NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 09-Jul-2021
Day Change Summary
Previous Current
08-Jul-2021 09-Jul-2021 Change Change % Previous Week
Open 70.44 71.45 1.01 1.4% 73.22
High 71.43 72.84 1.41 2.0% 74.77
Low 69.09 70.91 1.82 2.6% 69.09
Close 71.17 72.68 1.51 2.1% 72.68
Range 2.34 1.93 -0.41 -17.5% 5.68
ATR 1.85 1.85 0.01 0.3% 0.00
Volume 86,615 79,741 -6,874 -7.9% 372,066
Daily Pivots for day following 09-Jul-2021
Classic Woodie Camarilla DeMark
R4 77.93 77.24 73.74
R3 76.00 75.31 73.21
R2 74.07 74.07 73.03
R1 73.38 73.38 72.86 73.73
PP 72.14 72.14 72.14 72.32
S1 71.45 71.45 72.50 71.80
S2 70.21 70.21 72.33
S3 68.28 69.52 72.15
S4 66.35 67.59 71.62
Weekly Pivots for week ending 09-Jul-2021
Classic Woodie Camarilla DeMark
R4 89.22 86.63 75.80
R3 83.54 80.95 74.24
R2 77.86 77.86 73.72
R1 75.27 75.27 73.20 73.73
PP 72.18 72.18 72.18 71.41
S1 69.59 69.59 72.16 68.05
S2 66.50 66.50 71.64
S3 60.82 63.91 71.12
S4 55.14 58.23 69.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.77 69.09 5.68 7.8% 2.53 3.5% 63% False False 93,976
10 74.77 69.09 5.68 7.8% 2.09 2.9% 63% False False 81,765
20 74.77 68.03 6.74 9.3% 1.75 2.4% 69% False False 77,626
40 74.77 60.67 14.10 19.4% 1.72 2.4% 85% False False 56,602
60 74.77 59.55 15.22 20.9% 1.62 2.2% 86% False False 46,308
80 74.77 56.24 18.53 25.5% 1.77 2.4% 89% False False 40,383
100 74.77 55.73 19.04 26.2% 1.78 2.5% 89% False False 34,729
120 74.77 49.96 24.81 34.1% 1.65 2.3% 92% False False 30,377
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.73
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 81.04
2.618 77.89
1.618 75.96
1.000 74.77
0.618 74.03
HIGH 72.84
0.618 72.10
0.500 71.88
0.382 71.65
LOW 70.91
0.618 69.72
1.000 68.98
1.618 67.79
2.618 65.86
4.250 62.71
Fisher Pivots for day following 09-Jul-2021
Pivot 1 day 3 day
R1 72.41 72.13
PP 72.14 71.57
S1 71.88 71.02

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

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