NYMEX Light Sweet Crude Oil Future September 2021
| Trading Metrics calculated at close of trading on 28-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2021 |
28-May-2021 |
Change |
Change % |
Previous Week |
| Open |
65.49 |
66.20 |
0.71 |
1.1% |
63.26 |
| High |
66.16 |
66.74 |
0.58 |
0.9% |
66.74 |
| Low |
64.79 |
65.48 |
0.69 |
1.1% |
63.07 |
| Close |
66.12 |
65.60 |
-0.52 |
-0.8% |
65.60 |
| Range |
1.37 |
1.26 |
-0.11 |
-8.0% |
3.67 |
| ATR |
1.84 |
1.80 |
-0.04 |
-2.2% |
0.00 |
| Volume |
69,063 |
134,428 |
65,365 |
94.6% |
535,160 |
|
| Daily Pivots for day following 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.72 |
68.92 |
66.29 |
|
| R3 |
68.46 |
67.66 |
65.95 |
|
| R2 |
67.20 |
67.20 |
65.83 |
|
| R1 |
66.40 |
66.40 |
65.72 |
66.17 |
| PP |
65.94 |
65.94 |
65.94 |
65.83 |
| S1 |
65.14 |
65.14 |
65.48 |
64.91 |
| S2 |
64.68 |
64.68 |
65.37 |
|
| S3 |
63.42 |
63.88 |
65.25 |
|
| S4 |
62.16 |
62.62 |
64.91 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.15 |
74.54 |
67.62 |
|
| R3 |
72.48 |
70.87 |
66.61 |
|
| R2 |
68.81 |
68.81 |
66.27 |
|
| R1 |
67.20 |
67.20 |
65.94 |
68.01 |
| PP |
65.14 |
65.14 |
65.14 |
65.54 |
| S1 |
63.53 |
63.53 |
65.26 |
64.34 |
| S2 |
61.47 |
61.47 |
64.93 |
|
| S3 |
57.80 |
59.86 |
64.59 |
|
| S4 |
54.13 |
56.19 |
63.58 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
66.74 |
63.07 |
3.67 |
5.6% |
1.40 |
2.1% |
69% |
True |
False |
107,032 |
| 10 |
66.74 |
61.05 |
5.69 |
8.7% |
1.90 |
2.9% |
80% |
True |
False |
92,825 |
| 20 |
66.74 |
61.05 |
5.69 |
8.7% |
1.82 |
2.8% |
80% |
True |
False |
74,870 |
| 40 |
66.74 |
57.14 |
9.60 |
14.6% |
1.69 |
2.6% |
88% |
True |
False |
61,204 |
| 60 |
66.74 |
56.61 |
10.13 |
15.4% |
1.91 |
2.9% |
89% |
True |
False |
54,755 |
| 80 |
66.74 |
53.39 |
13.35 |
20.4% |
1.84 |
2.8% |
91% |
True |
False |
50,301 |
| 100 |
66.74 |
48.71 |
18.03 |
27.5% |
1.68 |
2.6% |
94% |
True |
False |
44,359 |
| 120 |
66.74 |
45.42 |
21.32 |
32.5% |
1.59 |
2.4% |
95% |
True |
False |
38,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
72.10 |
|
2.618 |
70.04 |
|
1.618 |
68.78 |
|
1.000 |
68.00 |
|
0.618 |
67.52 |
|
HIGH |
66.74 |
|
0.618 |
66.26 |
|
0.500 |
66.11 |
|
0.382 |
65.96 |
|
LOW |
65.48 |
|
0.618 |
64.70 |
|
1.000 |
64.22 |
|
1.618 |
63.44 |
|
2.618 |
62.18 |
|
4.250 |
60.13 |
|
|
| Fisher Pivots for day following 28-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
66.11 |
65.67 |
| PP |
65.94 |
65.65 |
| S1 |
65.77 |
65.62 |
|