NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 15-Jul-2021
Day Change Summary
Previous Current
14-Jul-2021 15-Jul-2021 Change Change % Previous Week
Open 73.55 71.64 -1.91 -2.6% 73.22
High 73.94 71.71 -2.23 -3.0% 74.77
Low 70.86 70.25 -0.61 -0.9% 69.09
Close 71.81 70.64 -1.17 -1.6% 72.68
Range 3.08 1.46 -1.62 -52.6% 5.68
ATR 1.92 1.89 -0.03 -1.3% 0.00
Volume 132,264 115,091 -17,173 -13.0% 372,066
Daily Pivots for day following 15-Jul-2021
Classic Woodie Camarilla DeMark
R4 75.25 74.40 71.44
R3 73.79 72.94 71.04
R2 72.33 72.33 70.91
R1 71.48 71.48 70.77 71.18
PP 70.87 70.87 70.87 70.71
S1 70.02 70.02 70.51 69.72
S2 69.41 69.41 70.37
S3 67.95 68.56 70.24
S4 66.49 67.10 69.84
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 73.94 70.25 3.69 5.2% 1.97 2.8% 11% False True 99,441
10 74.77 69.09 5.68 8.0% 2.29 3.2% 27% False False 103,370
20 74.77 68.03 6.74 9.5% 1.91 2.7% 39% False False 85,123
40 74.77 60.67 14.10 20.0% 1.71 2.4% 71% False False 64,217
60 74.77 59.55 15.22 21.5% 1.66 2.4% 73% False False 51,914
80 74.77 56.24 18.53 26.2% 1.74 2.5% 78% False False 44,496
100 74.77 56.24 18.53 26.2% 1.80 2.5% 78% False False 38,267
120 74.77 49.96 24.81 35.1% 1.68 2.4% 83% False False 33,535
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 0.59
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 77.92
2.618 75.53
1.618 74.07
1.000 73.17
0.618 72.61
HIGH 71.71
0.618 71.15
0.500 70.98
0.382 70.81
LOW 70.25
0.618 69.35
1.000 68.79
1.618 67.89
2.618 66.43
4.250 64.05
Fisher Pivots for day following 15-Jul-2021
Pivot 1 day 3 day
R1 70.98 72.10
PP 70.87 71.61
S1 70.75 71.13

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

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