NYMEX Light Sweet Crude Oil Future September 2021
| Trading Metrics calculated at close of trading on 15-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2021 |
15-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
69.74 |
70.21 |
0.47 |
0.7% |
68.75 |
| High |
70.68 |
71.45 |
0.77 |
1.1% |
70.15 |
| Low |
69.74 |
69.90 |
0.16 |
0.2% |
67.84 |
| Close |
70.00 |
71.14 |
1.14 |
1.6% |
69.92 |
| Range |
0.94 |
1.55 |
0.61 |
64.9% |
2.31 |
| ATR |
1.58 |
1.58 |
0.00 |
-0.1% |
0.00 |
| Volume |
98,117 |
107,902 |
9,785 |
10.0% |
668,014 |
|
| Daily Pivots for day following 15-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.48 |
74.86 |
71.99 |
|
| R3 |
73.93 |
73.31 |
71.57 |
|
| R2 |
72.38 |
72.38 |
71.42 |
|
| R1 |
71.76 |
71.76 |
71.28 |
72.07 |
| PP |
70.83 |
70.83 |
70.83 |
70.99 |
| S1 |
70.21 |
70.21 |
71.00 |
70.52 |
| S2 |
69.28 |
69.28 |
70.86 |
|
| S3 |
67.73 |
68.66 |
70.71 |
|
| S4 |
66.18 |
67.11 |
70.29 |
|
|
| 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 |
71.45 |
68.05 |
3.40 |
4.8% |
1.34 |
1.9% |
91% |
True |
False |
137,116 |
| 10 |
71.45 |
67.15 |
4.30 |
6.0% |
1.31 |
1.8% |
93% |
True |
False |
110,208 |
| 20 |
71.45 |
61.05 |
10.40 |
14.6% |
1.66 |
2.3% |
97% |
True |
False |
104,191 |
| 40 |
71.45 |
59.92 |
11.53 |
16.2% |
1.65 |
2.3% |
97% |
True |
False |
77,978 |
| 60 |
71.45 |
56.61 |
14.84 |
20.9% |
1.77 |
2.5% |
98% |
True |
False |
67,577 |
| 80 |
71.45 |
56.58 |
14.87 |
20.9% |
1.88 |
2.6% |
98% |
True |
False |
60,161 |
| 100 |
71.45 |
50.24 |
21.21 |
29.8% |
1.73 |
2.4% |
99% |
True |
False |
54,062 |
| 120 |
71.45 |
46.28 |
25.17 |
35.4% |
1.63 |
2.3% |
99% |
True |
False |
47,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.04 |
|
2.618 |
75.51 |
|
1.618 |
73.96 |
|
1.000 |
73.00 |
|
0.618 |
72.41 |
|
HIGH |
71.45 |
|
0.618 |
70.86 |
|
0.500 |
70.68 |
|
0.382 |
70.49 |
|
LOW |
69.90 |
|
0.618 |
68.94 |
|
1.000 |
68.35 |
|
1.618 |
67.39 |
|
2.618 |
65.84 |
|
4.250 |
63.31 |
|
|
| Fisher Pivots for day following 15-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
70.99 |
70.83 |
| PP |
70.83 |
70.52 |
| S1 |
70.68 |
70.21 |
|