NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 04-May-2021
Day Change Summary
Previous Current
03-May-2021 04-May-2021 Change Change % Previous Week
Open 62.13 63.27 1.14 1.8% 60.94
High 63.13 64.74 1.61 2.6% 63.86
Low 61.50 62.91 1.41 2.3% 59.55
Close 63.07 64.33 1.26 2.0% 62.10
Range 1.63 1.83 0.20 12.3% 4.31
ATR 1.64 1.65 0.01 0.8% 0.00
Volume 20,604 28,371 7,767 37.7% 119,538
Daily Pivots for day following 04-May-2021
Classic Woodie Camarilla DeMark
R4 69.48 68.74 65.34
R3 67.65 66.91 64.83
R2 65.82 65.82 64.67
R1 65.08 65.08 64.50 65.45
PP 63.99 63.99 63.99 64.18
S1 63.25 63.25 64.16 63.62
S2 62.16 62.16 63.99
S3 60.33 61.42 63.83
S4 58.50 59.59 63.32
Weekly Pivots for week ending 30-Apr-2021
Classic Woodie Camarilla DeMark
R4 74.77 72.74 64.47
R3 70.46 68.43 63.29
R2 66.15 66.15 62.89
R1 64.12 64.12 62.50 65.14
PP 61.84 61.84 61.84 62.34
S1 59.81 59.81 61.70 60.83
S2 57.53 57.53 61.31
S3 53.22 55.50 60.91
S4 48.91 51.19 59.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 64.74 61.32 3.42 5.3% 1.62 2.5% 88% True False 24,623
10 64.74 59.55 5.19 8.1% 1.44 2.2% 92% True False 23,466
20 64.74 57.46 7.28 11.3% 1.39 2.2% 94% True False 23,000
40 64.74 56.24 8.50 13.2% 1.81 2.8% 95% True False 20,809
60 64.74 54.25 10.49 16.3% 1.77 2.8% 96% True False 17,985
80 64.74 49.64 15.10 23.5% 1.58 2.5% 97% True False 15,149
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 72.52
2.618 69.53
1.618 67.70
1.000 66.57
0.618 65.87
HIGH 64.74
0.618 64.04
0.500 63.83
0.382 63.61
LOW 62.91
0.618 61.78
1.000 61.08
1.618 59.95
2.618 58.12
4.250 55.13
Fisher Pivots for day following 04-May-2021
Pivot 1 day 3 day
R1 64.16 63.93
PP 63.99 63.52
S1 63.83 63.12

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

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