NYMEX Light Sweet Crude Oil Future September 2021


Trading Metrics calculated at close of trading on 13-May-2021
Day Change Summary
Previous Current
12-May-2021 13-May-2021 Change Change % Previous Week
Open 65.06 65.36 0.30 0.5% 62.65
High 66.13 65.36 -0.77 -1.2% 65.87
Low 64.55 62.70 -1.85 -2.9% 62.00
Close 65.65 63.40 -2.25 -3.4% 64.38
Range 1.58 2.66 1.08 68.4% 3.87
ATR 1.66 1.75 0.09 5.6% 0.00
Volume 73,585 60,533 -13,052 -17.7% 254,166
Daily Pivots for day following 13-May-2021
Classic Woodie Camarilla DeMark
R4 71.80 70.26 64.86
R3 69.14 67.60 64.13
R2 66.48 66.48 63.89
R1 64.94 64.94 63.64 64.38
PP 63.82 63.82 63.82 63.54
S1 62.28 62.28 63.16 61.72
S2 61.16 61.16 62.91
S3 58.50 59.62 62.67
S4 55.84 56.96 61.94
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 62.70 3.43 5.4% 1.77 2.8% 20% False True 63,728
10 66.13 62.00 4.13 6.5% 1.72 2.7% 34% False False 56,408
20 66.13 59.92 6.21 9.8% 1.57 2.5% 56% False False 50,003
40 66.13 56.61 9.52 15.0% 1.95 3.1% 71% False False 49,823
60 66.13 56.36 9.77 15.4% 1.95 3.1% 72% False False 45,498
80 66.13 50.24 15.89 25.1% 1.72 2.7% 83% False False 40,657
100 66.13 46.20 19.93 31.4% 1.62 2.6% 86% False False 35,360
120 66.13 42.77 23.36 36.8% 1.50 2.4% 88% False False 31,607
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 76.67
2.618 72.32
1.618 69.66
1.000 68.02
0.618 67.00
HIGH 65.36
0.618 64.34
0.500 64.03
0.382 63.72
LOW 62.70
0.618 61.06
1.000 60.04
1.618 58.40
2.618 55.74
4.250 51.40
Fisher Pivots for day following 13-May-2021
Pivot 1 day 3 day
R1 64.03 64.42
PP 63.82 64.08
S1 63.61 63.74

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

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