NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 06-Jul-2021
Day Change Summary
Previous Current
02-Jul-2021 06-Jul-2021 Change Change % Previous Week
Open 72.79 73.22 0.43 0.6% 72.32
High 73.50 74.77 1.27 1.7% 73.95
Low 72.35 71.02 -1.33 -1.8% 70.43
Close 73.25 71.46 -1.79 -2.4% 73.25
Range 1.15 3.75 2.60 226.1% 3.52
ATR 1.52 1.68 0.16 10.5% 0.00
Volume 97,815 119,353 21,538 22.0% 380,856
Daily Pivots for day following 06-Jul-2021
Classic Woodie Camarilla DeMark
R4 83.67 81.31 73.52
R3 79.92 77.56 72.49
R2 76.17 76.17 72.15
R1 73.81 73.81 71.80 73.12
PP 72.42 72.42 72.42 72.07
S1 70.06 70.06 71.12 69.37
S2 68.67 68.67 70.77
S3 64.92 66.31 70.43
S4 61.17 62.56 69.40
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 74.77 70.43 4.34 6.1% 2.04 2.9% 24% True False 90,306
10 74.77 70.43 4.34 6.1% 1.64 2.3% 24% True False 79,643
20 74.77 67.27 7.50 10.5% 1.58 2.2% 56% True False 71,675
40 74.77 60.67 14.10 19.7% 1.65 2.3% 77% True False 52,803
60 74.77 57.88 16.89 23.6% 1.57 2.2% 80% True False 43,297
80 74.77 56.24 18.53 25.9% 1.72 2.4% 82% True False 37,611
100 74.77 54.81 19.96 27.9% 1.74 2.4% 83% True False 32,483
120 74.77 49.96 24.81 34.7% 1.61 2.3% 87% True False 28,378
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Widest range in 75 trading days
Fibonacci Retracements and Extensions
4.250 90.71
2.618 84.59
1.618 80.84
1.000 78.52
0.618 77.09
HIGH 74.77
0.618 73.34
0.500 72.90
0.382 72.45
LOW 71.02
0.618 68.70
1.000 67.27
1.618 64.95
2.618 61.20
4.250 55.08
Fisher Pivots for day following 06-Jul-2021
Pivot 1 day 3 day
R1 72.90 72.90
PP 72.42 72.42
S1 71.94 71.94

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

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