NYMEX Light Sweet Crude Oil Future September 2021
| Trading Metrics calculated at close of trading on 11-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2021 |
11-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
69.15 |
69.40 |
0.25 |
0.4% |
68.75 |
| High |
69.96 |
70.15 |
0.19 |
0.3% |
70.15 |
| Low |
68.05 |
68.97 |
0.92 |
1.4% |
67.84 |
| Close |
69.58 |
69.92 |
0.34 |
0.5% |
69.92 |
| Range |
1.91 |
1.18 |
-0.73 |
-38.2% |
2.31 |
| ATR |
1.66 |
1.63 |
-0.03 |
-2.1% |
0.00 |
| Volume |
136,459 |
254,070 |
117,611 |
86.2% |
668,014 |
|
| Daily Pivots for day following 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.22 |
72.75 |
70.57 |
|
| R3 |
72.04 |
71.57 |
70.24 |
|
| R2 |
70.86 |
70.86 |
70.14 |
|
| R1 |
70.39 |
70.39 |
70.03 |
70.63 |
| PP |
69.68 |
69.68 |
69.68 |
69.80 |
| S1 |
69.21 |
69.21 |
69.81 |
69.45 |
| S2 |
68.50 |
68.50 |
69.70 |
|
| S3 |
67.32 |
68.03 |
69.60 |
|
| S4 |
66.14 |
66.85 |
69.27 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.23 |
75.39 |
71.19 |
|
| R3 |
73.92 |
73.08 |
70.56 |
|
| R2 |
71.61 |
71.61 |
70.34 |
|
| R1 |
70.77 |
70.77 |
70.13 |
71.19 |
| PP |
69.30 |
69.30 |
69.30 |
69.52 |
| S1 |
68.46 |
68.46 |
69.71 |
68.88 |
| S2 |
66.99 |
66.99 |
69.50 |
|
| S3 |
64.68 |
66.15 |
69.28 |
|
| S4 |
62.37 |
63.84 |
68.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
70.15 |
67.84 |
2.31 |
3.3% |
1.40 |
2.0% |
90% |
True |
False |
133,602 |
| 10 |
70.15 |
65.48 |
4.67 |
6.7% |
1.44 |
2.1% |
95% |
True |
False |
113,228 |
| 20 |
70.15 |
61.05 |
9.10 |
13.0% |
1.71 |
2.4% |
97% |
True |
False |
99,108 |
| 40 |
70.15 |
59.92 |
10.23 |
14.6% |
1.64 |
2.3% |
98% |
True |
False |
74,555 |
| 60 |
70.15 |
56.61 |
13.54 |
19.4% |
1.87 |
2.7% |
98% |
True |
False |
66,252 |
| 80 |
70.15 |
56.36 |
13.79 |
19.7% |
1.89 |
2.7% |
98% |
True |
False |
58,900 |
| 100 |
70.15 |
50.24 |
19.91 |
28.5% |
1.72 |
2.5% |
99% |
True |
False |
52,347 |
| 120 |
70.15 |
46.20 |
23.95 |
34.3% |
1.63 |
2.3% |
99% |
True |
False |
45,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.17 |
|
2.618 |
73.24 |
|
1.618 |
72.06 |
|
1.000 |
71.33 |
|
0.618 |
70.88 |
|
HIGH |
70.15 |
|
0.618 |
69.70 |
|
0.500 |
69.56 |
|
0.382 |
69.42 |
|
LOW |
68.97 |
|
0.618 |
68.24 |
|
1.000 |
67.79 |
|
1.618 |
67.06 |
|
2.618 |
65.88 |
|
4.250 |
63.96 |
|
|
| Fisher Pivots for day following 11-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
69.80 |
69.65 |
| PP |
69.68 |
69.37 |
| S1 |
69.56 |
69.10 |
|