NYMEX Light Sweet Crude Oil Future August 2021


Trading Metrics calculated at close of trading on 01-Jul-2021
Day Change Summary
Previous Current
30-Jun-2021 01-Jul-2021 Change Change % Previous Week
Open 73.47 73.50 0.03 0.0% 71.15
High 74.14 76.22 2.08 2.8% 74.25
Low 72.82 73.39 0.57 0.8% 70.78
Close 73.47 75.23 1.76 2.4% 74.05
Range 1.32 2.83 1.51 114.4% 3.47
ATR 1.64 1.73 0.08 5.2% 0.00
Volume 383,626 615,678 232,052 60.5% 2,218,622
Daily Pivots for day following 01-Jul-2021
Classic Woodie Camarilla DeMark
R4 83.44 82.16 76.79
R3 80.61 79.33 76.01
R2 77.78 77.78 75.75
R1 76.50 76.50 75.49 77.14
PP 74.95 74.95 74.95 75.27
S1 73.67 73.67 74.97 74.31
S2 72.12 72.12 74.71
S3 69.29 70.84 74.45
S4 66.46 68.01 73.67
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 76.22 71.97 4.25 5.6% 1.83 2.4% 77% True False 408,034
10 76.22 69.87 6.35 8.4% 1.73 2.3% 84% True False 431,418
20 76.22 68.12 8.10 10.8% 1.63 2.2% 88% True False 326,443
40 76.22 61.36 14.86 19.8% 1.75 2.3% 93% True False 223,721
60 76.22 58.50 17.72 23.6% 1.67 2.2% 94% True False 169,989
80 76.22 56.92 19.30 25.7% 1.86 2.5% 95% True False 139,874
100 76.22 55.69 20.53 27.3% 1.87 2.5% 95% True False 118,843
120 76.22 50.52 25.70 34.2% 1.74 2.3% 96% True False 101,524
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 30 trading days
Fibonacci Retracements and Extensions
4.250 88.25
2.618 83.63
1.618 80.80
1.000 79.05
0.618 77.97
HIGH 76.22
0.618 75.14
0.500 74.81
0.382 74.47
LOW 73.39
0.618 71.64
1.000 70.56
1.618 68.81
2.618 65.98
4.250 61.36
Fisher Pivots for day following 01-Jul-2021
Pivot 1 day 3 day
R1 75.09 74.85
PP 74.95 74.47
S1 74.81 74.10

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

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