NYMEX Light Sweet Crude Oil Future September 2021
Trading Metrics calculated at close of trading on 20-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2021 |
20-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
71.09 |
66.61 |
-4.48 |
-6.3% |
73.92 |
High |
71.40 |
67.61 |
-3.79 |
-5.3% |
74.90 |
Low |
65.56 |
65.01 |
-0.55 |
-0.8% |
70.16 |
Close |
66.35 |
67.20 |
0.85 |
1.3% |
71.56 |
Range |
5.84 |
2.60 |
-3.24 |
-55.5% |
4.74 |
ATR |
2.26 |
2.28 |
0.02 |
1.1% |
0.00 |
Volume |
731,958 |
561,629 |
-170,329 |
-23.3% |
1,571,716 |
|
Daily Pivots for day following 20-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.41 |
73.40 |
68.63 |
|
R3 |
71.81 |
70.80 |
67.92 |
|
R2 |
69.21 |
69.21 |
67.68 |
|
R1 |
68.20 |
68.20 |
67.44 |
68.71 |
PP |
66.61 |
66.61 |
66.61 |
66.86 |
S1 |
65.60 |
65.60 |
66.96 |
66.11 |
S2 |
64.01 |
64.01 |
66.72 |
|
S3 |
61.41 |
63.00 |
66.49 |
|
S4 |
58.81 |
60.40 |
65.77 |
|
|
Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
86.43 |
83.73 |
74.17 |
|
R3 |
81.69 |
78.99 |
72.86 |
|
R2 |
76.95 |
76.95 |
72.43 |
|
R1 |
74.25 |
74.25 |
71.99 |
73.23 |
PP |
72.21 |
72.21 |
72.21 |
71.70 |
S1 |
69.51 |
69.51 |
71.13 |
68.49 |
S2 |
67.47 |
67.47 |
70.69 |
|
S3 |
62.73 |
64.77 |
70.26 |
|
S4 |
57.99 |
60.03 |
68.95 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
74.89 |
65.01 |
9.88 |
14.7% |
2.99 |
4.5% |
22% |
False |
True |
471,446 |
10 |
74.90 |
65.01 |
9.89 |
14.7% |
2.65 |
3.9% |
22% |
False |
True |
352,168 |
20 |
76.07 |
65.01 |
11.06 |
16.5% |
2.19 |
3.3% |
20% |
False |
True |
262,809 |
40 |
76.07 |
63.07 |
13.00 |
19.3% |
1.85 |
2.8% |
32% |
False |
False |
191,056 |
60 |
76.07 |
59.92 |
16.15 |
24.0% |
1.86 |
2.8% |
45% |
False |
False |
147,039 |
80 |
76.07 |
57.14 |
18.93 |
28.2% |
1.83 |
2.7% |
53% |
False |
False |
122,119 |
100 |
76.07 |
56.61 |
19.46 |
29.0% |
1.94 |
2.9% |
54% |
False |
False |
105,791 |
120 |
76.07 |
50.32 |
25.75 |
38.3% |
1.84 |
2.7% |
66% |
False |
False |
93,720 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
78.66 |
2.618 |
74.42 |
1.618 |
71.82 |
1.000 |
70.21 |
0.618 |
69.22 |
HIGH |
67.61 |
0.618 |
66.62 |
0.500 |
66.31 |
0.382 |
66.00 |
LOW |
65.01 |
0.618 |
63.40 |
1.000 |
62.41 |
1.618 |
60.80 |
2.618 |
58.20 |
4.250 |
53.96 |
|
|
Fisher Pivots for day following 20-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
66.90 |
68.53 |
PP |
66.61 |
68.08 |
S1 |
66.31 |
67.64 |
|