NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 08-Jun-2021
Day Change Summary
Previous Current
07-Jun-2021 08-Jun-2021 Change Change % Previous Week
Open 68.18 67.99 -0.19 -0.3% 65.39
High 68.59 68.90 0.31 0.5% 68.36
Low 67.55 67.27 -0.28 -0.4% 65.09
Close 67.97 68.75 0.78 1.1% 68.23
Range 1.04 1.63 0.59 56.7% 3.27
ATR 1.61 1.62 0.00 0.1% 0.00
Volume 30,963 36,393 5,430 17.5% 124,263
Daily Pivots for day following 08-Jun-2021
Classic Woodie Camarilla DeMark
R4 73.20 72.60 69.65
R3 71.57 70.97 69.20
R2 69.94 69.94 69.05
R1 69.34 69.34 68.90 69.64
PP 68.31 68.31 68.31 68.46
S1 67.71 67.71 68.60 68.01
S2 66.68 66.68 68.45
S3 65.05 66.08 68.30
S4 63.42 64.45 67.85
Weekly Pivots for week ending 04-Jun-2021
Classic Woodie Camarilla DeMark
R4 77.04 75.90 70.03
R3 73.77 72.63 69.13
R2 70.50 70.50 68.83
R1 69.36 69.36 68.53 69.93
PP 67.23 67.23 67.23 67.51
S1 66.09 66.09 67.93 66.66
S2 63.96 63.96 67.63
S3 60.69 62.82 67.33
S4 57.42 59.55 66.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.90 66.56 2.34 3.4% 1.24 1.8% 94% True False 30,928
10 68.90 64.10 4.80 7.0% 1.30 1.9% 97% True False 34,668
20 68.90 60.67 8.23 12.0% 1.71 2.5% 98% True False 34,117
40 68.90 58.82 10.08 14.7% 1.57 2.3% 99% True False 29,594
60 68.90 56.24 12.66 18.4% 1.79 2.6% 99% True False 26,765
80 68.90 54.81 14.09 20.5% 1.79 2.6% 99% True False 23,050
100 68.90 49.96 18.94 27.5% 1.62 2.4% 99% True False 20,040
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 75.83
2.618 73.17
1.618 71.54
1.000 70.53
0.618 69.91
HIGH 68.90
0.618 68.28
0.500 68.09
0.382 67.89
LOW 67.27
0.618 66.26
1.000 65.64
1.618 64.63
2.618 63.00
4.250 60.34
Fisher Pivots for day following 08-Jun-2021
Pivot 1 day 3 day
R1 68.53 68.50
PP 68.31 68.24
S1 68.09 67.99

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

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