NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 28-Jun-2021
Day Change Summary
Previous Current
25-Jun-2021 28-Jun-2021 Change Change % Previous Week
Open 71.75 72.32 0.57 0.8% 69.38
High 72.44 72.77 0.33 0.5% 72.44
Low 71.20 71.06 -0.14 -0.2% 69.02
Close 72.40 71.31 -1.09 -1.5% 72.40
Range 1.24 1.71 0.47 37.9% 3.42
ATR 1.47 1.49 0.02 1.1% 0.00
Volume 64,729 48,679 -16,050 -24.8% 418,218
Daily Pivots for day following 28-Jun-2021
Classic Woodie Camarilla DeMark
R4 76.84 75.79 72.25
R3 75.13 74.08 71.78
R2 73.42 73.42 71.62
R1 72.37 72.37 71.47 72.04
PP 71.71 71.71 71.71 71.55
S1 70.66 70.66 71.15 70.33
S2 70.00 70.00 71.00
S3 68.29 68.95 70.84
S4 66.58 67.24 70.37
Weekly Pivots for week ending 25-Jun-2021
Classic Woodie Camarilla DeMark
R4 81.55 80.39 74.28
R3 78.13 76.97 73.34
R2 74.71 74.71 73.03
R1 73.55 73.55 72.71 74.13
PP 71.29 71.29 71.29 71.58
S1 70.13 70.13 72.09 70.71
S2 67.87 67.87 71.77
S3 64.45 66.71 71.46
S4 61.03 63.29 70.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.77 70.48 2.29 3.2% 1.24 1.7% 36% True False 68,980
10 72.77 68.03 4.74 6.6% 1.50 2.1% 69% True False 68,239
20 72.77 65.09 7.68 10.8% 1.42 2.0% 81% True False 56,860
40 72.77 60.67 12.10 17.0% 1.58 2.2% 88% True False 45,187
60 72.77 56.80 15.97 22.4% 1.55 2.2% 91% True False 37,759
80 72.77 56.24 16.53 23.2% 1.71 2.4% 91% True False 32,804
100 72.77 52.99 19.78 27.7% 1.68 2.3% 93% True False 28,530
120 72.77 48.71 24.06 33.7% 1.56 2.2% 94% True False 24,895
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 80.04
2.618 77.25
1.618 75.54
1.000 74.48
0.618 73.83
HIGH 72.77
0.618 72.12
0.500 71.92
0.382 71.71
LOW 71.06
0.618 70.00
1.000 69.35
1.618 68.29
2.618 66.58
4.250 63.79
Fisher Pivots for day following 28-Jun-2021
Pivot 1 day 3 day
R1 71.92 71.79
PP 71.71 71.63
S1 71.51 71.47

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

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