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 |
|
|
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 |
|