NYMEX Light Sweet Crude Oil Future September 2021


Trading Metrics calculated at close of trading on 23-Jun-2021
Day Change Summary
Previous Current
22-Jun-2021 23-Jun-2021 Change Change % Previous Week
Open 71.93 72.10 0.17 0.2% 69.74
High 72.43 73.33 0.90 1.2% 71.99
Low 71.50 72.01 0.51 0.7% 68.86
Close 72.05 72.36 0.31 0.4% 70.45
Range 0.93 1.32 0.39 41.9% 3.13
ATR 1.62 1.60 -0.02 -1.3% 0.00
Volume 216,177 170,185 -45,992 -21.3% 601,033
Daily Pivots for day following 23-Jun-2021
Classic Woodie Camarilla DeMark
R4 76.53 75.76 73.09
R3 75.21 74.44 72.72
R2 73.89 73.89 72.60
R1 73.12 73.12 72.48 73.51
PP 72.57 72.57 72.57 72.76
S1 71.80 71.80 72.24 72.19
S2 71.25 71.25 72.12
S3 69.93 70.48 72.00
S4 68.61 69.16 71.63
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 73.33 68.86 4.47 6.2% 1.75 2.4% 78% True False 183,665
10 73.33 68.05 5.28 7.3% 1.56 2.2% 82% True False 162,994
20 73.33 64.60 8.73 12.1% 1.46 2.0% 89% True False 125,732
40 73.33 61.05 12.28 17.0% 1.68 2.3% 92% True False 97,039
60 73.33 57.14 16.19 22.4% 1.67 2.3% 94% True False 80,361
80 73.33 56.61 16.72 23.1% 1.85 2.6% 94% True False 70,672
100 73.33 50.32 23.01 31.8% 1.77 2.4% 96% True False 63,522
120 73.33 47.28 26.05 36.0% 1.66 2.3% 96% True False 55,972
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.94
2.618 76.79
1.618 75.47
1.000 74.65
0.618 74.15
HIGH 73.33
0.618 72.83
0.500 72.67
0.382 72.51
LOW 72.01
0.618 71.19
1.000 70.69
1.618 69.87
2.618 68.55
4.250 66.40
Fisher Pivots for day following 23-Jun-2021
Pivot 1 day 3 day
R1 72.67 72.12
PP 72.57 71.87
S1 72.46 71.63

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

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