NYMEX Light Sweet Crude Oil Future November 2021
| Trading Metrics calculated at close of trading on 24-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2021 |
24-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
70.20 |
70.77 |
0.57 |
0.8% |
68.35 |
| High |
71.32 |
71.06 |
-0.26 |
-0.4% |
70.34 |
| Low |
70.17 |
70.02 |
-0.15 |
-0.2% |
67.35 |
| Close |
70.60 |
70.96 |
0.36 |
0.5% |
68.77 |
| Range |
1.15 |
1.04 |
-0.11 |
-9.6% |
2.99 |
| ATR |
1.43 |
1.40 |
-0.03 |
-1.9% |
0.00 |
| Volume |
37,192 |
28,383 |
-8,809 |
-23.7% |
140,845 |
|
| Daily Pivots for day following 24-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.80 |
73.42 |
71.53 |
|
| R3 |
72.76 |
72.38 |
71.25 |
|
| R2 |
71.72 |
71.72 |
71.15 |
|
| R1 |
71.34 |
71.34 |
71.06 |
71.53 |
| PP |
70.68 |
70.68 |
70.68 |
70.78 |
| S1 |
70.30 |
70.30 |
70.86 |
70.49 |
| S2 |
69.64 |
69.64 |
70.77 |
|
| S3 |
68.60 |
69.26 |
70.67 |
|
| S4 |
67.56 |
68.22 |
70.39 |
|
|
| 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 |
71.32 |
67.56 |
3.76 |
5.3% |
1.30 |
1.8% |
90% |
False |
False |
39,307 |
| 10 |
71.32 |
67.35 |
3.97 |
5.6% |
1.30 |
1.8% |
91% |
False |
False |
38,457 |
| 20 |
71.32 |
63.78 |
7.54 |
10.6% |
1.31 |
1.8% |
95% |
False |
False |
30,306 |
| 40 |
71.32 |
60.43 |
10.89 |
15.3% |
1.49 |
2.1% |
97% |
False |
False |
24,964 |
| 60 |
71.32 |
56.47 |
14.85 |
20.9% |
1.48 |
2.1% |
98% |
False |
False |
21,183 |
| 80 |
71.32 |
55.91 |
15.41 |
21.7% |
1.64 |
2.3% |
98% |
False |
False |
18,408 |
| 100 |
71.32 |
51.06 |
20.26 |
28.6% |
1.57 |
2.2% |
98% |
False |
False |
16,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.48 |
|
2.618 |
73.78 |
|
1.618 |
72.74 |
|
1.000 |
72.10 |
|
0.618 |
71.70 |
|
HIGH |
71.06 |
|
0.618 |
70.66 |
|
0.500 |
70.54 |
|
0.382 |
70.42 |
|
LOW |
70.02 |
|
0.618 |
69.38 |
|
1.000 |
68.98 |
|
1.618 |
68.34 |
|
2.618 |
67.30 |
|
4.250 |
65.60 |
|
|
| Fisher Pivots for day following 24-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
70.82 |
70.79 |
| PP |
70.68 |
70.62 |
| S1 |
70.54 |
70.45 |
|