NYMEX Light Sweet Crude Oil Future November 2021


Trading Metrics calculated at close of trading on 14-Jun-2021
Day Change Summary
Previous Current
11-Jun-2021 14-Jun-2021 Change Change % Previous Week
Open 68.05 68.35 0.30 0.4% 67.52
High 68.63 69.11 0.48 0.7% 68.63
Low 67.75 68.35 0.60 0.9% 66.68
Close 68.48 68.63 0.15 0.2% 68.48
Range 0.88 0.76 -0.12 -13.6% 1.95
ATR 1.47 1.42 -0.05 -3.4% 0.00
Volume 73,803 25,030 -48,773 -66.1% 174,202
Daily Pivots for day following 14-Jun-2021
Classic Woodie Camarilla DeMark
R4 70.98 70.56 69.05
R3 70.22 69.80 68.84
R2 69.46 69.46 68.77
R1 69.04 69.04 68.70 69.25
PP 68.70 68.70 68.70 68.80
S1 68.28 68.28 68.56 68.49
S2 67.94 67.94 68.49
S3 67.18 67.52 68.42
S4 66.42 66.76 68.21
Weekly Pivots for week ending 11-Jun-2021
Classic Woodie Camarilla DeMark
R4 73.78 73.08 69.55
R3 71.83 71.13 69.02
R2 69.88 69.88 68.84
R1 69.18 69.18 68.66 69.53
PP 67.93 67.93 67.93 68.11
S1 67.23 67.23 68.30 67.58
S2 65.98 65.98 68.12
S3 64.03 65.28 67.94
S4 62.08 63.33 67.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.11 66.68 2.43 3.5% 1.19 1.7% 80% True False 36,104
10 69.11 64.54 4.57 6.7% 1.25 1.8% 89% True False 27,961
20 69.11 60.43 8.68 12.6% 1.47 2.1% 94% True False 25,273
40 69.11 59.20 9.91 14.4% 1.47 2.1% 95% True False 20,116
60 69.11 55.91 13.20 19.2% 1.60 2.3% 96% True False 17,974
80 69.11 55.37 13.74 20.0% 1.67 2.4% 97% True False 15,584
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.37
Narrowest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 72.34
2.618 71.10
1.618 70.34
1.000 69.87
0.618 69.58
HIGH 69.11
0.618 68.82
0.500 68.73
0.382 68.64
LOW 68.35
0.618 67.88
1.000 67.59
1.618 67.12
2.618 66.36
4.250 65.12
Fisher Pivots for day following 14-Jun-2021
Pivot 1 day 3 day
R1 68.73 68.42
PP 68.70 68.21
S1 68.66 68.01

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

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