NYMEX Light Sweet Crude Oil Future August 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 73.32 73.99 0.67 0.9% 71.15
High 74.18 74.45 0.27 0.4% 74.25
Low 72.85 72.62 -0.23 -0.3% 70.78
Close 74.05 72.91 -1.14 -1.5% 74.05
Range 1.33 1.83 0.50 37.6% 3.47
ATR 1.64 1.65 0.01 0.8% 0.00
Volume 364,721 354,701 -10,020 -2.7% 2,218,622
Daily Pivots for day following 28-Jun-2021
Classic Woodie Camarilla DeMark
R4 78.82 77.69 73.92
R3 76.99 75.86 73.41
R2 75.16 75.16 73.25
R1 74.03 74.03 73.08 73.68
PP 73.33 73.33 73.33 73.15
S1 72.20 72.20 72.74 71.85
S2 71.50 71.50 72.57
S3 69.67 70.37 72.41
S4 67.84 68.54 71.90
Weekly Pivots for week ending 25-Jun-2021
Classic Woodie Camarilla DeMark
R4 83.44 82.21 75.96
R3 79.97 78.74 75.00
R2 76.50 76.50 74.69
R1 75.27 75.27 74.37 75.89
PP 73.03 73.03 73.03 73.33
S1 71.80 71.80 73.73 72.42
S2 69.56 69.56 73.41
S3 66.09 68.33 73.10
S4 62.62 64.86 72.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.45 72.32 2.13 2.9% 1.38 1.9% 28% True False 396,403
10 74.45 69.54 4.91 6.7% 1.69 2.3% 69% True False 381,397
20 74.45 66.18 8.27 11.3% 1.57 2.2% 81% True False 278,820
40 74.45 61.36 13.09 18.0% 1.73 2.4% 88% True False 197,384
60 74.45 57.42 17.03 23.4% 1.70 2.3% 91% True False 150,958
80 74.45 56.92 17.53 24.0% 1.88 2.6% 91% True False 124,991
100 74.45 53.79 20.66 28.3% 1.84 2.5% 93% True False 106,241
120 74.45 48.88 25.57 35.1% 1.72 2.4% 94% True False 90,877
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 0.47
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 82.23
2.618 79.24
1.618 77.41
1.000 76.28
0.618 75.58
HIGH 74.45
0.618 73.75
0.500 73.54
0.382 73.32
LOW 72.62
0.618 71.49
1.000 70.79
1.618 69.66
2.618 67.83
4.250 64.84
Fisher Pivots for day following 28-Jun-2021
Pivot 1 day 3 day
R1 73.54 73.39
PP 73.33 73.23
S1 73.12 73.07

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

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