NYMEX Light Sweet Crude Oil Future September 2021


Trading Metrics calculated at close of trading on 12-Aug-2021
Day Change Summary
Previous Current
11-Aug-2021 12-Aug-2021 Change Change % Previous Week
Open 68.51 69.36 0.85 1.2% 73.91
High 69.45 69.62 0.17 0.2% 73.95
Low 66.67 68.46 1.79 2.7% 67.61
Close 69.25 69.09 -0.16 -0.2% 68.28
Range 2.78 1.16 -1.62 -58.3% 6.34
ATR 2.30 2.22 -0.08 -3.5% 0.00
Volume 513,292 352,465 -160,827 -31.3% 2,494,529
Daily Pivots for day following 12-Aug-2021
Classic Woodie Camarilla DeMark
R4 72.54 71.97 69.73
R3 71.38 70.81 69.41
R2 70.22 70.22 69.30
R1 69.65 69.65 69.20 69.36
PP 69.06 69.06 69.06 68.91
S1 68.49 68.49 68.98 68.20
S2 67.90 67.90 68.88
S3 66.74 67.33 68.77
S4 65.58 66.17 68.45
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% 2.28 3.3% 78% False False 490,680
10 74.23 65.15 9.08 13.1% 2.36 3.4% 43% False False 471,449
20 74.23 65.01 9.22 13.3% 2.32 3.4% 44% False False 446,125
40 76.07 65.01 11.06 16.0% 2.16 3.1% 37% False False 326,446
60 76.07 61.05 15.02 21.7% 1.97 2.8% 54% False False 253,298
80 76.07 59.92 16.15 23.4% 1.89 2.7% 57% False False 202,909
100 76.07 56.61 19.46 28.2% 1.93 2.8% 64% False False 171,998
120 76.07 56.61 19.46 28.2% 1.96 2.8% 64% False False 149,511
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.45
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 74.55
2.618 72.66
1.618 71.50
1.000 70.78
0.618 70.34
HIGH 69.62
0.618 69.18
0.500 69.04
0.382 68.90
LOW 68.46
0.618 67.74
1.000 67.30
1.618 66.58
2.618 65.42
4.250 63.53
Fisher Pivots for day following 12-Aug-2021
Pivot 1 day 3 day
R1 69.07 68.76
PP 69.06 68.42
S1 69.04 68.09

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

View Archives - Comment on this page... - Back to Index of Symbols