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 |
|
|
|
| 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 |
|