NYMEX Light Sweet Crude Oil Future August 2021
| Trading Metrics calculated at close of trading on 30-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2021 |
30-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
72.78 |
73.47 |
0.69 |
0.9% |
71.15 |
| High |
73.81 |
74.14 |
0.33 |
0.4% |
74.25 |
| Low |
71.97 |
72.82 |
0.85 |
1.2% |
70.78 |
| Close |
72.98 |
73.47 |
0.49 |
0.7% |
74.05 |
| Range |
1.84 |
1.32 |
-0.52 |
-28.3% |
3.47 |
| ATR |
1.67 |
1.64 |
-0.02 |
-1.5% |
0.00 |
| Volume |
321,448 |
383,626 |
62,178 |
19.3% |
2,218,622 |
|
| Daily Pivots for day following 30-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.44 |
76.77 |
74.20 |
|
| R3 |
76.12 |
75.45 |
73.83 |
|
| R2 |
74.80 |
74.80 |
73.71 |
|
| R1 |
74.13 |
74.13 |
73.59 |
74.13 |
| PP |
73.48 |
73.48 |
73.48 |
73.48 |
| S1 |
72.81 |
72.81 |
73.35 |
72.81 |
| S2 |
72.16 |
72.16 |
73.23 |
|
| S3 |
70.84 |
71.49 |
73.11 |
|
| S4 |
69.52 |
70.17 |
72.74 |
|
|
| Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.44 |
82.21 |
75.96 |
|
| R3 |
79.97 |
78.74 |
75.00 |
|
| R2 |
76.50 |
76.50 |
74.69 |
|
| R1 |
75.27 |
75.27 |
74.37 |
75.89 |
| PP |
73.03 |
73.03 |
73.03 |
73.33 |
| S1 |
71.80 |
71.80 |
73.73 |
72.42 |
| S2 |
69.56 |
69.56 |
73.41 |
|
| S3 |
66.09 |
68.33 |
73.10 |
|
| S4 |
62.62 |
64.86 |
72.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.45 |
71.97 |
2.48 |
3.4% |
1.52 |
2.1% |
60% |
False |
False |
351,865 |
| 10 |
74.45 |
69.54 |
4.91 |
6.7% |
1.71 |
2.3% |
80% |
False |
False |
404,216 |
| 20 |
74.45 |
67.98 |
6.47 |
8.8% |
1.55 |
2.1% |
85% |
False |
False |
301,092 |
| 40 |
74.45 |
61.36 |
13.09 |
17.8% |
1.72 |
2.3% |
93% |
False |
False |
211,506 |
| 60 |
74.45 |
57.97 |
16.48 |
22.4% |
1.65 |
2.3% |
94% |
False |
False |
160,968 |
| 80 |
74.45 |
56.92 |
17.53 |
23.9% |
1.85 |
2.5% |
94% |
False |
False |
132,840 |
| 100 |
74.45 |
55.25 |
19.20 |
26.1% |
1.85 |
2.5% |
95% |
False |
False |
112,902 |
| 120 |
74.45 |
50.22 |
24.23 |
33.0% |
1.73 |
2.4% |
96% |
False |
False |
96,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.75 |
|
2.618 |
77.60 |
|
1.618 |
76.28 |
|
1.000 |
75.46 |
|
0.618 |
74.96 |
|
HIGH |
74.14 |
|
0.618 |
73.64 |
|
0.500 |
73.48 |
|
0.382 |
73.32 |
|
LOW |
72.82 |
|
0.618 |
72.00 |
|
1.000 |
71.50 |
|
1.618 |
70.68 |
|
2.618 |
69.36 |
|
4.250 |
67.21 |
|
|
| Fisher Pivots for day following 30-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
73.48 |
73.38 |
| PP |
73.48 |
73.30 |
| S1 |
73.47 |
73.21 |
|