NYMEX Light Sweet Crude Oil Future September 2021
| Trading Metrics calculated at close of trading on 12-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2021 |
12-May-2021 |
Change |
Change % |
Previous Week |
| Open |
64.51 |
65.06 |
0.55 |
0.9% |
62.65 |
| High |
65.02 |
66.13 |
1.11 |
1.7% |
65.87 |
| Low |
63.32 |
64.55 |
1.23 |
1.9% |
62.00 |
| Close |
64.86 |
65.65 |
0.79 |
1.2% |
64.38 |
| Range |
1.70 |
1.58 |
-0.12 |
-7.1% |
3.87 |
| ATR |
1.66 |
1.66 |
-0.01 |
-0.4% |
0.00 |
| Volume |
67,506 |
73,585 |
6,079 |
9.0% |
254,166 |
|
| Daily Pivots for day following 12-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.18 |
69.50 |
66.52 |
|
| R3 |
68.60 |
67.92 |
66.08 |
|
| R2 |
67.02 |
67.02 |
65.94 |
|
| R1 |
66.34 |
66.34 |
65.79 |
66.68 |
| PP |
65.44 |
65.44 |
65.44 |
65.62 |
| S1 |
64.76 |
64.76 |
65.51 |
65.10 |
| S2 |
63.86 |
63.86 |
65.36 |
|
| S3 |
62.28 |
63.18 |
65.22 |
|
| S4 |
60.70 |
61.60 |
64.78 |
|
|
| Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.69 |
73.91 |
66.51 |
|
| R3 |
71.82 |
70.04 |
65.44 |
|
| R2 |
67.95 |
67.95 |
65.09 |
|
| R1 |
66.17 |
66.17 |
64.73 |
67.06 |
| PP |
64.08 |
64.08 |
64.08 |
64.53 |
| S1 |
62.30 |
62.30 |
64.03 |
63.19 |
| S2 |
60.21 |
60.21 |
63.67 |
|
| S3 |
56.34 |
58.43 |
63.32 |
|
| S4 |
52.47 |
54.56 |
62.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
66.13 |
63.32 |
2.81 |
4.3% |
1.51 |
2.3% |
83% |
True |
False |
61,437 |
| 10 |
66.13 |
62.00 |
4.13 |
6.3% |
1.61 |
2.4% |
88% |
True |
False |
55,214 |
| 20 |
66.13 |
59.92 |
6.21 |
9.5% |
1.48 |
2.3% |
92% |
True |
False |
49,006 |
| 40 |
66.13 |
56.61 |
9.52 |
14.5% |
1.92 |
2.9% |
95% |
True |
False |
49,497 |
| 60 |
66.13 |
56.36 |
9.77 |
14.9% |
1.93 |
2.9% |
95% |
True |
False |
45,167 |
| 80 |
66.13 |
50.24 |
15.89 |
24.2% |
1.70 |
2.6% |
97% |
True |
False |
40,236 |
| 100 |
66.13 |
46.20 |
19.93 |
30.4% |
1.60 |
2.4% |
98% |
True |
False |
34,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
72.85 |
|
2.618 |
70.27 |
|
1.618 |
68.69 |
|
1.000 |
67.71 |
|
0.618 |
67.11 |
|
HIGH |
66.13 |
|
0.618 |
65.53 |
|
0.500 |
65.34 |
|
0.382 |
65.15 |
|
LOW |
64.55 |
|
0.618 |
63.57 |
|
1.000 |
62.97 |
|
1.618 |
61.99 |
|
2.618 |
60.41 |
|
4.250 |
57.84 |
|
|
| Fisher Pivots for day following 12-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
65.55 |
65.34 |
| PP |
65.44 |
65.03 |
| S1 |
65.34 |
64.73 |
|