NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 03-Jun-2021
Day Change Summary
Previous Current
02-Jun-2021 03-Jun-2021 Change Change % Previous Week
Open 66.66 67.51 0.85 1.3% 62.78
High 67.63 68.07 0.44 0.7% 66.11
Low 66.56 66.91 0.35 0.5% 62.63
Close 67.55 67.53 -0.02 0.0% 65.02
Range 1.07 1.16 0.09 8.4% 3.48
ATR 1.73 1.69 -0.04 -2.3% 0.00
Volume 23,919 23,224 -695 -2.9% 201,137
Daily Pivots for day following 03-Jun-2021
Classic Woodie Camarilla DeMark
R4 70.98 70.42 68.17
R3 69.82 69.26 67.85
R2 68.66 68.66 67.74
R1 68.10 68.10 67.64 68.38
PP 67.50 67.50 67.50 67.65
S1 66.94 66.94 67.42 67.22
S2 66.34 66.34 67.32
S3 65.18 65.78 67.21
S4 64.02 64.62 66.89
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 68.07 64.30 3.77 5.6% 1.43 2.1% 86% True False 32,038
10 68.07 60.67 7.40 11.0% 1.56 2.3% 93% True False 35,459
20 68.07 60.67 7.40 11.0% 1.72 2.5% 93% True False 33,621
40 68.07 57.82 10.25 15.2% 1.55 2.3% 95% True False 28,586
60 68.07 56.24 11.83 17.5% 1.78 2.6% 95% True False 25,400
80 68.07 54.75 13.32 19.7% 1.77 2.6% 96% True False 22,176
100 68.07 49.96 18.11 26.8% 1.61 2.4% 97% True False 19,094
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 73.00
2.618 71.11
1.618 69.95
1.000 69.23
0.618 68.79
HIGH 68.07
0.618 67.63
0.500 67.49
0.382 67.35
LOW 66.91
0.618 66.19
1.000 65.75
1.618 65.03
2.618 63.87
4.250 61.98
Fisher Pivots for day following 03-Jun-2021
Pivot 1 day 3 day
R1 67.52 67.21
PP 67.50 66.90
S1 67.49 66.58

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

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