NYMEX Light Sweet Crude Oil Future October 2021
| Trading Metrics calculated at close of trading on 21-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2021 |
21-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
69.16 |
69.38 |
0.22 |
0.3% |
69.08 |
| High |
69.96 |
71.00 |
1.04 |
1.5% |
71.13 |
| Low |
68.29 |
69.02 |
0.73 |
1.1% |
68.03 |
| Close |
69.56 |
70.97 |
1.41 |
2.0% |
69.56 |
| Range |
1.67 |
1.98 |
0.31 |
18.6% |
3.10 |
| ATR |
1.56 |
1.59 |
0.03 |
1.9% |
0.00 |
| Volume |
65,444 |
121,997 |
56,553 |
86.4% |
258,781 |
|
| Daily Pivots for day following 21-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.27 |
75.60 |
72.06 |
|
| R3 |
74.29 |
73.62 |
71.51 |
|
| R2 |
72.31 |
72.31 |
71.33 |
|
| R1 |
71.64 |
71.64 |
71.15 |
71.98 |
| PP |
70.33 |
70.33 |
70.33 |
70.50 |
| S1 |
69.66 |
69.66 |
70.79 |
70.00 |
| S2 |
68.35 |
68.35 |
70.61 |
|
| S3 |
66.37 |
67.68 |
70.43 |
|
| S4 |
64.39 |
65.70 |
69.88 |
|
|
| Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.87 |
77.32 |
71.27 |
|
| R3 |
75.77 |
74.22 |
70.41 |
|
| R2 |
72.67 |
72.67 |
70.13 |
|
| R1 |
71.12 |
71.12 |
69.84 |
71.90 |
| PP |
69.57 |
69.57 |
69.57 |
69.96 |
| S1 |
68.02 |
68.02 |
69.28 |
68.80 |
| S2 |
66.47 |
66.47 |
68.99 |
|
| S3 |
63.37 |
64.92 |
68.71 |
|
| S4 |
60.27 |
61.82 |
67.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
71.13 |
68.03 |
3.10 |
4.4% |
1.76 |
2.5% |
95% |
False |
False |
67,498 |
| 10 |
71.13 |
67.27 |
3.86 |
5.4% |
1.53 |
2.2% |
96% |
False |
False |
63,707 |
| 20 |
71.13 |
62.63 |
8.50 |
12.0% |
1.45 |
2.0% |
98% |
False |
False |
49,671 |
| 40 |
71.13 |
59.55 |
11.58 |
16.3% |
1.60 |
2.3% |
99% |
False |
False |
39,553 |
| 60 |
71.13 |
56.80 |
14.33 |
20.2% |
1.63 |
2.3% |
99% |
False |
False |
33,749 |
| 80 |
71.13 |
56.24 |
14.89 |
21.0% |
1.78 |
2.5% |
99% |
False |
False |
29,223 |
| 100 |
71.13 |
49.96 |
21.17 |
29.8% |
1.67 |
2.4% |
99% |
False |
False |
25,354 |
| 120 |
71.13 |
47.15 |
23.98 |
33.8% |
1.56 |
2.2% |
99% |
False |
False |
22,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.42 |
|
2.618 |
76.18 |
|
1.618 |
74.20 |
|
1.000 |
72.98 |
|
0.618 |
72.22 |
|
HIGH |
71.00 |
|
0.618 |
70.24 |
|
0.500 |
70.01 |
|
0.382 |
69.78 |
|
LOW |
69.02 |
|
0.618 |
67.80 |
|
1.000 |
67.04 |
|
1.618 |
65.82 |
|
2.618 |
63.84 |
|
4.250 |
60.61 |
|
|
| Fisher Pivots for day following 21-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
70.65 |
70.49 |
| PP |
70.33 |
70.00 |
| S1 |
70.01 |
69.52 |
|