NYMEX Light Sweet Crude Oil Future August 2021
| Trading Metrics calculated at close of trading on 14-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2021 |
14-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
69.91 |
70.36 |
0.45 |
0.6% |
69.25 |
| High |
70.86 |
71.40 |
0.54 |
0.8% |
70.86 |
| Low |
69.47 |
70.36 |
0.89 |
1.3% |
68.29 |
| Close |
70.60 |
70.63 |
0.03 |
0.0% |
70.60 |
| Range |
1.39 |
1.04 |
-0.35 |
-25.2% |
2.57 |
| ATR |
1.69 |
1.65 |
-0.05 |
-2.8% |
0.00 |
| Volume |
396,286 |
163,554 |
-232,732 |
-58.7% |
1,092,545 |
|
| Daily Pivots for day following 14-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.92 |
73.31 |
71.20 |
|
| R3 |
72.88 |
72.27 |
70.92 |
|
| R2 |
71.84 |
71.84 |
70.82 |
|
| R1 |
71.23 |
71.23 |
70.73 |
71.54 |
| PP |
70.80 |
70.80 |
70.80 |
70.95 |
| S1 |
70.19 |
70.19 |
70.53 |
70.50 |
| S2 |
69.76 |
69.76 |
70.44 |
|
| S3 |
68.72 |
69.15 |
70.34 |
|
| S4 |
67.68 |
68.11 |
70.06 |
|
|
| 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 |
71.40 |
68.29 |
3.11 |
4.4% |
1.46 |
2.1% |
75% |
True |
False |
219,879 |
| 10 |
71.40 |
66.18 |
5.22 |
7.4% |
1.46 |
2.1% |
85% |
True |
False |
176,243 |
| 20 |
71.40 |
61.36 |
10.04 |
14.2% |
1.72 |
2.4% |
92% |
True |
False |
159,158 |
| 40 |
71.40 |
60.28 |
11.12 |
15.7% |
1.70 |
2.4% |
93% |
True |
False |
117,144 |
| 60 |
71.40 |
56.92 |
14.48 |
20.5% |
1.86 |
2.6% |
95% |
True |
False |
96,381 |
| 80 |
71.40 |
56.87 |
14.53 |
20.6% |
1.95 |
2.8% |
95% |
True |
False |
81,715 |
| 100 |
71.40 |
50.52 |
20.88 |
29.6% |
1.79 |
2.5% |
96% |
True |
False |
69,560 |
| 120 |
71.40 |
46.35 |
25.05 |
35.5% |
1.69 |
2.4% |
97% |
True |
False |
59,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.82 |
|
2.618 |
74.12 |
|
1.618 |
73.08 |
|
1.000 |
72.44 |
|
0.618 |
72.04 |
|
HIGH |
71.40 |
|
0.618 |
71.00 |
|
0.500 |
70.88 |
|
0.382 |
70.76 |
|
LOW |
70.36 |
|
0.618 |
69.72 |
|
1.000 |
69.32 |
|
1.618 |
68.68 |
|
2.618 |
67.64 |
|
4.250 |
65.94 |
|
|
| Fisher Pivots for day following 14-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
70.88 |
70.41 |
| PP |
70.80 |
70.18 |
| S1 |
70.71 |
69.96 |
|