NYMEX Light Sweet Crude Oil Future September 2021


Trading Metrics calculated at close of trading on 08-Jun-2021
Day Change Summary
Previous Current
07-Jun-2021 08-Jun-2021 Change Change % Previous Week
Open 68.75 68.64 -0.11 -0.2% 65.99
High 69.26 69.59 0.33 0.5% 69.02
Low 68.21 67.84 -0.37 -0.5% 65.68
Close 68.59 69.40 0.81 1.2% 68.89
Range 1.05 1.75 0.70 66.7% 3.34
ATR 1.68 1.69 0.00 0.3% 0.00
Volume 85,660 102,792 17,132 20.0% 329,838
Daily Pivots for day following 08-Jun-2021
Classic Woodie Camarilla DeMark
R4 74.19 73.55 70.36
R3 72.44 71.80 69.88
R2 70.69 70.69 69.72
R1 70.05 70.05 69.56 70.37
PP 68.94 68.94 68.94 69.11
S1 68.30 68.30 69.24 68.62
S2 67.19 67.19 69.08
S3 65.44 66.55 68.92
S4 63.69 64.80 68.44
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 69.59 67.15 2.44 3.5% 1.29 1.9% 92% True False 83,300
10 69.59 64.60 4.99 7.2% 1.36 2.0% 96% True False 96,082
20 69.59 61.05 8.54 12.3% 1.79 2.6% 98% True False 85,211
40 69.59 59.15 10.44 15.0% 1.65 2.4% 98% True False 66,392
60 69.59 56.61 12.98 18.7% 1.88 2.7% 99% True False 59,895
80 69.59 55.28 14.31 20.6% 1.89 2.7% 99% True False 54,485
100 69.59 50.24 19.35 27.9% 1.71 2.5% 99% True False 48,173
120 69.59 46.20 23.39 33.7% 1.62 2.3% 99% True False 42,219
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 77.03
2.618 74.17
1.618 72.42
1.000 71.34
0.618 70.67
HIGH 69.59
0.618 68.92
0.500 68.72
0.382 68.51
LOW 67.84
0.618 66.76
1.000 66.09
1.618 65.01
2.618 63.26
4.250 60.40
Fisher Pivots for day following 08-Jun-2021
Pivot 1 day 3 day
R1 69.17 69.14
PP 68.94 68.89
S1 68.72 68.63

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

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