NYMEX Light Sweet Crude Oil Future December 2021

Trading Metrics calculated at close of trading on 11-Jun-2021

Day Change Summary
	Previous	Current
	10-Jun-2021	11-Jun-2021	Change	Change %	Previous Week
Open	67.20	67.46	0.26	0.4%	66.76
High	67.98	67.97	-0.01	0.0%	67.98
Low	66.24	67.04	0.80	1.2%	66.10
Close	67.61	67.84	0.23	0.3%	67.84
Range	1.74	0.93	-0.81	-46.6%	1.88
ATR	1.52	1.48	-0.04	-2.8%	0.00
Volume	71,953	101,178	29,225	40.6%	344,886

Daily Pivots for day following 11-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	70.41	70.05	68.35
R3	69.48	69.12	68.10
R2	68.55	68.55	68.01
R1	68.19	68.19	67.93	68.37
PP	67.62	67.62	67.62	67.71
S1	67.26	67.26	67.75	67.44
S2	66.69	66.69	67.67
S3	65.76	66.33	67.58
S4	64.83	65.40	67.33

Weekly Pivots for week ending 11-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	72.95	72.27	68.87
R3	71.07	70.39	68.36
R2	69.19	69.19	68.18
R1	68.51	68.51	68.01	68.85
PP	67.31	67.31	67.31	67.48
S1	66.63	66.63	67.67	66.97
S2	65.43	65.43	67.50
S3	63.55	64.75	67.32
S4	61.67	62.87	66.81

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	67.98	66.10	1.88	2.8%	1.24	1.8%	93%	False	False	68,977
10	67.98	63.81	4.17	6.1%	1.29	1.9%	97%	False	False	65,949
20	67.98	59.83	8.15	12.0%	1.53	2.3%	98%	False	False	69,056
40	67.98	58.73	9.25	13.6%	1.50	2.2%	98%	False	False	63,426
60	67.98	55.54	12.44	18.3%	1.71	2.5%	99%	False	False	67,280

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.49
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	71.92
2.618	70.40
1.618	69.47
1.000	68.90
0.618	68.54
HIGH	67.97
0.618	67.61
0.500	67.51
0.382	67.40
LOW	67.04
0.618	66.47
1.000	66.11
1.618	65.54
2.618	64.61
4.250	63.09

Fisher Pivots for day following 11-Jun-2021
Pivot	1 day	3 day
R1	67.73	67.60
PP	67.62	67.35
S1	67.51	67.11

Download as Excel Spreadsheet

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

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