NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 09-Jun-2021
Day Change Summary
Previous Current
08-Jun-2021 09-Jun-2021 Change Change % Previous Week
Open 67.99 68.66 0.67 1.0% 65.39
High 68.90 69.27 0.37 0.5% 68.36
Low 67.27 68.21 0.94 1.4% 65.09
Close 68.75 68.68 -0.07 -0.1% 68.23
Range 1.63 1.06 -0.57 -35.0% 3.27
ATR 1.62 1.58 -0.04 -2.5% 0.00
Volume 36,393 44,338 7,945 21.8% 124,263
Daily Pivots for day following 09-Jun-2021
Classic Woodie Camarilla DeMark
R4 71.90 71.35 69.26
R3 70.84 70.29 68.97
R2 69.78 69.78 68.87
R1 69.23 69.23 68.78 69.51
PP 68.72 68.72 68.72 68.86
S1 68.17 68.17 68.58 68.45
S2 67.66 67.66 68.49
S3 66.60 67.11 68.39
S4 65.54 66.05 68.10
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 69.27 66.91 2.36 3.4% 1.24 1.8% 75% True False 35,012
10 69.27 64.10 5.17 7.5% 1.32 1.9% 89% True False 33,713
20 69.27 60.67 8.60 12.5% 1.69 2.5% 93% True False 34,699
40 69.27 59.55 9.72 14.2% 1.57 2.3% 94% True False 30,203
60 69.27 56.24 13.03 19.0% 1.77 2.6% 95% True False 27,304
80 69.27 55.73 13.54 19.7% 1.78 2.6% 96% True False 23,482
100 69.27 49.96 19.31 28.1% 1.63 2.4% 97% True False 20,436
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.45
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 73.78
2.618 72.05
1.618 70.99
1.000 70.33
0.618 69.93
HIGH 69.27
0.618 68.87
0.500 68.74
0.382 68.61
LOW 68.21
0.618 67.55
1.000 67.15
1.618 66.49
2.618 65.43
4.250 63.71
Fisher Pivots for day following 09-Jun-2021
Pivot 1 day 3 day
R1 68.74 68.54
PP 68.72 68.41
S1 68.70 68.27

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

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