NYMEX Light Sweet Crude Oil Future September 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 72.77 72.78 0.01 0.0% 70.26
High 73.45 75.23 1.78 2.4% 73.40
Low 72.10 72.66 0.56 0.8% 69.93
Close 72.77 74.33 1.56 2.1% 73.33
Range 1.35 2.57 1.22 90.4% 3.47
ATR 1.57 1.64 0.07 4.6% 0.00
Volume 146,950 289,381 142,431 96.9% 914,426
Daily Pivots for day following 01-Jul-2021
Classic Woodie Camarilla DeMark
R4 81.78 80.63 75.74
R3 79.21 78.06 75.04
R2 76.64 76.64 74.80
R1 75.49 75.49 74.57 76.07
PP 74.07 74.07 74.07 74.36
S1 72.92 72.92 74.09 73.50
S2 71.50 71.50 73.86
S3 68.93 70.35 73.62
S4 66.36 67.78 72.92
Weekly Pivots for week ending 25-Jun-2021
Classic Woodie Camarilla DeMark
R4 82.63 81.45 75.24
R3 79.16 77.98 74.28
R2 75.69 75.69 73.97
R1 74.51 74.51 73.65 75.10
PP 72.22 72.22 72.22 72.52
S1 71.04 71.04 73.01 71.63
S2 68.75 68.75 72.69
S3 65.28 67.57 72.38
S4 61.81 64.10 71.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.23 71.28 3.95 5.3% 1.76 2.4% 77% True False 159,735
10 75.23 69.11 6.12 8.2% 1.62 2.2% 85% True False 172,952
20 75.23 67.67 7.56 10.2% 1.54 2.1% 88% True False 146,313
40 75.23 61.05 14.18 19.1% 1.67 2.2% 94% True False 112,986
60 75.23 58.21 17.02 22.9% 1.60 2.2% 95% True False 90,924
80 75.23 56.61 18.62 25.1% 1.79 2.4% 95% True False 79,146
100 75.23 55.19 20.04 27.0% 1.80 2.4% 96% True False 71,067
120 75.23 50.24 24.99 33.6% 1.67 2.2% 96% True False 62,668
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 0.45
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 86.15
2.618 81.96
1.618 79.39
1.000 77.80
0.618 76.82
HIGH 75.23
0.618 74.25
0.500 73.95
0.382 73.64
LOW 72.66
0.618 71.07
1.000 70.09
1.618 68.50
2.618 65.93
4.250 61.74
Fisher Pivots for day following 01-Jul-2021
Pivot 1 day 3 day
R1 74.20 73.97
PP 74.07 73.61
S1 73.95 73.26

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

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