NYMEX Light Sweet Crude Oil Future September 2021


Trading Metrics calculated at close of trading on 27-Jul-2021
Day Change Summary
Previous Current
26-Jul-2021 27-Jul-2021 Change Change % Previous Week
Open 72.18 72.22 0.04 0.1% 71.09
High 72.43 72.33 -0.10 -0.1% 72.21
Low 70.56 71.08 0.52 0.7% 65.01
Close 71.91 71.65 -0.26 -0.4% 72.07
Range 1.87 1.25 -0.62 -33.2% 7.20
ATR 2.25 2.18 -0.07 -3.2% 0.00
Volume 395,743 333,123 -62,620 -15.8% 2,506,576
Daily Pivots for day following 27-Jul-2021
Classic Woodie Camarilla DeMark
R4 75.44 74.79 72.34
R3 74.19 73.54 71.99
R2 72.94 72.94 71.88
R1 72.29 72.29 71.76 71.99
PP 71.69 71.69 71.69 71.54
S1 71.04 71.04 71.54 70.74
S2 70.44 70.44 71.42
S3 69.19 69.79 71.31
S4 67.94 68.54 70.96
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 72.43 66.44 5.99 8.4% 2.04 2.8% 87% False False 388,371
10 74.89 65.01 9.88 13.8% 2.52 3.5% 67% False False 429,908
20 76.07 65.01 11.06 15.4% 2.37 3.3% 60% False False 321,548
40 76.07 65.01 11.06 15.4% 1.93 2.7% 60% False False 226,223
60 76.07 61.05 15.02 21.0% 1.90 2.6% 71% False False 175,772
80 76.07 57.14 18.93 26.4% 1.81 2.5% 77% False False 143,713
100 76.07 56.61 19.46 27.2% 1.92 2.7% 77% False False 123,342
120 76.07 53.39 22.68 31.7% 1.87 2.6% 81% False False 108,942
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.64
2.618 75.60
1.618 74.35
1.000 73.58
0.618 73.10
HIGH 72.33
0.618 71.85
0.500 71.71
0.382 71.56
LOW 71.08
0.618 70.31
1.000 69.83
1.618 69.06
2.618 67.81
4.250 65.77
Fisher Pivots for day following 27-Jul-2021
Pivot 1 day 3 day
R1 71.71 71.60
PP 71.69 71.55
S1 71.67 71.50

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

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