NYMEX Light Sweet Crude Oil Future September 2021


Trading Metrics calculated at close of trading on 07-Jun-2021
Day Change Summary
Previous Current
04-Jun-2021 07-Jun-2021 Change Change % Previous Week
Open 68.23 68.75 0.52 0.8% 65.99
High 69.02 69.26 0.24 0.3% 69.02
Low 67.67 68.21 0.54 0.8% 65.68
Close 68.89 68.59 -0.30 -0.4% 68.89
Range 1.35 1.05 -0.30 -22.2% 3.34
ATR 1.73 1.68 -0.05 -2.8% 0.00
Volume 88,681 85,660 -3,021 -3.4% 329,838
Daily Pivots for day following 07-Jun-2021
Classic Woodie Camarilla DeMark
R4 71.84 71.26 69.17
R3 70.79 70.21 68.88
R2 69.74 69.74 68.78
R1 69.16 69.16 68.69 68.93
PP 68.69 68.69 68.69 68.57
S1 68.11 68.11 68.49 67.88
S2 67.64 67.64 68.40
S3 66.59 67.06 68.30
S4 65.54 66.01 68.01
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 69.26 65.68 3.58 5.2% 1.43 2.1% 81% True False 83,099
10 69.26 63.07 6.19 9.0% 1.42 2.1% 89% True False 95,065
20 69.26 61.05 8.21 12.0% 1.79 2.6% 92% True False 82,937
40 69.26 58.30 10.96 16.0% 1.65 2.4% 94% True False 64,791
60 69.26 56.61 12.65 18.4% 1.86 2.7% 95% True False 58,535
80 69.26 55.28 13.98 20.4% 1.88 2.7% 95% True False 53,495
100 69.26 50.24 19.02 27.7% 1.70 2.5% 96% True False 47,319
120 69.26 46.03 23.23 33.9% 1.61 2.4% 97% True False 41,440
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 73.72
2.618 72.01
1.618 70.96
1.000 70.31
0.618 69.91
HIGH 69.26
0.618 68.86
0.500 68.74
0.382 68.61
LOW 68.21
0.618 67.56
1.000 67.16
1.618 66.51
2.618 65.46
4.250 63.75
Fisher Pivots for day following 07-Jun-2021
Pivot 1 day 3 day
R1 68.74 68.53
PP 68.69 68.46
S1 68.64 68.40

These figures are updated between 7pm and 10pm EST after a trading day.

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