NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 12-May-2021
Day Change Summary
Previous Current
11-May-2021 12-May-2021 Change Change % Previous Week
Open 64.04 64.69 0.65 1.0% 62.13
High 64.62 65.73 1.11 1.7% 65.27
Low 62.98 64.24 1.26 2.0% 61.50
Close 64.49 65.28 0.79 1.2% 63.97
Range 1.64 1.49 -0.15 -9.1% 3.77
ATR 1.59 1.58 -0.01 -0.4% 0.00
Volume 32,696 35,378 2,682 8.2% 146,878
Daily Pivots for day following 12-May-2021
Classic Woodie Camarilla DeMark
R4 69.55 68.91 66.10
R3 68.06 67.42 65.69
R2 66.57 66.57 65.55
R1 65.93 65.93 65.42 66.25
PP 65.08 65.08 65.08 65.25
S1 64.44 64.44 65.14 64.76
S2 63.59 63.59 65.01
S3 62.10 62.95 64.87
S4 60.61 61.46 64.46
Weekly Pivots for week ending 07-May-2021
Classic Woodie Camarilla DeMark
R4 74.89 73.20 66.04
R3 71.12 69.43 65.01
R2 67.35 67.35 64.66
R1 65.66 65.66 64.32 66.51
PP 63.58 63.58 63.58 64.00
S1 61.89 61.89 63.62 62.74
S2 59.81 59.81 63.28
S3 56.04 58.12 62.93
S4 52.27 54.35 61.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 65.73 62.98 2.75 4.2% 1.42 2.2% 84% True False 33,134
10 65.73 61.50 4.23 6.5% 1.51 2.3% 89% True False 29,903
20 65.73 59.55 6.18 9.5% 1.41 2.2% 93% True False 25,720
40 65.73 56.24 9.49 14.5% 1.83 2.8% 95% True False 24,165
60 65.73 55.73 10.00 15.3% 1.83 2.8% 96% True False 20,147
80 65.73 49.96 15.77 24.2% 1.61 2.5% 97% True False 17,265
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 0.36
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 72.06
2.618 69.63
1.618 68.14
1.000 67.22
0.618 66.65
HIGH 65.73
0.618 65.16
0.500 64.99
0.382 64.81
LOW 64.24
0.618 63.32
1.000 62.75
1.618 61.83
2.618 60.34
4.250 57.91
Fisher Pivots for day following 12-May-2021
Pivot 1 day 3 day
R1 65.18 64.97
PP 65.08 64.66
S1 64.99 64.36

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

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