NYMEX Light Sweet Crude Oil Future August 2021


Trading Metrics calculated at close of trading on 30-Jun-2021
Day Change Summary
Previous Current
29-Jun-2021 30-Jun-2021 Change Change % Previous Week
Open 72.78 73.47 0.69 0.9% 71.15
High 73.81 74.14 0.33 0.4% 74.25
Low 71.97 72.82 0.85 1.2% 70.78
Close 72.98 73.47 0.49 0.7% 74.05
Range 1.84 1.32 -0.52 -28.3% 3.47
ATR 1.67 1.64 -0.02 -1.5% 0.00
Volume 321,448 383,626 62,178 19.3% 2,218,622
Daily Pivots for day following 30-Jun-2021
Classic Woodie Camarilla DeMark
R4 77.44 76.77 74.20
R3 76.12 75.45 73.83
R2 74.80 74.80 73.71
R1 74.13 74.13 73.59 74.13
PP 73.48 73.48 73.48 73.48
S1 72.81 72.81 73.35 72.81
S2 72.16 72.16 73.23
S3 70.84 71.49 73.11
S4 69.52 70.17 72.74
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 71.97 2.48 3.4% 1.52 2.1% 60% False False 351,865
10 74.45 69.54 4.91 6.7% 1.71 2.3% 80% False False 404,216
20 74.45 67.98 6.47 8.8% 1.55 2.1% 85% False False 301,092
40 74.45 61.36 13.09 17.8% 1.72 2.3% 93% False False 211,506
60 74.45 57.97 16.48 22.4% 1.65 2.3% 94% False False 160,968
80 74.45 56.92 17.53 23.9% 1.85 2.5% 94% False False 132,840
100 74.45 55.25 19.20 26.1% 1.85 2.5% 95% False False 112,902
120 74.45 50.22 24.23 33.0% 1.73 2.4% 96% False False 96,531
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.52
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 79.75
2.618 77.60
1.618 76.28
1.000 75.46
0.618 74.96
HIGH 74.14
0.618 73.64
0.500 73.48
0.382 73.32
LOW 72.82
0.618 72.00
1.000 71.50
1.618 70.68
2.618 69.36
4.250 67.21
Fisher Pivots for day following 30-Jun-2021
Pivot 1 day 3 day
R1 73.48 73.38
PP 73.48 73.30
S1 73.47 73.21

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

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