NYMEX Light Sweet Crude Oil Future August 2021


Trading Metrics calculated at close of trading on 21-Jun-2021
Day Change Summary
Previous Current
18-Jun-2021 21-Jun-2021 Change Change % Previous Week
Open 70.80 71.15 0.35 0.5% 70.36
High 71.82 73.28 1.46 2.0% 72.74
Low 69.87 70.78 0.91 1.3% 69.54
Close 71.29 73.12 1.83 2.6% 71.29
Range 1.95 2.50 0.55 28.2% 3.20
ATR 1.71 1.77 0.06 3.3% 0.00
Volume 420,105 591,306 171,201 40.8% 1,404,205
Daily Pivots for day following 21-Jun-2021
Classic Woodie Camarilla DeMark
R4 79.89 79.01 74.50
R3 77.39 76.51 73.81
R2 74.89 74.89 73.58
R1 74.01 74.01 73.35 74.45
PP 72.39 72.39 72.39 72.62
S1 71.51 71.51 72.89 71.95
S2 69.89 69.89 72.66
S3 67.39 69.01 72.43
S4 64.89 66.51 71.75
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 73.28 69.54 3.74 5.1% 2.00 2.7% 96% True False 366,391
10 73.28 68.29 4.99 6.8% 1.73 2.4% 97% True False 293,135
20 73.28 63.45 9.83 13.4% 1.60 2.2% 98% True False 220,053
40 73.28 60.28 13.00 17.8% 1.76 2.4% 99% True False 155,294
60 73.28 57.42 15.86 21.7% 1.78 2.4% 99% True False 121,663
80 73.28 56.92 16.36 22.4% 1.95 2.7% 99% True False 102,367
100 73.28 50.64 22.64 31.0% 1.84 2.5% 99% True False 87,359
120 73.28 47.39 25.89 35.4% 1.71 2.3% 99% True False 74,702
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.55
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.91
2.618 79.83
1.618 77.33
1.000 75.78
0.618 74.83
HIGH 73.28
0.618 72.33
0.500 72.03
0.382 71.74
LOW 70.78
0.618 69.24
1.000 68.28
1.618 66.74
2.618 64.24
4.250 60.16
Fisher Pivots for day following 21-Jun-2021
Pivot 1 day 3 day
R1 72.76 72.55
PP 72.39 71.98
S1 72.03 71.41

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

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