NYMEX Light Sweet Crude Oil Future August 2021


Trading Metrics calculated at close of trading on 18-Jun-2021
Day Change Summary
Previous Current
17-Jun-2021 18-Jun-2021 Change Change % Previous Week
Open 71.48 70.80 -0.68 -1.0% 70.36
High 72.10 71.82 -0.28 -0.4% 72.74
Low 69.54 69.87 0.33 0.5% 69.54
Close 70.78 71.29 0.51 0.7% 71.29
Range 2.56 1.95 -0.61 -23.8% 3.20
ATR 1.69 1.71 0.02 1.1% 0.00
Volume 343,666 420,105 76,439 22.2% 1,404,205
Daily Pivots for day following 18-Jun-2021
Classic Woodie Camarilla DeMark
R4 76.84 76.02 72.36
R3 74.89 74.07 71.83
R2 72.94 72.94 71.65
R1 72.12 72.12 71.47 72.53
PP 70.99 70.99 70.99 71.20
S1 70.17 70.17 71.11 70.58
S2 69.04 69.04 70.93
S3 67.09 68.22 70.75
S4 65.14 66.27 70.22
Weekly Pivots for week ending 18-Jun-2021
Classic Woodie Camarilla DeMark
R4 80.79 79.24 73.05
R3 77.59 76.04 72.17
R2 74.39 74.39 71.88
R1 72.84 72.84 71.58 73.62
PP 71.19 71.19 71.19 71.58
S1 69.64 69.64 71.00 70.42
S2 67.99 67.99 70.70
S3 64.79 66.44 70.41
S4 61.59 63.24 69.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.74 69.54 3.20 4.5% 1.71 2.4% 55% False False 280,841
10 72.74 68.29 4.45 6.2% 1.59 2.2% 67% False False 249,675
20 72.74 61.36 11.38 16.0% 1.59 2.2% 87% False False 199,858
40 72.74 60.28 12.46 17.5% 1.73 2.4% 88% False False 141,932
60 72.74 57.07 15.67 22.0% 1.79 2.5% 91% False False 112,650
80 72.74 56.92 15.82 22.2% 1.93 2.7% 91% False False 95,574
100 72.74 50.64 22.10 31.0% 1.82 2.6% 93% False False 81,581
120 72.74 47.39 25.35 35.6% 1.70 2.4% 94% False False 69,801
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.11
2.618 76.93
1.618 74.98
1.000 73.77
0.618 73.03
HIGH 71.82
0.618 71.08
0.500 70.85
0.382 70.61
LOW 69.87
0.618 68.66
1.000 67.92
1.618 66.71
2.618 64.76
4.250 61.58
Fisher Pivots for day following 18-Jun-2021
Pivot 1 day 3 day
R1 71.14 71.24
PP 70.99 71.19
S1 70.85 71.14

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

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