NYMEX Light Sweet Crude Oil Future September 2021


Trading Metrics calculated at close of trading on 23-Jul-2021
Day Change Summary
Previous Current
22-Jul-2021 23-Jul-2021 Change Change % Previous Week
Open 70.22 71.71 1.49 2.1% 71.09
High 72.03 72.21 0.18 0.2% 72.21
Low 69.86 71.39 1.53 2.2% 65.01
Close 71.91 72.07 0.16 0.2% 72.07
Range 2.17 0.82 -1.35 -62.2% 7.20
ATR 2.39 2.28 -0.11 -4.7% 0.00
Volume 435,181 274,778 -160,403 -36.9% 2,506,576
Daily Pivots for day following 23-Jul-2021
Classic Woodie Camarilla DeMark
R4 74.35 74.03 72.52
R3 73.53 73.21 72.30
R2 72.71 72.71 72.22
R1 72.39 72.39 72.15 72.55
PP 71.89 71.89 71.89 71.97
S1 71.57 71.57 71.99 71.73
S2 71.07 71.07 71.92
S3 70.25 70.75 71.84
S4 69.43 69.93 71.62
Weekly Pivots for week ending 23-Jul-2021
Classic Woodie Camarilla DeMark
R4 91.36 88.92 76.03
R3 84.16 81.72 74.05
R2 76.96 76.96 73.39
R1 74.52 74.52 72.73 75.74
PP 69.76 69.76 69.76 70.38
S1 67.32 67.32 71.41 68.54
S2 62.56 62.56 70.75
S3 55.36 60.12 70.09
S4 48.16 52.92 68.11
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.21 65.01 7.20 10.0% 3.10 4.3% 98% True False 501,315
10 74.90 65.01 9.89 13.7% 2.56 3.5% 71% False False 407,829
20 76.07 65.01 11.06 15.3% 2.37 3.3% 64% False False 297,566
40 76.07 64.79 11.28 15.7% 1.92 2.7% 65% False False 213,089
60 76.07 61.05 15.02 20.8% 1.90 2.6% 73% False False 165,284
80 76.07 57.14 18.93 26.3% 1.83 2.5% 79% False False 136,002
100 76.07 56.61 19.46 27.0% 1.95 2.7% 79% False False 117,063
120 76.07 51.70 24.37 33.8% 1.86 2.6% 84% False False 103,416
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 0.39
Narrowest range in 73 trading days
Fibonacci Retracements and Extensions
4.250 75.70
2.618 74.36
1.618 73.54
1.000 73.03
0.618 72.72
HIGH 72.21
0.618 71.90
0.500 71.80
0.382 71.70
LOW 71.39
0.618 70.88
1.000 70.57
1.618 70.06
2.618 69.24
4.250 67.91
Fisher Pivots for day following 23-Jul-2021
Pivot 1 day 3 day
R1 71.98 71.16
PP 71.89 70.24
S1 71.80 69.33

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

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