NYMEX Light Sweet Crude Oil Future September 2021


Trading Metrics calculated at close of trading on 11-Aug-2021
Day Change Summary
Previous Current
10-Aug-2021 11-Aug-2021 Change Change % Previous Week
Open 66.85 68.51 1.66 2.5% 73.91
High 68.90 69.45 0.55 0.8% 73.95
Low 66.56 66.67 0.11 0.2% 67.61
Close 68.29 69.25 0.96 1.4% 68.28
Range 2.34 2.78 0.44 18.8% 6.34
ATR 2.26 2.30 0.04 1.6% 0.00
Volume 452,126 513,292 61,166 13.5% 2,494,529
Daily Pivots for day following 11-Aug-2021
Classic Woodie Camarilla DeMark
R4 76.80 75.80 70.78
R3 74.02 73.02 70.01
R2 71.24 71.24 69.76
R1 70.24 70.24 69.50 70.74
PP 68.46 68.46 68.46 68.71
S1 67.46 67.46 69.00 67.96
S2 65.68 65.68 68.74
S3 62.90 64.68 68.49
S4 60.12 61.90 67.72
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 70.18 65.15 5.03 7.3% 2.40 3.5% 82% False False 503,453
10 74.23 65.15 9.08 13.1% 2.38 3.4% 45% False False 465,649
20 74.23 65.01 9.22 13.3% 2.34 3.4% 46% False False 444,953
40 76.07 65.01 11.06 16.0% 2.16 3.1% 38% False False 320,511
60 76.07 61.05 15.02 21.7% 1.99 2.9% 55% False False 248,405
80 76.07 59.92 16.15 23.3% 1.91 2.8% 58% False False 199,245
100 76.07 56.61 19.46 28.1% 1.93 2.8% 65% False False 168,751
120 76.07 56.58 19.49 28.1% 1.97 2.9% 65% False False 146,945
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 81.27
2.618 76.73
1.618 73.95
1.000 72.23
0.618 71.17
HIGH 69.45
0.618 68.39
0.500 68.06
0.382 67.73
LOW 66.67
0.618 64.95
1.000 63.89
1.618 62.17
2.618 59.39
4.250 54.86
Fisher Pivots for day following 11-Aug-2021
Pivot 1 day 3 day
R1 68.85 68.60
PP 68.46 67.95
S1 68.06 67.30

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

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