NYMEX Light Sweet Crude Oil Future October 2021
| Trading Metrics calculated at close of trading on 11-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2021 |
11-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
68.44 |
68.74 |
0.30 |
0.4% |
68.18 |
| High |
69.28 |
69.37 |
0.09 |
0.1% |
69.37 |
| Low |
67.43 |
68.29 |
0.86 |
1.3% |
67.27 |
| Close |
68.89 |
69.16 |
0.27 |
0.4% |
69.16 |
| Range |
1.85 |
1.08 |
-0.77 |
-41.6% |
2.10 |
| ATR |
1.59 |
1.56 |
-0.04 |
-2.3% |
0.00 |
| Volume |
52,962 |
122,605 |
69,643 |
131.5% |
287,261 |
|
| Daily Pivots for day following 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.18 |
71.75 |
69.75 |
|
| R3 |
71.10 |
70.67 |
69.46 |
|
| R2 |
70.02 |
70.02 |
69.36 |
|
| R1 |
69.59 |
69.59 |
69.26 |
69.81 |
| PP |
68.94 |
68.94 |
68.94 |
69.05 |
| S1 |
68.51 |
68.51 |
69.06 |
68.73 |
| S2 |
67.86 |
67.86 |
68.96 |
|
| S3 |
66.78 |
67.43 |
68.86 |
|
| S4 |
65.70 |
66.35 |
68.57 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.90 |
74.13 |
70.32 |
|
| R3 |
72.80 |
72.03 |
69.74 |
|
| R2 |
70.70 |
70.70 |
69.55 |
|
| R1 |
69.93 |
69.93 |
69.35 |
70.32 |
| PP |
68.60 |
68.60 |
68.60 |
68.79 |
| S1 |
67.83 |
67.83 |
68.97 |
68.22 |
| S2 |
66.50 |
66.50 |
68.78 |
|
| S3 |
64.40 |
65.73 |
68.58 |
|
| S4 |
62.30 |
63.63 |
68.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
69.37 |
67.27 |
2.10 |
3.0% |
1.33 |
1.9% |
90% |
True |
False |
57,452 |
| 10 |
69.37 |
64.90 |
4.47 |
6.5% |
1.38 |
2.0% |
95% |
True |
False |
46,523 |
| 20 |
69.37 |
60.67 |
8.70 |
12.6% |
1.63 |
2.4% |
98% |
True |
False |
39,906 |
| 40 |
69.37 |
59.55 |
9.82 |
14.2% |
1.56 |
2.3% |
98% |
True |
False |
33,184 |
| 60 |
69.37 |
56.24 |
13.13 |
19.0% |
1.78 |
2.6% |
98% |
True |
False |
29,739 |
| 80 |
69.37 |
55.73 |
13.64 |
19.7% |
1.79 |
2.6% |
98% |
True |
False |
25,360 |
| 100 |
69.37 |
49.96 |
19.41 |
28.1% |
1.63 |
2.4% |
99% |
True |
False |
22,090 |
| 120 |
69.37 |
46.07 |
23.30 |
33.7% |
1.54 |
2.2% |
99% |
True |
False |
19,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
73.96 |
|
2.618 |
72.20 |
|
1.618 |
71.12 |
|
1.000 |
70.45 |
|
0.618 |
70.04 |
|
HIGH |
69.37 |
|
0.618 |
68.96 |
|
0.500 |
68.83 |
|
0.382 |
68.70 |
|
LOW |
68.29 |
|
0.618 |
67.62 |
|
1.000 |
67.21 |
|
1.618 |
66.54 |
|
2.618 |
65.46 |
|
4.250 |
63.70 |
|
|
| Fisher Pivots for day following 11-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
69.05 |
68.91 |
| PP |
68.94 |
68.65 |
| S1 |
68.83 |
68.40 |
|