NYMEX Light Sweet Crude Oil Future September 2021


Trading Metrics calculated at close of trading on 28-Jul-2021
Day Change Summary
Previous Current
27-Jul-2021 28-Jul-2021 Change Change % Previous Week
Open 72.22 71.90 -0.32 -0.4% 71.09
High 72.33 72.60 0.27 0.4% 72.21
Low 71.08 71.70 0.62 0.9% 65.01
Close 71.65 72.39 0.74 1.0% 72.07
Range 1.25 0.90 -0.35 -28.0% 7.20
ATR 2.18 2.09 -0.09 -4.0% 0.00
Volume 333,123 318,911 -14,212 -4.3% 2,506,576
Daily Pivots for day following 28-Jul-2021
Classic Woodie Camarilla DeMark
R4 74.93 74.56 72.89
R3 74.03 73.66 72.64
R2 73.13 73.13 72.56
R1 72.76 72.76 72.47 72.95
PP 72.23 72.23 72.23 72.32
S1 71.86 71.86 72.31 72.05
S2 71.33 71.33 72.23
S3 70.43 70.96 72.14
S4 69.53 70.06 71.90
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 72.60 69.86 2.74 3.8% 1.40 1.9% 92% True False 351,547
10 72.60 65.01 7.59 10.5% 2.29 3.2% 97% True False 424,257
20 76.07 65.01 11.06 15.3% 2.33 3.2% 67% False False 331,838
40 76.07 65.01 11.06 15.3% 1.89 2.6% 67% False False 231,651
60 76.07 61.05 15.02 20.7% 1.88 2.6% 75% False False 180,710
80 76.07 57.75 18.32 25.3% 1.78 2.5% 80% False False 147,075
100 76.07 56.61 19.46 26.9% 1.90 2.6% 81% False False 126,059
120 76.07 54.23 21.84 30.2% 1.87 2.6% 83% False False 111,322
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 76.43
2.618 74.96
1.618 74.06
1.000 73.50
0.618 73.16
HIGH 72.60
0.618 72.26
0.500 72.15
0.382 72.04
LOW 71.70
0.618 71.14
1.000 70.80
1.618 70.24
2.618 69.34
4.250 67.88
Fisher Pivots for day following 28-Jul-2021
Pivot 1 day 3 day
R1 72.31 72.12
PP 72.23 71.85
S1 72.15 71.58

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

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