NYMEX Light Sweet Crude Oil Future August 2021
| Trading Metrics calculated at close of trading on 15-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2021 |
15-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
70.36 |
70.91 |
0.55 |
0.8% |
69.25 |
| High |
71.40 |
72.20 |
0.80 |
1.1% |
70.86 |
| Low |
70.36 |
70.54 |
0.18 |
0.3% |
68.29 |
| Close |
70.63 |
71.86 |
1.23 |
1.7% |
70.60 |
| Range |
1.04 |
1.66 |
0.62 |
59.6% |
2.57 |
| ATR |
1.65 |
1.65 |
0.00 |
0.1% |
0.00 |
| Volume |
163,554 |
195,703 |
32,149 |
19.7% |
1,092,545 |
|
| Daily Pivots for day following 15-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.51 |
75.85 |
72.77 |
|
| R3 |
74.85 |
74.19 |
72.32 |
|
| R2 |
73.19 |
73.19 |
72.16 |
|
| R1 |
72.53 |
72.53 |
72.01 |
72.86 |
| PP |
71.53 |
71.53 |
71.53 |
71.70 |
| S1 |
70.87 |
70.87 |
71.71 |
71.20 |
| S2 |
69.87 |
69.87 |
71.56 |
|
| S3 |
68.21 |
69.21 |
71.40 |
|
| S4 |
66.55 |
67.55 |
70.95 |
|
|
| 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 |
72.20 |
68.51 |
3.69 |
5.1% |
1.44 |
2.0% |
91% |
True |
False |
225,748 |
| 10 |
72.20 |
67.59 |
4.61 |
6.4% |
1.38 |
1.9% |
93% |
True |
False |
180,930 |
| 20 |
72.20 |
61.36 |
10.84 |
15.1% |
1.72 |
2.4% |
97% |
True |
False |
165,686 |
| 40 |
72.20 |
60.28 |
11.92 |
16.6% |
1.72 |
2.4% |
97% |
True |
False |
121,102 |
| 60 |
72.20 |
56.92 |
15.28 |
21.3% |
1.84 |
2.6% |
98% |
True |
False |
98,488 |
| 80 |
72.20 |
56.92 |
15.28 |
21.3% |
1.95 |
2.7% |
98% |
True |
False |
83,523 |
| 100 |
72.20 |
50.52 |
21.68 |
30.2% |
1.80 |
2.5% |
98% |
True |
False |
71,413 |
| 120 |
72.20 |
46.41 |
25.79 |
35.9% |
1.68 |
2.3% |
99% |
True |
False |
61,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.26 |
|
2.618 |
76.55 |
|
1.618 |
74.89 |
|
1.000 |
73.86 |
|
0.618 |
73.23 |
|
HIGH |
72.20 |
|
0.618 |
71.57 |
|
0.500 |
71.37 |
|
0.382 |
71.17 |
|
LOW |
70.54 |
|
0.618 |
69.51 |
|
1.000 |
68.88 |
|
1.618 |
67.85 |
|
2.618 |
66.19 |
|
4.250 |
63.49 |
|
|
| Fisher Pivots for day following 15-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
71.70 |
71.52 |
| PP |
71.53 |
71.18 |
| S1 |
71.37 |
70.84 |
|