NYMEX Light Sweet Crude Oil Future November 2021


Trading Metrics calculated at close of trading on 21-Jun-2021
Day Change Summary
Previous Current
18-Jun-2021 21-Jun-2021 Change Change % Previous Week
Open 68.39 68.71 0.32 0.5% 68.35
High 69.12 70.08 0.96 1.4% 70.34
Low 67.56 68.24 0.68 1.0% 67.35
Close 68.77 70.07 1.30 1.9% 68.77
Range 1.56 1.84 0.28 17.9% 2.99
ATR 1.47 1.49 0.03 1.8% 0.00
Volume 26,606 56,179 29,573 111.2% 140,845
Daily Pivots for day following 21-Jun-2021
Classic Woodie Camarilla DeMark
R4 74.98 74.37 71.08
R3 73.14 72.53 70.58
R2 71.30 71.30 70.41
R1 70.69 70.69 70.24 71.00
PP 69.46 69.46 69.46 69.62
S1 68.85 68.85 69.90 69.16
S2 67.62 67.62 69.73
S3 65.78 67.01 69.56
S4 63.94 65.17 69.06
Weekly Pivots for week ending 18-Jun-2021
Classic Woodie Camarilla DeMark
R4 77.79 76.27 70.41
R3 74.80 73.28 69.59
R2 71.81 71.81 69.32
R1 70.29 70.29 69.04 71.05
PP 68.82 68.82 68.82 69.20
S1 67.30 67.30 68.50 68.06
S2 65.83 65.83 68.22
S3 62.84 64.31 67.95
S4 59.85 61.32 67.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 70.34 67.35 2.99 4.3% 1.64 2.3% 91% False False 34,398
10 70.34 66.68 3.66 5.2% 1.42 2.0% 93% False False 35,251
20 70.34 62.20 8.14 11.6% 1.35 1.9% 97% False False 28,481
40 70.34 59.23 11.11 15.9% 1.52 2.2% 98% False False 22,881
60 70.34 56.47 13.87 19.8% 1.53 2.2% 98% False False 19,794
80 70.34 55.91 14.43 20.6% 1.68 2.4% 98% False False 17,249
100 70.34 49.69 20.65 29.5% 1.57 2.2% 99% False False 15,352
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.46
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.90
2.618 74.90
1.618 73.06
1.000 71.92
0.618 71.22
HIGH 70.08
0.618 69.38
0.500 69.16
0.382 68.94
LOW 68.24
0.618 67.10
1.000 66.40
1.618 65.26
2.618 63.42
4.250 60.42
Fisher Pivots for day following 21-Jun-2021
Pivot 1 day 3 day
R1 69.77 69.62
PP 69.46 69.17
S1 69.16 68.72

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

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