NYMEX Light Sweet Crude Oil Future September 2021
| Trading Metrics calculated at close of trading on 27-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2021 |
27-May-2021 |
Change |
Change % |
Previous Week |
| Open |
65.30 |
65.49 |
0.19 |
0.3% |
64.87 |
| High |
65.67 |
66.16 |
0.49 |
0.7% |
66.38 |
| Low |
64.60 |
64.79 |
0.19 |
0.3% |
61.05 |
| Close |
65.51 |
66.12 |
0.61 |
0.9% |
62.99 |
| Range |
1.07 |
1.37 |
0.30 |
28.0% |
5.33 |
| ATR |
1.87 |
1.84 |
-0.04 |
-1.9% |
0.00 |
| Volume |
73,885 |
69,063 |
-4,822 |
-6.5% |
393,095 |
|
| Daily Pivots for day following 27-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.80 |
69.33 |
66.87 |
|
| R3 |
68.43 |
67.96 |
66.50 |
|
| R2 |
67.06 |
67.06 |
66.37 |
|
| R1 |
66.59 |
66.59 |
66.25 |
66.83 |
| PP |
65.69 |
65.69 |
65.69 |
65.81 |
| S1 |
65.22 |
65.22 |
65.99 |
65.46 |
| S2 |
64.32 |
64.32 |
65.87 |
|
| S3 |
62.95 |
63.85 |
65.74 |
|
| S4 |
61.58 |
62.48 |
65.37 |
|
|
| 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 |
66.16 |
61.05 |
5.11 |
7.7% |
1.62 |
2.5% |
99% |
True |
False |
102,988 |
| 10 |
66.38 |
61.05 |
5.33 |
8.1% |
1.98 |
3.0% |
95% |
False |
False |
84,989 |
| 20 |
66.38 |
61.05 |
5.33 |
8.1% |
1.85 |
2.8% |
95% |
False |
False |
70,698 |
| 40 |
66.38 |
57.14 |
9.24 |
14.0% |
1.73 |
2.6% |
97% |
False |
False |
59,550 |
| 60 |
66.38 |
56.61 |
9.77 |
14.8% |
1.95 |
2.9% |
97% |
False |
False |
53,663 |
| 80 |
66.38 |
52.88 |
13.50 |
20.4% |
1.84 |
2.8% |
98% |
False |
False |
49,061 |
| 100 |
66.38 |
47.38 |
19.00 |
28.7% |
1.69 |
2.6% |
99% |
False |
False |
43,254 |
| 120 |
66.38 |
45.42 |
20.96 |
31.7% |
1.59 |
2.4% |
99% |
False |
False |
37,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
71.98 |
|
2.618 |
69.75 |
|
1.618 |
68.38 |
|
1.000 |
67.53 |
|
0.618 |
67.01 |
|
HIGH |
66.16 |
|
0.618 |
65.64 |
|
0.500 |
65.48 |
|
0.382 |
65.31 |
|
LOW |
64.79 |
|
0.618 |
63.94 |
|
1.000 |
63.42 |
|
1.618 |
62.57 |
|
2.618 |
61.20 |
|
4.250 |
58.97 |
|
|
| Fisher Pivots for day following 27-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
65.91 |
65.87 |
| PP |
65.69 |
65.63 |
| S1 |
65.48 |
65.38 |
|