NYMEX Light Sweet Crude Oil Future September 2021


Trading Metrics calculated at close of trading on 18-Jun-2021
Day Change Summary
Previous Current
17-Jun-2021 18-Jun-2021 Change Change % Previous Week
Open 70.79 70.03 -0.76 -1.1% 69.74
High 71.40 70.90 -0.50 -0.7% 71.99
Low 68.86 69.11 0.25 0.4% 68.86
Close 70.03 70.45 0.42 0.6% 70.45
Range 2.54 1.79 -0.75 -29.5% 3.13
ATR 1.62 1.64 0.01 0.7% 0.00
Volume 118,957 160,990 42,033 35.3% 601,033
Daily Pivots for day following 18-Jun-2021
Classic Woodie Camarilla DeMark
R4 75.52 74.78 71.43
R3 73.73 72.99 70.94
R2 71.94 71.94 70.78
R1 71.20 71.20 70.61 71.57
PP 70.15 70.15 70.15 70.34
S1 69.41 69.41 70.29 69.78
S2 68.36 68.36 70.12
S3 66.57 67.62 69.96
S4 64.78 65.83 69.47
Weekly Pivots for week ending 18-Jun-2021
Classic Woodie Camarilla DeMark
R4 79.82 78.27 72.17
R3 76.69 75.14 71.31
R2 73.56 73.56 71.02
R1 72.01 72.01 70.74 72.79
PP 70.43 70.43 70.43 70.82
S1 68.88 68.88 70.16 69.66
S2 67.30 67.30 69.88
S3 64.17 65.75 69.59
S4 61.04 62.62 68.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.99 68.86 3.13 4.4% 1.61 2.3% 51% False False 120,206
10 71.99 67.84 4.15 5.9% 1.51 2.1% 63% False False 126,904
20 71.99 61.05 10.94 15.5% 1.53 2.2% 86% False False 112,412
40 71.99 59.92 12.07 17.1% 1.66 2.4% 87% False False 84,065
60 71.99 56.72 15.27 21.7% 1.73 2.5% 90% False False 71,669
80 71.99 56.61 15.38 21.8% 1.86 2.6% 90% False False 63,759
100 71.99 50.32 21.67 30.8% 1.76 2.5% 93% False False 57,581
120 71.99 47.28 24.71 35.1% 1.64 2.3% 94% False False 50,761
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.51
2.618 75.59
1.618 73.80
1.000 72.69
0.618 72.01
HIGH 70.90
0.618 70.22
0.500 70.01
0.382 69.79
LOW 69.11
0.618 68.00
1.000 67.32
1.618 66.21
2.618 64.42
4.250 61.50
Fisher Pivots for day following 18-Jun-2021
Pivot 1 day 3 day
R1 70.30 70.44
PP 70.15 70.43
S1 70.01 70.43

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

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