NYMEX Light Sweet Crude Oil Future August 2021


Trading Metrics calculated at close of trading on 23-Jun-2021
Day Change Summary
Previous Current
22-Jun-2021 23-Jun-2021 Change Change % Previous Week
Open 73.04 72.91 -0.13 -0.2% 70.36
High 73.47 74.25 0.78 1.1% 72.74
Low 72.47 72.82 0.35 0.5% 69.54
Close 72.85 73.08 0.23 0.3% 71.29
Range 1.00 1.43 0.43 43.0% 3.20
ATR 1.71 1.69 -0.02 -1.2% 0.00
Volume 498,555 429,207 -69,348 -13.9% 1,404,205
Daily Pivots for day following 23-Jun-2021
Classic Woodie Camarilla DeMark
R4 77.67 76.81 73.87
R3 76.24 75.38 73.47
R2 74.81 74.81 73.34
R1 73.95 73.95 73.21 74.38
PP 73.38 73.38 73.38 73.60
S1 72.52 72.52 72.95 72.95
S2 71.95 71.95 72.82
S3 70.52 71.09 72.69
S4 69.09 69.66 72.29
Weekly Pivots for week ending 18-Jun-2021
Classic Woodie Camarilla DeMark
R4 80.79 79.24 73.05
R3 77.59 76.04 72.17
R2 74.39 74.39 71.88
R1 72.84 72.84 71.58 73.62
PP 71.19 71.19 71.19 71.58
S1 69.64 69.64 71.00 70.42
S2 67.99 67.99 70.70
S3 64.79 66.44 70.41
S4 61.59 63.24 69.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.25 69.54 4.71 6.4% 1.89 2.6% 75% True False 456,567
10 74.25 68.51 5.74 7.9% 1.68 2.3% 80% True False 352,463
20 74.25 65.02 9.23 12.6% 1.55 2.1% 87% True False 247,195
40 74.25 61.36 12.89 17.6% 1.75 2.4% 91% True False 176,118
60 74.25 57.42 16.83 23.0% 1.74 2.4% 93% True False 135,902
80 74.25 56.92 17.33 23.7% 1.92 2.6% 93% True False 113,319
100 74.25 50.64 23.61 32.3% 1.84 2.5% 95% True False 96,474
120 74.25 47.39 26.86 36.8% 1.72 2.4% 96% True False 82,388
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.47
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.33
2.618 77.99
1.618 76.56
1.000 75.68
0.618 75.13
HIGH 74.25
0.618 73.70
0.500 73.54
0.382 73.37
LOW 72.82
0.618 71.94
1.000 71.39
1.618 70.51
2.618 69.08
4.250 66.74
Fisher Pivots for day following 23-Jun-2021
Pivot 1 day 3 day
R1 73.54 72.89
PP 73.38 72.70
S1 73.23 72.52

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

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