NYMEX Light Sweet Crude Oil Future October 2021
| Trading Metrics calculated at close of trading on 23-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2021 |
23-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
70.77 |
71.10 |
0.33 |
0.5% |
69.08 |
| High |
71.40 |
72.26 |
0.86 |
1.2% |
71.13 |
| Low |
70.48 |
71.04 |
0.56 |
0.8% |
68.03 |
| Close |
71.06 |
71.44 |
0.38 |
0.5% |
69.56 |
| Range |
0.92 |
1.22 |
0.30 |
32.6% |
3.10 |
| ATR |
1.54 |
1.52 |
-0.02 |
-1.5% |
0.00 |
| Volume |
98,395 |
72,340 |
-26,055 |
-26.5% |
258,781 |
|
| Daily Pivots for day following 23-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.24 |
74.56 |
72.11 |
|
| R3 |
74.02 |
73.34 |
71.78 |
|
| R2 |
72.80 |
72.80 |
71.66 |
|
| R1 |
72.12 |
72.12 |
71.55 |
72.46 |
| PP |
71.58 |
71.58 |
71.58 |
71.75 |
| S1 |
70.90 |
70.90 |
71.33 |
71.24 |
| S2 |
70.36 |
70.36 |
71.22 |
|
| S3 |
69.14 |
69.68 |
71.10 |
|
| S4 |
67.92 |
68.46 |
70.77 |
|
|
| 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 |
72.26 |
68.03 |
4.23 |
5.9% |
1.66 |
2.3% |
81% |
True |
False |
81,320 |
| 10 |
72.26 |
67.43 |
4.83 |
6.8% |
1.47 |
2.1% |
83% |
True |
False |
72,708 |
| 20 |
72.26 |
64.10 |
8.16 |
11.4% |
1.40 |
2.0% |
90% |
True |
False |
53,210 |
| 40 |
72.26 |
60.67 |
11.59 |
16.2% |
1.59 |
2.2% |
93% |
True |
False |
42,686 |
| 60 |
72.26 |
56.80 |
15.46 |
21.6% |
1.59 |
2.2% |
95% |
True |
False |
36,014 |
| 80 |
72.26 |
56.24 |
16.02 |
22.4% |
1.76 |
2.5% |
95% |
True |
False |
31,155 |
| 100 |
72.26 |
49.96 |
22.30 |
31.2% |
1.68 |
2.3% |
96% |
True |
False |
27,007 |
| 120 |
72.26 |
47.15 |
25.11 |
35.1% |
1.57 |
2.2% |
97% |
True |
False |
23,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.45 |
|
2.618 |
75.45 |
|
1.618 |
74.23 |
|
1.000 |
73.48 |
|
0.618 |
73.01 |
|
HIGH |
72.26 |
|
0.618 |
71.79 |
|
0.500 |
71.65 |
|
0.382 |
71.51 |
|
LOW |
71.04 |
|
0.618 |
70.29 |
|
1.000 |
69.82 |
|
1.618 |
69.07 |
|
2.618 |
67.85 |
|
4.250 |
65.86 |
|
|
| Fisher Pivots for day following 23-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
71.65 |
71.17 |
| PP |
71.58 |
70.91 |
| S1 |
71.51 |
70.64 |
|