NYMEX Light Sweet Crude Oil Future September 2021
| Trading Metrics calculated at close of trading on 24-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2021 |
24-May-2021 |
Change |
Change % |
Previous Week |
| Open |
61.42 |
63.26 |
1.84 |
3.0% |
64.87 |
| High |
63.41 |
65.42 |
2.01 |
3.2% |
66.38 |
| Low |
61.05 |
63.07 |
2.02 |
3.3% |
61.05 |
| Close |
62.99 |
65.32 |
2.33 |
3.7% |
62.99 |
| Range |
2.36 |
2.35 |
-0.01 |
-0.4% |
5.33 |
| ATR |
1.98 |
2.01 |
0.03 |
1.6% |
0.00 |
| Volume |
114,210 |
92,629 |
-21,581 |
-18.9% |
393,095 |
|
| Daily Pivots for day following 24-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.65 |
70.84 |
66.61 |
|
| R3 |
69.30 |
68.49 |
65.97 |
|
| R2 |
66.95 |
66.95 |
65.75 |
|
| R1 |
66.14 |
66.14 |
65.54 |
66.55 |
| PP |
64.60 |
64.60 |
64.60 |
64.81 |
| S1 |
63.79 |
63.79 |
65.10 |
64.20 |
| S2 |
62.25 |
62.25 |
64.89 |
|
| S3 |
59.90 |
61.44 |
64.67 |
|
| S4 |
57.55 |
59.09 |
64.03 |
|
|
| Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.46 |
76.56 |
65.92 |
|
| R3 |
74.13 |
71.23 |
64.46 |
|
| R2 |
68.80 |
68.80 |
63.97 |
|
| R1 |
65.90 |
65.90 |
63.48 |
64.69 |
| PP |
63.47 |
63.47 |
63.47 |
62.87 |
| S1 |
60.57 |
60.57 |
62.50 |
59.36 |
| S2 |
58.14 |
58.14 |
62.01 |
|
| S3 |
52.81 |
55.24 |
61.52 |
|
| S4 |
47.48 |
49.91 |
60.06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
66.38 |
61.05 |
5.33 |
8.2% |
2.58 |
3.9% |
80% |
False |
False |
87,485 |
| 10 |
66.38 |
61.05 |
5.33 |
8.2% |
2.23 |
3.4% |
80% |
False |
False |
74,341 |
| 20 |
66.38 |
61.05 |
5.33 |
8.2% |
1.90 |
2.9% |
80% |
False |
False |
61,853 |
| 40 |
66.38 |
57.14 |
9.24 |
14.1% |
1.80 |
2.8% |
89% |
False |
False |
54,447 |
| 60 |
66.38 |
56.61 |
9.77 |
15.0% |
2.00 |
3.1% |
89% |
False |
False |
50,107 |
| 80 |
66.38 |
50.32 |
16.06 |
24.6% |
1.84 |
2.8% |
93% |
False |
False |
46,061 |
| 100 |
66.38 |
47.28 |
19.10 |
29.2% |
1.69 |
2.6% |
94% |
False |
False |
40,420 |
| 120 |
66.38 |
44.53 |
21.85 |
33.5% |
1.59 |
2.4% |
95% |
False |
False |
35,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.41 |
|
2.618 |
71.57 |
|
1.618 |
69.22 |
|
1.000 |
67.77 |
|
0.618 |
66.87 |
|
HIGH |
65.42 |
|
0.618 |
64.52 |
|
0.500 |
64.25 |
|
0.382 |
63.97 |
|
LOW |
63.07 |
|
0.618 |
61.62 |
|
1.000 |
60.72 |
|
1.618 |
59.27 |
|
2.618 |
56.92 |
|
4.250 |
53.08 |
|
|
| Fisher Pivots for day following 24-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
64.96 |
64.63 |
| PP |
64.60 |
63.93 |
| S1 |
64.25 |
63.24 |
|