NYMEX Light Sweet Crude Oil Future March 2022

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	68.35	68.70	0.35	0.5%	66.30
High	68.75	69.00	0.25	0.4%	68.75
Low	67.82	67.66	-0.16	-0.2%	65.77
Close	68.75	67.91	-0.84	-1.2%	68.75
Range	0.93	1.34	0.41	44.1%	2.98
ATR	1.08	1.10	0.02	1.7%	0.00
Volume	6,292	6,480	188	3.0%	52,974

Daily Pivots for day following 28-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	72.21	71.40	68.65
R3	70.87	70.06	68.28
R2	69.53	69.53	68.16
R1	68.72	68.72	68.03	68.46
PP	68.19	68.19	68.19	68.06
S1	67.38	67.38	67.79	67.12
S2	66.85	66.85	67.66
S3	65.51	66.04	67.54
S4	64.17	64.70	67.17

Weekly Pivots for week ending 25-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	76.70	75.70	70.39
R3	73.72	72.72	69.57
R2	70.74	70.74	69.30
R1	69.74	69.74	69.02	70.24
PP	67.76	67.76	67.76	68.01
S1	66.76	66.76	68.48	67.26
S2	64.78	64.78	68.20
S3	61.80	63.78	67.93
S4	58.82	60.80	67.11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	69.00	66.98	2.02	3.0%	0.98	1.4%	46%	True	False	9,754
10	69.00	64.94	4.06	6.0%	1.18	1.7%	73%	True	False	11,282
20	69.00	62.51	6.49	9.6%	1.11	1.6%	83%	True	False	11,347

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.36
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	74.70
2.618	72.51
1.618	71.17
1.000	70.34
0.618	69.83
HIGH	69.00
0.618	68.49
0.500	68.33
0.382	68.17
LOW	67.66
0.618	66.83
1.000	66.32
1.618	65.49
2.618	64.15
4.250	61.97

Fisher Pivots for day following 28-Jun-2021
Pivot	1 day	3 day
R1	68.33	68.23
PP	68.19	68.12
S1	68.05	68.02

Download as Excel Spreadsheet

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

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