NYMEX Light Sweet Crude Oil Future September 2021


Trading Metrics calculated at close of trading on 24-Jun-2021
Day Change Summary
Previous Current
23-Jun-2021 24-Jun-2021 Change Change % Previous Week
Open 72.10 72.56 0.46 0.6% 69.74
High 73.33 72.86 -0.47 -0.6% 71.99
Low 72.01 71.64 -0.37 -0.5% 68.86
Close 72.36 72.63 0.27 0.4% 70.45
Range 1.32 1.22 -0.10 -7.6% 3.13
ATR 1.60 1.57 -0.03 -1.7% 0.00
Volume 170,185 131,482 -38,703 -22.7% 601,033
Daily Pivots for day following 24-Jun-2021
Classic Woodie Camarilla DeMark
R4 76.04 75.55 73.30
R3 74.82 74.33 72.97
R2 73.60 73.60 72.85
R1 73.11 73.11 72.74 73.36
PP 72.38 72.38 72.38 72.50
S1 71.89 71.89 72.52 72.14
S2 71.16 71.16 72.41
S3 69.94 70.67 72.29
S4 68.72 69.45 71.96
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 69.11 4.22 5.8% 1.49 2.0% 83% False False 186,170
10 73.33 68.86 4.47 6.2% 1.49 2.0% 84% False False 162,496
20 73.33 64.79 8.54 11.8% 1.47 2.0% 92% False False 128,611
40 73.33 61.05 12.28 16.9% 1.66 2.3% 94% False False 99,143
60 73.33 57.14 16.19 22.3% 1.65 2.3% 96% False False 82,147
80 73.33 56.61 16.72 23.0% 1.84 2.5% 96% False False 71,938
100 73.33 51.70 21.63 29.8% 1.76 2.4% 97% False False 64,586
120 73.33 47.28 26.05 35.9% 1.66 2.3% 97% False False 57,035
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.05
2.618 76.05
1.618 74.83
1.000 74.08
0.618 73.61
HIGH 72.86
0.618 72.39
0.500 72.25
0.382 72.11
LOW 71.64
0.618 70.89
1.000 70.42
1.618 69.67
2.618 68.45
4.250 66.46
Fisher Pivots for day following 24-Jun-2021
Pivot 1 day 3 day
R1 72.50 72.56
PP 72.38 72.49
S1 72.25 72.42

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

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