NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 12-Jul-2021
Day Change Summary
Previous Current
09-Jul-2021 12-Jul-2021 Change Change % Previous Week
Open 71.45 72.83 1.38 1.9% 73.22
High 72.84 72.96 0.12 0.2% 74.77
Low 70.91 71.36 0.45 0.6% 69.09
Close 72.68 72.36 -0.32 -0.4% 72.68
Range 1.93 1.60 -0.33 -17.1% 5.68
ATR 1.85 1.84 -0.02 -1.0% 0.00
Volume 79,741 71,984 -7,757 -9.7% 372,066
Daily Pivots for day following 12-Jul-2021
Classic Woodie Camarilla DeMark
R4 77.03 76.29 73.24
R3 75.43 74.69 72.80
R2 73.83 73.83 72.65
R1 73.09 73.09 72.51 72.66
PP 72.23 72.23 72.23 72.01
S1 71.49 71.49 72.21 71.06
S2 70.63 70.63 72.07
S3 69.03 69.89 71.92
S4 67.43 68.29 71.48
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% 2.62 3.6% 58% False False 88,810
10 74.77 69.09 5.68 7.8% 2.13 2.9% 58% False False 82,490
20 74.77 68.03 6.74 9.3% 1.77 2.4% 64% False False 75,095
40 74.77 60.67 14.10 19.5% 1.70 2.3% 83% False False 57,500
60 74.77 59.55 15.22 21.0% 1.63 2.3% 84% False False 47,154
80 74.77 56.24 18.53 25.6% 1.78 2.5% 87% False False 41,078
100 74.77 55.73 19.04 26.3% 1.79 2.5% 87% False False 35,307
120 74.77 49.96 24.81 34.3% 1.65 2.3% 90% False False 30,924
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.68
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 79.76
2.618 77.15
1.618 75.55
1.000 74.56
0.618 73.95
HIGH 72.96
0.618 72.35
0.500 72.16
0.382 71.97
LOW 71.36
0.618 70.37
1.000 69.76
1.618 68.77
2.618 67.17
4.250 64.56
Fisher Pivots for day following 12-Jul-2021
Pivot 1 day 3 day
R1 72.29 71.92
PP 72.23 71.47
S1 72.16 71.03

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

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