NYMEX Light Sweet Crude Oil Future September 2021
| Trading Metrics calculated at close of trading on 04-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2021 |
04-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
68.10 |
68.23 |
0.13 |
0.2% |
65.99 |
| High |
68.70 |
69.02 |
0.32 |
0.5% |
69.02 |
| Low |
67.53 |
67.67 |
0.14 |
0.2% |
65.68 |
| Close |
68.14 |
68.89 |
0.75 |
1.1% |
68.89 |
| Range |
1.17 |
1.35 |
0.18 |
15.4% |
3.34 |
| ATR |
1.76 |
1.73 |
-0.03 |
-1.7% |
0.00 |
| Volume |
56,645 |
88,681 |
32,036 |
56.6% |
329,838 |
|
| Daily Pivots for day following 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.58 |
72.08 |
69.63 |
|
| R3 |
71.23 |
70.73 |
69.26 |
|
| R2 |
69.88 |
69.88 |
69.14 |
|
| R1 |
69.38 |
69.38 |
69.01 |
69.63 |
| PP |
68.53 |
68.53 |
68.53 |
68.65 |
| S1 |
68.03 |
68.03 |
68.77 |
68.28 |
| S2 |
67.18 |
67.18 |
68.64 |
|
| S3 |
65.83 |
66.68 |
68.52 |
|
| S4 |
64.48 |
65.33 |
68.15 |
|
|
| Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.88 |
76.73 |
70.73 |
|
| R3 |
74.54 |
73.39 |
69.81 |
|
| R2 |
71.20 |
71.20 |
69.50 |
|
| R1 |
70.05 |
70.05 |
69.20 |
70.63 |
| PP |
67.86 |
67.86 |
67.86 |
68.15 |
| S1 |
66.71 |
66.71 |
68.58 |
67.29 |
| S2 |
64.52 |
64.52 |
68.28 |
|
| S3 |
61.18 |
63.37 |
67.97 |
|
| S4 |
57.84 |
60.03 |
67.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
69.02 |
65.48 |
3.54 |
5.1% |
1.47 |
2.1% |
96% |
True |
False |
92,853 |
| 10 |
69.02 |
61.05 |
7.97 |
11.6% |
1.55 |
2.2% |
98% |
True |
False |
97,920 |
| 20 |
69.02 |
61.05 |
7.97 |
11.6% |
1.80 |
2.6% |
98% |
True |
False |
81,639 |
| 40 |
69.02 |
58.30 |
10.72 |
15.6% |
1.64 |
2.4% |
99% |
True |
False |
64,021 |
| 60 |
69.02 |
56.61 |
12.41 |
18.0% |
1.86 |
2.7% |
99% |
True |
False |
57,626 |
| 80 |
69.02 |
55.28 |
13.74 |
19.9% |
1.87 |
2.7% |
99% |
True |
False |
52,891 |
| 100 |
69.02 |
50.24 |
18.78 |
27.3% |
1.70 |
2.5% |
99% |
True |
False |
46,626 |
| 120 |
69.02 |
46.03 |
22.99 |
33.4% |
1.61 |
2.3% |
99% |
True |
False |
40,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
74.76 |
|
2.618 |
72.55 |
|
1.618 |
71.20 |
|
1.000 |
70.37 |
|
0.618 |
69.85 |
|
HIGH |
69.02 |
|
0.618 |
68.50 |
|
0.500 |
68.35 |
|
0.382 |
68.19 |
|
LOW |
67.67 |
|
0.618 |
66.84 |
|
1.000 |
66.32 |
|
1.618 |
65.49 |
|
2.618 |
64.14 |
|
4.250 |
61.93 |
|
|
| Fisher Pivots for day following 04-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
68.71 |
68.62 |
| PP |
68.53 |
68.35 |
| S1 |
68.35 |
68.09 |
|