
|
| Daily Pivots for day following 10-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.54 |
74.76 |
71.16 |
|
| R3 |
73.59 |
72.81 |
70.63 |
|
| R2 |
71.64 |
71.64 |
70.45 |
|
| R1 |
70.86 |
70.86 |
70.27 |
71.25 |
| PP |
69.69 |
69.69 |
69.69 |
69.88 |
| S1 |
68.91 |
68.91 |
69.91 |
69.30 |
| S2 |
67.74 |
67.74 |
69.73 |
|
| S3 |
65.79 |
66.96 |
69.55 |
|
| S4 |
63.84 |
65.01 |
69.02 |
|
|
| 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 |
70.46 |
68.12 |
2.34 |
3.3% |
1.46 |
2.1% |
84% |
True |
False |
166,862 |
| 10 |
70.46 |
65.23 |
5.23 |
7.5% |
1.49 |
2.1% |
93% |
True |
False |
150,188 |
| 20 |
70.46 |
61.36 |
9.10 |
13.0% |
1.84 |
2.6% |
96% |
True |
False |
140,814 |
| 40 |
70.46 |
60.28 |
10.18 |
14.5% |
1.69 |
2.4% |
96% |
True |
False |
105,394 |
| 60 |
70.46 |
56.92 |
13.54 |
19.3% |
1.94 |
2.8% |
97% |
True |
False |
89,043 |
| 80 |
70.46 |
56.87 |
13.59 |
19.4% |
1.96 |
2.8% |
97% |
True |
False |
75,577 |
| 100 |
70.46 |
50.52 |
19.94 |
28.4% |
1.78 |
2.5% |
98% |
True |
False |
64,312 |
| 120 |
70.46 |
46.35 |
24.11 |
34.4% |
1.68 |
2.4% |
98% |
True |
False |
54,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.75 |
|
2.618 |
75.57 |
|
1.618 |
73.62 |
|
1.000 |
72.41 |
|
0.618 |
71.67 |
|
HIGH |
70.46 |
|
0.618 |
69.72 |
|
0.500 |
69.49 |
|
0.382 |
69.25 |
|
LOW |
68.51 |
|
0.618 |
67.30 |
|
1.000 |
66.56 |
|
1.618 |
65.35 |
|
2.618 |
63.40 |
|
4.250 |
60.22 |
|
|
| Fisher Pivots for day following 10-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
69.89 |
69.85 |
| PP |
69.69 |
69.61 |
| S1 |
69.49 |
69.38 |
|