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 |
|
|
|
| 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 |
|