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 |
|
|
|
| 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 |
|