NYMEX Light Sweet Crude Oil Future November 2021


Trading Metrics calculated at close of trading on 28-Jun-2021
Day Change Summary
Previous Current
25-Jun-2021 28-Jun-2021 Change Change % Previous Week
Open 70.93 71.50 0.57 0.8% 68.71
High 71.53 71.86 0.33 0.5% 71.53
Low 70.36 70.25 -0.11 -0.2% 68.24
Close 71.52 70.51 -1.01 -1.4% 71.52
Range 1.17 1.61 0.44 37.6% 3.29
ATR 1.39 1.40 0.02 1.2% 0.00
Volume 25,106 23,832 -1,274 -5.1% 195,036
Daily Pivots for day following 28-Jun-2021
Classic Woodie Camarilla DeMark
R4 75.70 74.72 71.40
R3 74.09 73.11 70.95
R2 72.48 72.48 70.81
R1 71.50 71.50 70.66 71.19
PP 70.87 70.87 70.87 70.72
S1 69.89 69.89 70.36 69.58
S2 69.26 69.26 70.21
S3 67.65 68.28 70.07
S4 66.04 66.67 69.62
Weekly Pivots for week ending 25-Jun-2021
Classic Woodie Camarilla DeMark
R4 80.30 79.20 73.33
R3 77.01 75.91 72.42
R2 73.72 73.72 72.12
R1 72.62 72.62 71.82 73.17
PP 70.43 70.43 70.43 70.71
S1 69.33 69.33 71.22 69.88
S2 67.14 67.14 70.92
S3 63.85 66.04 70.62
S4 60.56 62.75 69.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.86 69.58 2.28 3.2% 1.17 1.7% 41% True False 32,537
10 71.86 67.35 4.51 6.4% 1.41 2.0% 70% True False 33,468
20 71.86 64.54 7.32 10.4% 1.33 1.9% 82% True False 30,714
40 71.86 60.43 11.43 16.2% 1.49 2.1% 88% True False 25,307
60 71.86 56.47 15.39 21.8% 1.46 2.1% 91% True False 21,446
80 71.86 55.91 15.95 22.6% 1.61 2.3% 92% True False 18,805
100 71.86 52.65 19.21 27.2% 1.57 2.2% 93% True False 16,736
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 78.70
2.618 76.07
1.618 74.46
1.000 73.47
0.618 72.85
HIGH 71.86
0.618 71.24
0.500 71.06
0.382 70.87
LOW 70.25
0.618 69.26
1.000 68.64
1.618 67.65
2.618 66.04
4.250 63.41
Fisher Pivots for day following 28-Jun-2021
Pivot 1 day 3 day
R1 71.06 70.94
PP 70.87 70.80
S1 70.69 70.65

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

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