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
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 0.48
Narrowest range in 13 trading days
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

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

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