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
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.57
Narrowest range in 2 trading days
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

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

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