NYMEX Light Sweet Crude Oil Future September 2021


Trading Metrics calculated at close of trading on 15-Jul-2021
Day Change Summary
Previous Current
14-Jul-2021 15-Jul-2021 Change Change % Previous Week
Open 74.58 72.43 -2.15 -2.9% 74.43
High 74.89 72.48 -2.41 -3.2% 76.07
Low 71.70 71.02 -0.68 -0.9% 70.10
Close 72.64 71.38 -1.26 -1.7% 73.81
Range 3.19 1.46 -1.73 -54.2% 5.97
ATR 2.01 1.98 -0.03 -1.4% 0.00
Volume 375,426 329,013 -46,413 -12.4% 910,689
Daily Pivots for day following 15-Jul-2021
Classic Woodie Camarilla DeMark
R4 76.01 75.15 72.18
R3 74.55 73.69 71.78
R2 73.09 73.09 71.65
R1 72.23 72.23 71.51 71.93
PP 71.63 71.63 71.63 71.48
S1 70.77 70.77 71.25 70.47
S2 70.17 70.17 71.11
S3 68.71 69.31 70.98
S4 67.25 67.85 70.58
Weekly Pivots for week ending 09-Jul-2021
Classic Woodie Camarilla DeMark
R4 91.24 88.49 77.09
R3 85.27 82.52 75.45
R2 79.30 79.30 74.90
R1 76.55 76.55 74.36 74.94
PP 73.33 73.33 73.33 72.52
S1 70.58 70.58 73.26 68.97
S2 67.36 67.36 72.72
S3 61.39 64.61 72.17
S4 55.42 58.64 70.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.90 71.02 3.88 5.4% 2.04 2.9% 9% False True 279,563
10 76.07 70.10 5.97 8.4% 2.38 3.3% 21% False False 257,625
20 76.07 68.86 7.21 10.1% 2.00 2.8% 35% False False 206,767
40 76.07 61.05 15.02 21.0% 1.79 2.5% 69% False False 156,884
60 76.07 59.92 16.15 22.6% 1.75 2.4% 71% False False 121,837
80 76.07 56.61 19.46 27.3% 1.83 2.6% 76% False False 103,466
100 76.07 56.61 19.46 27.3% 1.89 2.6% 76% False False 90,189
120 76.07 50.32 25.75 36.1% 1.77 2.5% 82% False False 80,320
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.59
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 78.69
2.618 76.30
1.618 74.84
1.000 73.94
0.618 73.38
HIGH 72.48
0.618 71.92
0.500 71.75
0.382 71.58
LOW 71.02
0.618 70.12
1.000 69.56
1.618 68.66
2.618 67.20
4.250 64.82
Fisher Pivots for day following 15-Jul-2021
Pivot 1 day 3 day
R1 71.75 72.96
PP 71.63 72.43
S1 71.50 71.91

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

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