NYMEX Light Sweet Crude Oil Future October 2021
| Trading Metrics calculated at close of trading on 24-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2021 |
24-May-2021 |
Change |
Change % |
Previous Week |
| Open |
61.02 |
62.78 |
1.76 |
2.9% |
64.37 |
| High |
62.92 |
64.89 |
1.97 |
3.1% |
65.81 |
| Low |
60.67 |
62.63 |
1.96 |
3.2% |
60.67 |
| Close |
62.54 |
64.79 |
2.25 |
3.6% |
62.54 |
| Range |
2.25 |
2.26 |
0.01 |
0.4% |
5.14 |
| ATR |
1.89 |
1.92 |
0.03 |
1.7% |
0.00 |
| Volume |
38,658 |
46,070 |
7,412 |
19.2% |
160,620 |
|
| Daily Pivots for day following 24-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
70.88 |
70.10 |
66.03 |
|
| R3 |
68.62 |
67.84 |
65.41 |
|
| R2 |
66.36 |
66.36 |
65.20 |
|
| R1 |
65.58 |
65.58 |
65.00 |
65.97 |
| PP |
64.10 |
64.10 |
64.10 |
64.30 |
| S1 |
63.32 |
63.32 |
64.58 |
63.71 |
| S2 |
61.84 |
61.84 |
64.38 |
|
| S3 |
59.58 |
61.06 |
64.17 |
|
| S4 |
57.32 |
58.80 |
63.55 |
|
|
| Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.43 |
75.62 |
65.37 |
|
| R3 |
73.29 |
70.48 |
63.95 |
|
| R2 |
68.15 |
68.15 |
63.48 |
|
| R1 |
65.34 |
65.34 |
63.01 |
64.18 |
| PP |
63.01 |
63.01 |
63.01 |
62.42 |
| S1 |
60.20 |
60.20 |
62.07 |
59.04 |
| S2 |
57.87 |
57.87 |
61.60 |
|
| S3 |
52.73 |
55.06 |
61.13 |
|
| S4 |
47.59 |
49.92 |
59.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
65.81 |
60.67 |
5.14 |
7.9% |
2.46 |
3.8% |
80% |
False |
False |
36,437 |
| 10 |
65.81 |
60.67 |
5.14 |
7.9% |
2.13 |
3.3% |
80% |
False |
False |
33,565 |
| 20 |
65.81 |
60.67 |
5.14 |
7.9% |
1.80 |
2.8% |
80% |
False |
False |
30,332 |
| 40 |
65.81 |
56.80 |
9.01 |
13.9% |
1.71 |
2.6% |
89% |
False |
False |
26,414 |
| 60 |
65.81 |
56.24 |
9.57 |
14.8% |
1.90 |
2.9% |
89% |
False |
False |
23,045 |
| 80 |
65.81 |
49.96 |
15.85 |
24.5% |
1.75 |
2.7% |
94% |
False |
False |
19,812 |
| 100 |
65.81 |
47.15 |
18.66 |
28.8% |
1.60 |
2.5% |
95% |
False |
False |
17,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
74.50 |
|
2.618 |
70.81 |
|
1.618 |
68.55 |
|
1.000 |
67.15 |
|
0.618 |
66.29 |
|
HIGH |
64.89 |
|
0.618 |
64.03 |
|
0.500 |
63.76 |
|
0.382 |
63.49 |
|
LOW |
62.63 |
|
0.618 |
61.23 |
|
1.000 |
60.37 |
|
1.618 |
58.97 |
|
2.618 |
56.71 |
|
4.250 |
53.03 |
|
|
| Fisher Pivots for day following 24-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
64.45 |
64.12 |
| PP |
64.10 |
63.45 |
| S1 |
63.76 |
62.78 |
|