NYMEX Light Sweet Crude Oil Future October 2021
| Trading Metrics calculated at close of trading on 22-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2021 |
22-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
69.38 |
70.77 |
1.39 |
2.0% |
69.08 |
| High |
71.00 |
71.40 |
0.40 |
0.6% |
71.13 |
| Low |
69.02 |
70.48 |
1.46 |
2.1% |
68.03 |
| Close |
70.97 |
71.06 |
0.09 |
0.1% |
69.56 |
| Range |
1.98 |
0.92 |
-1.06 |
-53.5% |
3.10 |
| ATR |
1.59 |
1.54 |
-0.05 |
-3.0% |
0.00 |
| Volume |
121,997 |
98,395 |
-23,602 |
-19.3% |
258,781 |
|
| Daily Pivots for day following 22-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.74 |
73.32 |
71.57 |
|
| R3 |
72.82 |
72.40 |
71.31 |
|
| R2 |
71.90 |
71.90 |
71.23 |
|
| R1 |
71.48 |
71.48 |
71.14 |
71.69 |
| PP |
70.98 |
70.98 |
70.98 |
71.09 |
| S1 |
70.56 |
70.56 |
70.98 |
70.77 |
| S2 |
70.06 |
70.06 |
70.89 |
|
| S3 |
69.14 |
69.64 |
70.81 |
|
| S4 |
68.22 |
68.72 |
70.55 |
|
|
| 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 |
71.40 |
68.03 |
3.37 |
4.7% |
1.66 |
2.3% |
90% |
True |
False |
76,893 |
| 10 |
71.40 |
67.43 |
3.97 |
5.6% |
1.46 |
2.0% |
91% |
True |
False |
69,907 |
| 20 |
71.40 |
64.10 |
7.30 |
10.3% |
1.38 |
1.9% |
95% |
True |
False |
52,288 |
| 40 |
71.40 |
60.67 |
10.73 |
15.1% |
1.59 |
2.2% |
97% |
True |
False |
41,310 |
| 60 |
71.40 |
56.80 |
14.60 |
20.5% |
1.60 |
2.3% |
98% |
True |
False |
35,039 |
| 80 |
71.40 |
56.24 |
15.16 |
21.3% |
1.77 |
2.5% |
98% |
True |
False |
30,355 |
| 100 |
71.40 |
49.96 |
21.44 |
30.2% |
1.67 |
2.4% |
98% |
True |
False |
26,307 |
| 120 |
71.40 |
47.15 |
24.25 |
34.1% |
1.57 |
2.2% |
99% |
True |
False |
22,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.31 |
|
2.618 |
73.81 |
|
1.618 |
72.89 |
|
1.000 |
72.32 |
|
0.618 |
71.97 |
|
HIGH |
71.40 |
|
0.618 |
71.05 |
|
0.500 |
70.94 |
|
0.382 |
70.83 |
|
LOW |
70.48 |
|
0.618 |
69.91 |
|
1.000 |
69.56 |
|
1.618 |
68.99 |
|
2.618 |
68.07 |
|
4.250 |
66.57 |
|
|
| Fisher Pivots for day following 22-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
71.02 |
70.66 |
| PP |
70.98 |
70.25 |
| S1 |
70.94 |
69.85 |
|