NYMEX Light Sweet Crude Oil Future August 2021
| Trading Metrics calculated at close of trading on 11-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2021 |
11-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
69.61 |
69.91 |
0.30 |
0.4% |
69.25 |
| High |
70.46 |
70.86 |
0.40 |
0.6% |
70.86 |
| Low |
68.51 |
69.47 |
0.96 |
1.4% |
68.29 |
| Close |
70.09 |
70.60 |
0.51 |
0.7% |
70.60 |
| Range |
1.95 |
1.39 |
-0.56 |
-28.7% |
2.57 |
| ATR |
1.72 |
1.69 |
-0.02 |
-1.4% |
0.00 |
| Volume |
205,077 |
396,286 |
191,209 |
93.2% |
1,092,545 |
|
| Daily Pivots for day following 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.48 |
73.93 |
71.36 |
|
| R3 |
73.09 |
72.54 |
70.98 |
|
| R2 |
71.70 |
71.70 |
70.85 |
|
| R1 |
71.15 |
71.15 |
70.73 |
71.43 |
| PP |
70.31 |
70.31 |
70.31 |
70.45 |
| S1 |
69.76 |
69.76 |
70.47 |
70.04 |
| S2 |
68.92 |
68.92 |
70.35 |
|
| S3 |
67.53 |
68.37 |
70.22 |
|
| S4 |
66.14 |
66.98 |
69.84 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.63 |
76.68 |
72.01 |
|
| R3 |
75.06 |
74.11 |
71.31 |
|
| R2 |
72.49 |
72.49 |
71.07 |
|
| R1 |
71.54 |
71.54 |
70.84 |
72.02 |
| PP |
69.92 |
69.92 |
69.92 |
70.15 |
| S1 |
68.97 |
68.97 |
70.36 |
69.45 |
| S2 |
67.35 |
67.35 |
70.13 |
|
| S3 |
64.78 |
66.40 |
69.89 |
|
| S4 |
62.21 |
63.83 |
69.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
70.86 |
68.29 |
2.57 |
3.6% |
1.46 |
2.1% |
90% |
True |
False |
218,509 |
| 10 |
70.86 |
65.95 |
4.91 |
7.0% |
1.49 |
2.1% |
95% |
True |
False |
178,511 |
| 20 |
70.86 |
61.36 |
9.50 |
13.5% |
1.77 |
2.5% |
97% |
True |
False |
155,998 |
| 40 |
70.86 |
60.28 |
10.58 |
15.0% |
1.70 |
2.4% |
98% |
True |
False |
113,941 |
| 60 |
70.86 |
56.92 |
13.94 |
19.7% |
1.94 |
2.8% |
98% |
True |
False |
94,858 |
| 80 |
70.86 |
56.87 |
13.99 |
19.8% |
1.96 |
2.8% |
98% |
True |
False |
80,159 |
| 100 |
70.86 |
50.52 |
20.34 |
28.8% |
1.78 |
2.5% |
99% |
True |
False |
68,129 |
| 120 |
70.86 |
46.35 |
24.51 |
34.7% |
1.69 |
2.4% |
99% |
True |
False |
58,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76.77 |
|
2.618 |
74.50 |
|
1.618 |
73.11 |
|
1.000 |
72.25 |
|
0.618 |
71.72 |
|
HIGH |
70.86 |
|
0.618 |
70.33 |
|
0.500 |
70.17 |
|
0.382 |
70.00 |
|
LOW |
69.47 |
|
0.618 |
68.61 |
|
1.000 |
68.08 |
|
1.618 |
67.22 |
|
2.618 |
65.83 |
|
4.250 |
63.56 |
|
|
| Fisher Pivots for day following 11-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
70.46 |
70.30 |
| PP |
70.31 |
69.99 |
| S1 |
70.17 |
69.69 |
|