NYMEX Light Sweet Crude Oil Future August 2021
| Trading Metrics calculated at close of trading on 16-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2021 |
16-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
70.91 |
72.13 |
1.22 |
1.7% |
69.25 |
| High |
72.20 |
72.74 |
0.54 |
0.7% |
70.86 |
| Low |
70.54 |
71.42 |
0.88 |
1.2% |
68.29 |
| Close |
71.86 |
71.95 |
0.09 |
0.1% |
70.60 |
| Range |
1.66 |
1.32 |
-0.34 |
-20.5% |
2.57 |
| ATR |
1.65 |
1.62 |
-0.02 |
-1.4% |
0.00 |
| Volume |
195,703 |
281,177 |
85,474 |
43.7% |
1,092,545 |
|
| Daily Pivots for day following 16-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.00 |
75.29 |
72.68 |
|
| R3 |
74.68 |
73.97 |
72.31 |
|
| R2 |
73.36 |
73.36 |
72.19 |
|
| R1 |
72.65 |
72.65 |
72.07 |
72.35 |
| PP |
72.04 |
72.04 |
72.04 |
71.88 |
| S1 |
71.33 |
71.33 |
71.83 |
71.03 |
| S2 |
70.72 |
70.72 |
71.71 |
|
| S3 |
69.40 |
70.01 |
71.59 |
|
| S4 |
68.08 |
68.69 |
71.22 |
|
|
| 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 |
72.74 |
68.51 |
4.23 |
5.9% |
1.47 |
2.0% |
81% |
True |
False |
248,359 |
| 10 |
72.74 |
67.98 |
4.76 |
6.6% |
1.39 |
1.9% |
83% |
True |
False |
197,967 |
| 20 |
72.74 |
61.36 |
11.38 |
15.8% |
1.65 |
2.3% |
93% |
True |
False |
175,046 |
| 40 |
72.74 |
60.28 |
12.46 |
17.3% |
1.69 |
2.3% |
94% |
True |
False |
126,015 |
| 60 |
72.74 |
56.92 |
15.82 |
22.0% |
1.84 |
2.6% |
95% |
True |
False |
102,807 |
| 80 |
72.74 |
56.92 |
15.82 |
22.0% |
1.93 |
2.7% |
95% |
True |
False |
86,593 |
| 100 |
72.74 |
50.64 |
22.10 |
30.7% |
1.79 |
2.5% |
96% |
True |
False |
74,124 |
| 120 |
72.74 |
46.41 |
26.33 |
36.6% |
1.69 |
2.3% |
97% |
True |
False |
63,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.35 |
|
2.618 |
76.20 |
|
1.618 |
74.88 |
|
1.000 |
74.06 |
|
0.618 |
73.56 |
|
HIGH |
72.74 |
|
0.618 |
72.24 |
|
0.500 |
72.08 |
|
0.382 |
71.92 |
|
LOW |
71.42 |
|
0.618 |
70.60 |
|
1.000 |
70.10 |
|
1.618 |
69.28 |
|
2.618 |
67.96 |
|
4.250 |
65.81 |
|
|
| Fisher Pivots for day following 16-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
72.08 |
71.82 |
| PP |
72.04 |
71.68 |
| S1 |
71.99 |
71.55 |
|