NYMEX Light Sweet Crude Oil Future September 2021
| Trading Metrics calculated at close of trading on 17-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2021 |
17-May-2021 |
Change |
Change % |
Previous Week |
| Open |
63.34 |
64.87 |
1.53 |
2.4% |
64.75 |
| High |
64.97 |
65.79 |
0.82 |
1.3% |
66.13 |
| Low |
62.91 |
64.34 |
1.43 |
2.3% |
62.70 |
| Close |
64.80 |
65.68 |
0.88 |
1.4% |
64.80 |
| Range |
2.06 |
1.45 |
-0.61 |
-29.6% |
3.43 |
| ATR |
1.77 |
1.75 |
-0.02 |
-1.3% |
0.00 |
| Volume |
56,064 |
48,295 |
-7,769 |
-13.9% |
314,989 |
|
| Daily Pivots for day following 17-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.62 |
69.10 |
66.48 |
|
| R3 |
68.17 |
67.65 |
66.08 |
|
| R2 |
66.72 |
66.72 |
65.95 |
|
| R1 |
66.20 |
66.20 |
65.81 |
66.46 |
| PP |
65.27 |
65.27 |
65.27 |
65.40 |
| S1 |
64.75 |
64.75 |
65.55 |
65.01 |
| S2 |
63.82 |
63.82 |
65.41 |
|
| S3 |
62.37 |
63.30 |
65.28 |
|
| S4 |
60.92 |
61.85 |
64.88 |
|
|
| Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.83 |
73.25 |
66.69 |
|
| R3 |
71.40 |
69.82 |
65.74 |
|
| R2 |
67.97 |
67.97 |
65.43 |
|
| R1 |
66.39 |
66.39 |
65.11 |
67.18 |
| PP |
64.54 |
64.54 |
64.54 |
64.94 |
| S1 |
62.96 |
62.96 |
64.49 |
63.75 |
| S2 |
61.11 |
61.11 |
64.17 |
|
| S3 |
57.68 |
59.53 |
63.86 |
|
| S4 |
54.25 |
56.10 |
62.91 |
|
|
| 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 |
5.2% |
1.89 |
2.9% |
87% |
False |
False |
61,196 |
| 10 |
66.13 |
62.70 |
3.43 |
5.2% |
1.73 |
2.6% |
87% |
False |
False |
59,479 |
| 20 |
66.13 |
59.92 |
6.21 |
9.5% |
1.65 |
2.5% |
93% |
False |
False |
51,765 |
| 40 |
66.13 |
56.61 |
9.52 |
14.5% |
1.83 |
2.8% |
95% |
False |
False |
49,270 |
| 60 |
66.13 |
56.58 |
9.55 |
14.5% |
1.96 |
3.0% |
95% |
False |
False |
45,485 |
| 80 |
66.13 |
50.24 |
15.89 |
24.2% |
1.75 |
2.7% |
97% |
False |
False |
41,530 |
| 100 |
66.13 |
46.28 |
19.85 |
30.2% |
1.62 |
2.5% |
98% |
False |
False |
36,228 |
| 120 |
66.13 |
43.45 |
22.68 |
34.5% |
1.52 |
2.3% |
98% |
False |
False |
32,375 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
71.95 |
|
2.618 |
69.59 |
|
1.618 |
68.14 |
|
1.000 |
67.24 |
|
0.618 |
66.69 |
|
HIGH |
65.79 |
|
0.618 |
65.24 |
|
0.500 |
65.07 |
|
0.382 |
64.89 |
|
LOW |
64.34 |
|
0.618 |
63.44 |
|
1.000 |
62.89 |
|
1.618 |
61.99 |
|
2.618 |
60.54 |
|
4.250 |
58.18 |
|
|
| Fisher Pivots for day following 17-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
65.48 |
65.20 |
| PP |
65.27 |
64.72 |
| S1 |
65.07 |
64.25 |
|