NYMEX Light Sweet Crude Oil Future September 2021
| Trading Metrics calculated at close of trading on 06-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2021 |
06-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
68.06 |
69.14 |
1.08 |
1.6% |
73.91 |
| High |
69.35 |
70.18 |
0.83 |
1.2% |
73.95 |
| Low |
67.61 |
67.80 |
0.19 |
0.3% |
67.61 |
| Close |
69.09 |
68.28 |
-0.81 |
-1.2% |
68.28 |
| Range |
1.74 |
2.38 |
0.64 |
36.8% |
6.34 |
| ATR |
2.17 |
2.18 |
0.02 |
0.7% |
0.00 |
| Volume |
416,331 |
537,136 |
120,805 |
29.0% |
2,494,529 |
|
| Daily Pivots for day following 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.89 |
74.47 |
69.59 |
|
| R3 |
73.51 |
72.09 |
68.93 |
|
| R2 |
71.13 |
71.13 |
68.72 |
|
| R1 |
69.71 |
69.71 |
68.50 |
69.23 |
| PP |
68.75 |
68.75 |
68.75 |
68.52 |
| S1 |
67.33 |
67.33 |
68.06 |
66.85 |
| S2 |
66.37 |
66.37 |
67.84 |
|
| S3 |
63.99 |
64.95 |
67.63 |
|
| S4 |
61.61 |
62.57 |
66.97 |
|
|
| Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.97 |
84.96 |
71.77 |
|
| R3 |
82.63 |
78.62 |
70.02 |
|
| R2 |
76.29 |
76.29 |
69.44 |
|
| R1 |
72.28 |
72.28 |
68.86 |
71.12 |
| PP |
69.95 |
69.95 |
69.95 |
69.36 |
| S1 |
65.94 |
65.94 |
67.70 |
64.78 |
| S2 |
63.61 |
63.61 |
67.12 |
|
| S3 |
57.27 |
59.60 |
66.54 |
|
| S4 |
50.93 |
53.26 |
64.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.95 |
67.61 |
6.34 |
9.3% |
2.65 |
3.9% |
11% |
False |
False |
498,905 |
| 10 |
74.23 |
67.61 |
6.62 |
9.7% |
2.00 |
2.9% |
10% |
False |
False |
414,046 |
| 20 |
74.90 |
65.01 |
9.89 |
14.5% |
2.28 |
3.3% |
33% |
False |
False |
410,938 |
| 40 |
76.07 |
65.01 |
11.06 |
16.2% |
2.06 |
3.0% |
30% |
False |
False |
292,919 |
| 60 |
76.07 |
61.05 |
15.02 |
22.0% |
1.96 |
2.9% |
48% |
False |
False |
225,089 |
| 80 |
76.07 |
59.92 |
16.15 |
23.7% |
1.84 |
2.7% |
52% |
False |
False |
181,069 |
| 100 |
76.07 |
56.61 |
19.46 |
28.5% |
1.95 |
2.9% |
60% |
False |
False |
154,852 |
| 120 |
76.07 |
56.36 |
19.71 |
28.9% |
1.95 |
2.9% |
60% |
False |
False |
135,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.30 |
|
2.618 |
76.41 |
|
1.618 |
74.03 |
|
1.000 |
72.56 |
|
0.618 |
71.65 |
|
HIGH |
70.18 |
|
0.618 |
69.27 |
|
0.500 |
68.99 |
|
0.382 |
68.71 |
|
LOW |
67.80 |
|
0.618 |
66.33 |
|
1.000 |
65.42 |
|
1.618 |
63.95 |
|
2.618 |
61.57 |
|
4.250 |
57.69 |
|
|
| Fisher Pivots for day following 06-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
68.99 |
69.21 |
| PP |
68.75 |
68.90 |
| S1 |
68.52 |
68.59 |
|