NYMEX Light Sweet Crude Oil Future October 2021
| Trading Metrics calculated at close of trading on 28-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2021 |
28-May-2021 |
Change |
Change % |
Previous Week |
| Open |
64.99 |
65.62 |
0.63 |
1.0% |
62.78 |
| High |
65.59 |
66.11 |
0.52 |
0.8% |
66.11 |
| Low |
64.30 |
64.90 |
0.60 |
0.9% |
62.63 |
| Close |
65.56 |
65.02 |
-0.54 |
-0.8% |
65.02 |
| Range |
1.29 |
1.21 |
-0.08 |
-6.2% |
3.48 |
| ATR |
1.75 |
1.72 |
-0.04 |
-2.2% |
0.00 |
| Volume |
22,356 |
53,713 |
31,357 |
140.3% |
201,137 |
|
| Daily Pivots for day following 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.97 |
68.21 |
65.69 |
|
| R3 |
67.76 |
67.00 |
65.35 |
|
| R2 |
66.55 |
66.55 |
65.24 |
|
| R1 |
65.79 |
65.79 |
65.13 |
65.57 |
| PP |
65.34 |
65.34 |
65.34 |
65.23 |
| S1 |
64.58 |
64.58 |
64.91 |
64.36 |
| S2 |
64.13 |
64.13 |
64.80 |
|
| S3 |
62.92 |
63.37 |
64.69 |
|
| S4 |
61.71 |
62.16 |
64.35 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.03 |
73.50 |
66.93 |
|
| R3 |
71.55 |
70.02 |
65.98 |
|
| R2 |
68.07 |
68.07 |
65.66 |
|
| R1 |
66.54 |
66.54 |
65.34 |
67.31 |
| PP |
64.59 |
64.59 |
64.59 |
64.97 |
| S1 |
63.06 |
63.06 |
64.70 |
63.83 |
| S2 |
61.11 |
61.11 |
64.38 |
|
| S3 |
57.63 |
59.58 |
64.06 |
|
| S4 |
54.15 |
56.10 |
63.11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
66.11 |
62.63 |
3.48 |
5.4% |
1.33 |
2.1% |
69% |
True |
False |
40,227 |
| 10 |
66.11 |
60.67 |
5.44 |
8.4% |
1.81 |
2.8% |
80% |
True |
False |
36,175 |
| 20 |
66.11 |
60.67 |
5.44 |
8.4% |
1.73 |
2.7% |
80% |
True |
False |
33,515 |
| 40 |
66.11 |
56.80 |
9.31 |
14.3% |
1.61 |
2.5% |
88% |
True |
False |
28,209 |
| 60 |
66.11 |
56.24 |
9.87 |
15.2% |
1.81 |
2.8% |
89% |
True |
False |
24,785 |
| 80 |
66.11 |
52.99 |
13.12 |
20.2% |
1.74 |
2.7% |
92% |
True |
False |
21,447 |
| 100 |
66.11 |
48.71 |
17.40 |
26.8% |
1.59 |
2.4% |
94% |
True |
False |
18,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
71.25 |
|
2.618 |
69.28 |
|
1.618 |
68.07 |
|
1.000 |
67.32 |
|
0.618 |
66.86 |
|
HIGH |
66.11 |
|
0.618 |
65.65 |
|
0.500 |
65.51 |
|
0.382 |
65.36 |
|
LOW |
64.90 |
|
0.618 |
64.15 |
|
1.000 |
63.69 |
|
1.618 |
62.94 |
|
2.618 |
61.73 |
|
4.250 |
59.76 |
|
|
| Fisher Pivots for day following 28-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
65.51 |
65.11 |
| PP |
65.34 |
65.08 |
| S1 |
65.18 |
65.05 |
|