NYMEX Light Sweet Crude Oil Future August 2021


Trading Metrics calculated at close of trading on 12-Jul-2021
Day Change Summary
Previous Current
09-Jul-2021 12-Jul-2021 Change Change % Previous Week
Open 73.26 74.74 1.48 2.0% 75.35
High 74.76 74.93 0.17 0.2% 76.98
Low 72.72 73.16 0.44 0.6% 70.76
Close 74.56 74.10 -0.46 -0.6% 74.56
Range 2.04 1.77 -0.27 -13.2% 6.22
ATR 2.03 2.01 -0.02 -0.9% 0.00
Volume 422,154 397,931 -24,223 -5.7% 2,273,859
Daily Pivots for day following 12-Jul-2021
Classic Woodie Camarilla DeMark
R4 79.37 78.51 75.07
R3 77.60 76.74 74.59
R2 75.83 75.83 74.42
R1 74.97 74.97 74.26 74.52
PP 74.06 74.06 74.06 73.84
S1 73.20 73.20 73.94 72.75
S2 72.29 72.29 73.78
S3 70.52 71.43 73.61
S4 68.75 69.66 73.13
Weekly Pivots for week ending 09-Jul-2021
Classic Woodie Camarilla DeMark
R4 92.76 89.88 77.98
R3 86.54 83.66 76.27
R2 80.32 80.32 75.70
R1 77.44 77.44 75.13 75.77
PP 74.10 74.10 74.10 73.27
S1 71.22 71.22 73.99 69.55
S2 67.88 67.88 73.42
S3 61.66 65.00 72.85
S4 55.44 58.78 71.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.98 70.76 6.22 8.4% 2.83 3.8% 54% False False 534,358
10 76.98 70.76 6.22 8.4% 2.32 3.1% 54% False False 472,477
20 76.98 69.54 7.44 10.0% 1.96 2.6% 61% False False 417,380
40 76.98 61.36 15.62 21.1% 1.87 2.5% 82% False False 286,689
60 76.98 60.28 16.70 22.5% 1.79 2.4% 83% False False 215,087
80 76.98 56.92 20.06 27.1% 1.95 2.6% 86% False False 175,488
100 76.98 56.87 20.11 27.1% 1.96 2.6% 86% False False 147,603
120 76.98 50.52 26.46 35.7% 1.81 2.4% 89% False False 126,337
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.71
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 82.45
2.618 79.56
1.618 77.79
1.000 76.70
0.618 76.02
HIGH 74.93
0.618 74.25
0.500 74.05
0.382 73.84
LOW 73.16
0.618 72.07
1.000 71.39
1.618 70.30
2.618 68.53
4.250 65.64
Fisher Pivots for day following 12-Jul-2021
Pivot 1 day 3 day
R1 74.08 73.68
PP 74.06 73.26
S1 74.05 72.85

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

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