NYMEX Light Sweet Crude Oil Future November 2021


Trading Metrics calculated at close of trading on 22-Jun-2021
Day Change Summary
Previous Current
21-Jun-2021 22-Jun-2021 Change Change % Previous Week
Open 68.71 69.92 1.21 1.8% 68.35
High 70.08 70.48 0.40 0.6% 70.34
Low 68.24 69.58 1.34 2.0% 67.35
Close 70.07 70.18 0.11 0.2% 68.77
Range 1.84 0.90 -0.94 -51.1% 2.99
ATR 1.49 1.45 -0.04 -2.8% 0.00
Volume 56,179 48,176 -8,003 -14.2% 140,845
Daily Pivots for day following 22-Jun-2021
Classic Woodie Camarilla DeMark
R4 72.78 72.38 70.68
R3 71.88 71.48 70.43
R2 70.98 70.98 70.35
R1 70.58 70.58 70.26 70.78
PP 70.08 70.08 70.08 70.18
S1 69.68 69.68 70.10 69.88
S2 69.18 69.18 70.02
S3 68.28 68.78 69.93
S4 67.38 67.88 69.69
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 70.48 67.35 3.13 4.5% 1.56 2.2% 90% True False 38,276
10 70.48 66.90 3.58 5.1% 1.35 1.9% 92% True False 37,623
20 70.48 63.64 6.84 9.7% 1.29 1.8% 96% True False 29,922
40 70.48 60.33 10.15 14.5% 1.50 2.1% 97% True False 23,862
60 70.48 56.47 14.01 20.0% 1.51 2.1% 98% True False 20,412
80 70.48 55.91 14.57 20.8% 1.67 2.4% 98% True False 17,796
100 70.48 49.69 20.79 29.6% 1.57 2.2% 99% True False 15,802
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.42
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 74.31
2.618 72.84
1.618 71.94
1.000 71.38
0.618 71.04
HIGH 70.48
0.618 70.14
0.500 70.03
0.382 69.92
LOW 69.58
0.618 69.02
1.000 68.68
1.618 68.12
2.618 67.22
4.250 65.76
Fisher Pivots for day following 22-Jun-2021
Pivot 1 day 3 day
R1 70.13 69.79
PP 70.08 69.41
S1 70.03 69.02

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

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