NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 29-Jun-2021
Day Change Summary
Previous Current
28-Jun-2021 29-Jun-2021 Change Change % Previous Week
Open 72.32 71.16 -1.16 -1.6% 69.38
High 72.77 72.13 -0.64 -0.9% 72.44
Low 71.06 70.43 -0.63 -0.9% 69.02
Close 71.31 71.41 0.10 0.1% 72.40
Range 1.71 1.70 -0.01 -0.6% 3.42
ATR 1.49 1.51 0.01 1.0% 0.00
Volume 48,679 34,918 -13,761 -28.3% 418,218
Daily Pivots for day following 29-Jun-2021
Classic Woodie Camarilla DeMark
R4 76.42 75.62 72.35
R3 74.72 73.92 71.88
R2 73.02 73.02 71.72
R1 72.22 72.22 71.57 72.62
PP 71.32 71.32 71.32 71.53
S1 70.52 70.52 71.25 70.92
S2 69.62 69.62 71.10
S3 67.92 68.82 70.94
S4 66.22 67.12 70.48
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 70.43 2.34 3.3% 1.40 2.0% 42% False True 56,284
10 72.77 68.03 4.74 6.6% 1.53 2.1% 71% False False 66,589
20 72.77 66.56 6.21 8.7% 1.39 1.9% 78% False False 56,757
40 72.77 60.67 12.10 16.9% 1.58 2.2% 89% False False 45,545
60 72.77 57.46 15.31 21.4% 1.52 2.1% 91% False False 37,835
80 72.77 56.24 16.53 23.1% 1.71 2.4% 92% False False 32,974
100 72.77 53.77 19.00 26.6% 1.68 2.4% 93% False False 28,816
120 72.77 49.15 23.62 33.1% 1.57 2.2% 94% False False 25,102
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.36
2.618 76.58
1.618 74.88
1.000 73.83
0.618 73.18
HIGH 72.13
0.618 71.48
0.500 71.28
0.382 71.08
LOW 70.43
0.618 69.38
1.000 68.73
1.618 67.68
2.618 65.98
4.250 63.21
Fisher Pivots for day following 29-Jun-2021
Pivot 1 day 3 day
R1 71.37 71.60
PP 71.32 71.54
S1 71.28 71.47

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

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