NYMEX Light Sweet Crude Oil Future November 2021


Trading Metrics calculated at close of trading on 09-Jun-2021
Day Change Summary
Previous Current
08-Jun-2021 09-Jun-2021 Change Change % Previous Week
Open 67.36 68.05 0.69 1.0% 64.54
High 68.27 68.61 0.34 0.5% 67.69
Low 66.68 67.60 0.92 1.4% 64.54
Close 68.11 68.05 -0.06 -0.1% 67.57
Range 1.59 1.01 -0.58 -36.5% 3.15
ATR 1.54 1.50 -0.04 -2.4% 0.00
Volume 24,463 28,302 3,839 15.7% 80,383
Daily Pivots for day following 09-Jun-2021
Classic Woodie Camarilla DeMark
R4 71.12 70.59 68.61
R3 70.11 69.58 68.33
R2 69.10 69.10 68.24
R1 68.57 68.57 68.14 68.56
PP 68.09 68.09 68.09 68.08
S1 67.56 67.56 67.96 67.55
S2 67.08 67.08 67.86
S3 66.07 66.55 67.77
S4 65.06 65.54 67.49
Weekly Pivots for week ending 04-Jun-2021
Classic Woodie Camarilla DeMark
R4 76.05 74.96 69.30
R3 72.90 71.81 68.44
R2 69.75 69.75 68.15
R1 68.66 68.66 67.86 69.21
PP 66.60 66.60 66.60 66.87
S1 65.51 65.51 67.28 66.06
S2 63.45 63.45 66.99
S3 60.30 62.36 66.70
S4 57.15 59.21 65.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.61 66.31 2.30 3.4% 1.18 1.7% 76% True False 22,092
10 68.61 63.64 4.97 7.3% 1.24 1.8% 89% True False 22,516
20 68.61 60.43 8.18 12.0% 1.59 2.3% 93% True False 21,378
40 68.61 59.20 9.41 13.8% 1.49 2.2% 94% True False 17,984
60 68.61 55.91 12.70 18.7% 1.67 2.5% 96% True False 16,280
80 68.61 55.37 13.24 19.5% 1.68 2.5% 96% True False 14,447
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 0.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 72.90
2.618 71.25
1.618 70.24
1.000 69.62
0.618 69.23
HIGH 68.61
0.618 68.22
0.500 68.11
0.382 67.99
LOW 67.60
0.618 66.98
1.000 66.59
1.618 65.97
2.618 64.96
4.250 63.31
Fisher Pivots for day following 09-Jun-2021
Pivot 1 day 3 day
R1 68.11 67.92
PP 68.09 67.78
S1 68.07 67.65

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

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