NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 02-Jul-2021
Day Change Summary
Previous Current
01-Jul-2021 02-Jul-2021 Change Change % Previous Week
Open 71.79 72.79 1.00 1.4% 72.32
High 73.95 73.50 -0.45 -0.6% 73.95
Low 71.64 72.35 0.71 1.0% 70.43
Close 73.06 73.25 0.19 0.3% 73.25
Range 2.31 1.15 -1.16 -50.2% 3.52
ATR 1.55 1.52 -0.03 -1.8% 0.00
Volume 146,363 97,815 -48,548 -33.2% 380,856
Daily Pivots for day following 02-Jul-2021
Classic Woodie Camarilla DeMark
R4 76.48 76.02 73.88
R3 75.33 74.87 73.57
R2 74.18 74.18 73.46
R1 73.72 73.72 73.36 73.95
PP 73.03 73.03 73.03 73.15
S1 72.57 72.57 73.14 72.80
S2 71.88 71.88 73.04
S3 70.73 71.42 72.93
S4 69.58 70.27 72.62
Weekly Pivots for week ending 02-Jul-2021
Classic Woodie Camarilla DeMark
R4 83.10 81.70 75.19
R3 79.58 78.18 74.22
R2 76.06 76.06 73.90
R1 74.66 74.66 73.57 75.36
PP 72.54 72.54 72.54 72.90
S1 71.14 71.14 72.93 71.84
S2 69.02 69.02 72.60
S3 65.50 67.62 72.28
S4 61.98 64.10 71.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.95 70.43 3.52 4.8% 1.63 2.2% 80% False False 76,171
10 73.95 69.02 4.93 6.7% 1.46 2.0% 86% False False 79,907
20 73.95 67.27 6.68 9.1% 1.45 2.0% 90% False False 67,255
40 73.95 60.67 13.28 18.1% 1.58 2.2% 95% False False 50,764
60 73.95 57.88 16.07 21.9% 1.52 2.1% 96% False False 41,686
80 73.95 56.24 17.71 24.2% 1.69 2.3% 96% False False 36,201
100 73.95 54.81 19.14 26.1% 1.71 2.3% 96% False False 31,455
120 73.95 49.96 23.99 32.8% 1.59 2.2% 97% False False 27,428
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 78.39
2.618 76.51
1.618 75.36
1.000 74.65
0.618 74.21
HIGH 73.50
0.618 73.06
0.500 72.93
0.382 72.79
LOW 72.35
0.618 71.64
1.000 71.20
1.618 70.49
2.618 69.34
4.250 67.46
Fisher Pivots for day following 02-Jul-2021
Pivot 1 day 3 day
R1 73.14 73.02
PP 73.03 72.79
S1 72.93 72.57

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

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