NYMEX Light Sweet Crude Oil Future September 2021
| Trading Metrics calculated at close of trading on 02-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2021 |
02-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
65.99 |
67.29 |
1.30 |
2.0% |
63.26 |
| High |
68.14 |
68.28 |
0.14 |
0.2% |
66.74 |
| Low |
65.68 |
67.15 |
1.47 |
2.2% |
63.07 |
| Close |
67.06 |
68.17 |
1.11 |
1.7% |
65.60 |
| Range |
2.46 |
1.13 |
-1.33 |
-54.1% |
3.67 |
| ATR |
1.85 |
1.81 |
-0.05 |
-2.4% |
0.00 |
| Volume |
101,786 |
82,726 |
-19,060 |
-18.7% |
535,160 |
|
| Daily Pivots for day following 02-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.26 |
70.84 |
68.79 |
|
| R3 |
70.13 |
69.71 |
68.48 |
|
| R2 |
69.00 |
69.00 |
68.38 |
|
| R1 |
68.58 |
68.58 |
68.27 |
68.79 |
| PP |
67.87 |
67.87 |
67.87 |
67.97 |
| S1 |
67.45 |
67.45 |
68.07 |
67.66 |
| S2 |
66.74 |
66.74 |
67.96 |
|
| S3 |
65.61 |
66.32 |
67.86 |
|
| S4 |
64.48 |
65.19 |
67.55 |
|
|
| 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 |
68.28 |
64.60 |
3.68 |
5.4% |
1.46 |
2.1% |
97% |
True |
False |
92,377 |
| 10 |
68.28 |
61.05 |
7.23 |
10.6% |
1.84 |
2.7% |
98% |
True |
False |
100,559 |
| 20 |
68.28 |
61.05 |
7.23 |
10.6% |
1.82 |
2.7% |
98% |
True |
False |
80,501 |
| 40 |
68.28 |
57.75 |
10.53 |
15.4% |
1.64 |
2.4% |
99% |
True |
False |
63,522 |
| 60 |
68.28 |
56.61 |
11.67 |
17.1% |
1.88 |
2.8% |
99% |
True |
False |
56,574 |
| 80 |
68.28 |
54.74 |
13.54 |
19.9% |
1.86 |
2.7% |
99% |
True |
False |
51,939 |
| 100 |
68.28 |
49.84 |
18.44 |
27.1% |
1.70 |
2.5% |
99% |
True |
False |
45,686 |
| 120 |
68.28 |
45.42 |
22.86 |
33.5% |
1.61 |
2.4% |
100% |
True |
False |
40,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
73.08 |
|
2.618 |
71.24 |
|
1.618 |
70.11 |
|
1.000 |
69.41 |
|
0.618 |
68.98 |
|
HIGH |
68.28 |
|
0.618 |
67.85 |
|
0.500 |
67.72 |
|
0.382 |
67.58 |
|
LOW |
67.15 |
|
0.618 |
66.45 |
|
1.000 |
66.02 |
|
1.618 |
65.32 |
|
2.618 |
64.19 |
|
4.250 |
62.35 |
|
|
| Fisher Pivots for day following 02-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
68.02 |
67.74 |
| PP |
67.87 |
67.31 |
| S1 |
67.72 |
66.88 |
|