NYMEX Light Sweet Crude Oil Future September 2021


Trading Metrics calculated at close of trading on 04-Aug-2021
Day Change Summary
Previous Current
03-Aug-2021 04-Aug-2021 Change Change % Previous Week
Open 71.52 70.32 -1.20 -1.7% 72.18
High 71.96 70.81 -1.15 -1.6% 74.23
Low 69.19 67.85 -1.34 -1.9% 70.56
Close 70.56 68.15 -2.41 -3.4% 73.95
Range 2.77 2.96 0.19 6.9% 3.67
ATR 2.14 2.20 0.06 2.7% 0.00
Volume 509,938 582,924 72,986 14.3% 1,645,939
Daily Pivots for day following 04-Aug-2021
Classic Woodie Camarilla DeMark
R4 77.82 75.94 69.78
R3 74.86 72.98 68.96
R2 71.90 71.90 68.69
R1 70.02 70.02 68.42 69.48
PP 68.94 68.94 68.94 68.67
S1 67.06 67.06 67.88 66.52
S2 65.98 65.98 67.61
S3 63.02 64.10 67.34
S4 60.06 61.14 66.52
Weekly Pivots for week ending 30-Jul-2021
Classic Woodie Camarilla DeMark
R4 83.92 82.61 75.97
R3 80.25 78.94 74.96
R2 76.58 76.58 74.62
R1 75.27 75.27 74.29 75.93
PP 72.91 72.91 72.91 73.24
S1 71.60 71.60 73.61 72.26
S2 69.24 69.24 73.28
S3 65.57 67.93 72.94
S4 61.90 64.26 71.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.23 67.85 6.38 9.4% 2.37 3.5% 5% False True 427,844
10 74.23 67.85 6.38 9.4% 1.89 2.8% 5% False True 389,696
20 74.90 65.01 9.89 14.5% 2.29 3.4% 32% False False 384,898
40 76.07 65.01 11.06 16.2% 2.03 3.0% 28% False False 274,719
60 76.07 61.05 15.02 22.0% 1.95 2.9% 47% False False 211,550
80 76.07 59.15 16.92 24.8% 1.84 2.7% 53% False False 170,556
100 76.07 56.61 19.46 28.6% 1.94 2.8% 59% False False 145,825
120 76.07 55.28 20.79 30.5% 1.94 2.8% 62% False False 127,896
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 83.39
2.618 78.56
1.618 75.60
1.000 73.77
0.618 72.64
HIGH 70.81
0.618 69.68
0.500 69.33
0.382 68.98
LOW 67.85
0.618 66.02
1.000 64.89
1.618 63.06
2.618 60.10
4.250 55.27
Fisher Pivots for day following 04-Aug-2021
Pivot 1 day 3 day
R1 69.33 70.90
PP 68.94 69.98
S1 68.54 69.07

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

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