NYMEX Light Sweet Crude Oil Future September 2021

Trading Metrics calculated at close of trading on 22-Jun-2021

Day Change Summary
	Previous	Current
	21-Jun-2021	22-Jun-2021	Change	Change %	Previous Week
Open	70.26	71.93	1.67	2.4%	69.74
High	72.10	72.43	0.33	0.5%	71.99
Low	69.93	71.50	1.57	2.2%	68.86
Close	72.03	72.05	0.02	0.0%	70.45
Range	2.17	0.93	-1.24	-57.1%	3.13
ATR	1.67	1.62	-0.05	-3.2%	0.00
Volume	252,018	216,177	-35,841	-14.2%	601,033

Daily Pivots for day following 22-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	74.78	74.35	72.56
R3	73.85	73.42	72.31
R2	72.92	72.92	72.22
R1	72.49	72.49	72.14	72.71
PP	71.99	71.99	71.99	72.10
S1	71.56	71.56	71.96	71.78
S2	71.06	71.06	71.88
S3	70.13	70.63	71.79
S4	69.20	69.70	71.54

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	72.43	68.86	3.57	5.0%	1.73	2.4%	89%	True	False	172,641
10	72.43	68.05	4.38	6.1%	1.54	2.1%	91%	True	False	154,879
20	72.43	64.60	7.83	10.9%	1.45	2.0%	95%	True	False	125,480
40	72.43	61.05	11.38	15.8%	1.67	2.3%	97%	True	False	93,667
60	72.43	57.14	15.29	21.2%	1.68	2.3%	98%	True	False	78,125
80	72.43	56.61	15.82	22.0%	1.86	2.6%	98%	True	False	68,951
100	72.43	50.32	22.11	30.7%	1.76	2.4%	98%	True	False	61,945
120	72.43	47.28	25.15	34.9%	1.65	2.3%	98%	True	False	54,597

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	0.49
Narrowest range in 45 trading days

Fibonacci Retracements and Extensions
4.250	76.38
2.618	74.86
1.618	73.93
1.000	73.36
0.618	73.00
HIGH	72.43
0.618	72.07
0.500	71.97
0.382	71.86
LOW	71.50
0.618	70.93
1.000	70.57
1.618	70.00
2.618	69.07
4.250	67.55

Fisher Pivots for day following 22-Jun-2021
Pivot	1 day	3 day
R1	72.02	71.62
PP	71.99	71.20
S1	71.97	70.77

Download as Excel Spreadsheet

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

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