NYMEX Light Sweet Crude Oil Future October 2021
| Trading Metrics calculated at close of trading on 27-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2021 |
27-May-2021 |
Change |
Change % |
Previous Week |
| Open |
64.71 |
64.99 |
0.28 |
0.4% |
64.37 |
| High |
65.12 |
65.59 |
0.47 |
0.7% |
65.81 |
| Low |
64.10 |
64.30 |
0.20 |
0.3% |
60.67 |
| Close |
64.98 |
65.56 |
0.58 |
0.9% |
62.54 |
| Range |
1.02 |
1.29 |
0.27 |
26.5% |
5.14 |
| ATR |
1.79 |
1.75 |
-0.04 |
-2.0% |
0.00 |
| Volume |
25,109 |
22,356 |
-2,753 |
-11.0% |
160,620 |
|
| Daily Pivots for day following 27-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
69.02 |
68.58 |
66.27 |
|
| R3 |
67.73 |
67.29 |
65.91 |
|
| R2 |
66.44 |
66.44 |
65.80 |
|
| R1 |
66.00 |
66.00 |
65.68 |
66.22 |
| PP |
65.15 |
65.15 |
65.15 |
65.26 |
| S1 |
64.71 |
64.71 |
65.44 |
64.93 |
| S2 |
63.86 |
63.86 |
65.32 |
|
| S3 |
62.57 |
63.42 |
65.21 |
|
| S4 |
61.28 |
62.13 |
64.85 |
|
|
| 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 |
65.59 |
60.67 |
4.92 |
7.5% |
1.54 |
2.4% |
99% |
True |
False |
37,216 |
| 10 |
65.81 |
60.67 |
5.14 |
7.8% |
1.87 |
2.9% |
95% |
False |
False |
33,288 |
| 20 |
65.81 |
60.67 |
5.14 |
7.8% |
1.76 |
2.7% |
95% |
False |
False |
32,235 |
| 40 |
65.81 |
56.80 |
9.01 |
13.7% |
1.64 |
2.5% |
97% |
False |
False |
27,697 |
| 60 |
65.81 |
56.24 |
9.57 |
14.6% |
1.85 |
2.8% |
97% |
False |
False |
24,289 |
| 80 |
65.81 |
52.49 |
13.32 |
20.3% |
1.74 |
2.6% |
98% |
False |
False |
20,899 |
| 100 |
65.81 |
47.39 |
18.42 |
28.1% |
1.60 |
2.4% |
99% |
False |
False |
18,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
71.07 |
|
2.618 |
68.97 |
|
1.618 |
67.68 |
|
1.000 |
66.88 |
|
0.618 |
66.39 |
|
HIGH |
65.59 |
|
0.618 |
65.10 |
|
0.500 |
64.95 |
|
0.382 |
64.79 |
|
LOW |
64.30 |
|
0.618 |
63.50 |
|
1.000 |
63.01 |
|
1.618 |
62.21 |
|
2.618 |
60.92 |
|
4.250 |
58.82 |
|
|
| Fisher Pivots for day following 27-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
65.36 |
65.32 |
| PP |
65.15 |
65.08 |
| S1 |
64.95 |
64.85 |
|