NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 20-Jul-2021
Day Change Summary
Previous Current
19-Jul-2021 20-Jul-2021 Change Change % Previous Week
Open 70.20 66.01 -4.19 -6.0% 72.83
High 70.60 66.95 -3.65 -5.2% 73.94
Low 65.01 64.49 -0.52 -0.8% 69.48
Close 65.76 66.62 0.86 1.3% 70.82
Range 5.59 2.46 -3.13 -56.0% 4.46
ATR 2.17 2.19 0.02 1.0% 0.00
Volume 157,547 149,477 -8,070 -5.1% 490,298
Daily Pivots for day following 20-Jul-2021
Classic Woodie Camarilla DeMark
R4 73.40 72.47 67.97
R3 70.94 70.01 67.30
R2 68.48 68.48 67.07
R1 67.55 67.55 66.85 68.02
PP 66.02 66.02 66.02 66.25
S1 65.09 65.09 66.39 65.56
S2 63.56 63.56 66.17
S3 61.10 62.63 65.94
S4 58.64 60.17 65.27
Weekly Pivots for week ending 16-Jul-2021
Classic Woodie Camarilla DeMark
R4 84.79 82.27 73.27
R3 80.33 77.81 72.05
R2 75.87 75.87 71.64
R1 73.35 73.35 71.23 72.38
PP 71.41 71.41 71.41 70.93
S1 68.89 68.89 70.41 67.92
S2 66.95 66.95 70.00
S3 62.49 64.43 69.59
S4 58.03 59.97 68.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.94 64.49 9.45 14.2% 2.88 4.3% 23% False True 125,442
10 73.94 64.49 9.45 14.2% 2.55 3.8% 23% False True 105,003
20 74.77 64.49 10.28 15.4% 2.10 3.1% 21% False True 92,323
40 74.77 62.63 12.14 18.2% 1.77 2.7% 33% False False 70,997
60 74.77 59.55 15.22 22.8% 1.77 2.7% 46% False False 57,143
80 74.77 56.80 17.97 27.0% 1.75 2.6% 55% False False 48,392
100 74.77 56.24 18.53 27.8% 1.85 2.8% 56% False False 41,843
120 74.77 49.96 24.81 37.2% 1.75 2.6% 67% False False 36,515
Crabel Price Patterns
NR True
NR4 False
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 0.59
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.41
2.618 73.39
1.618 70.93
1.000 69.41
0.618 68.47
HIGH 66.95
0.618 66.01
0.500 65.72
0.382 65.43
LOW 64.49
0.618 62.97
1.000 62.03
1.618 60.51
2.618 58.05
4.250 54.04
Fisher Pivots for day following 20-Jul-2021
Pivot 1 day 3 day
R1 66.32 67.89
PP 66.02 67.46
S1 65.72 67.04

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

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