NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 23-Jul-2021
Day Change Summary
Previous Current
22-Jul-2021 23-Jul-2021 Change Change % Previous Week
Open 69.50 70.97 1.47 2.1% 70.20
High 71.26 71.48 0.22 0.3% 71.48
Low 69.11 70.69 1.58 2.3% 64.49
Close 71.14 71.38 0.24 0.3% 71.38
Range 2.15 0.79 -1.36 -63.3% 6.99
ATR 2.30 2.19 -0.11 -4.7% 0.00
Volume 134,223 73,538 -60,685 -45.2% 666,610
Daily Pivots for day following 23-Jul-2021
Classic Woodie Camarilla DeMark
R4 73.55 73.26 71.81
R3 72.76 72.47 71.60
R2 71.97 71.97 71.52
R1 71.68 71.68 71.45 71.83
PP 71.18 71.18 71.18 71.26
S1 70.89 70.89 71.31 71.04
S2 70.39 70.39 71.24
S3 69.60 70.10 71.16
S4 68.81 69.31 70.95
Weekly Pivots for week ending 23-Jul-2021
Classic Woodie Camarilla DeMark
R4 90.09 87.72 75.22
R3 83.10 80.73 73.30
R2 76.11 76.11 72.66
R1 73.74 73.74 72.02 74.93
PP 69.12 69.12 69.12 69.71
S1 66.75 66.75 70.74 67.94
S2 62.13 62.13 70.10
S3 55.14 59.76 69.46
S4 48.15 52.77 67.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.48 64.49 6.99 9.8% 2.98 4.2% 99% True False 133,322
10 73.94 64.49 9.45 13.2% 2.46 3.4% 73% False False 115,690
20 74.77 64.49 10.28 14.4% 2.28 3.2% 67% False False 98,727
40 74.77 64.30 10.47 14.7% 1.84 2.6% 68% False False 76,860
60 74.77 60.67 14.10 19.8% 1.81 2.5% 76% False False 62,000
80 74.77 56.80 17.97 25.2% 1.75 2.5% 81% False False 52,249
100 74.77 56.24 18.53 26.0% 1.85 2.6% 82% False False 45,169
120 74.77 51.35 23.42 32.8% 1.77 2.5% 86% False False 39,429
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 0.38
Narrowest range in 73 trading days
Fibonacci Retracements and Extensions
4.250 74.84
2.618 73.55
1.618 72.76
1.000 72.27
0.618 71.97
HIGH 71.48
0.618 71.18
0.500 71.09
0.382 70.99
LOW 70.69
0.618 70.20
1.000 69.90
1.618 69.41
2.618 68.62
4.250 67.33
Fisher Pivots for day following 23-Jul-2021
Pivot 1 day 3 day
R1 71.28 70.48
PP 71.18 69.57
S1 71.09 68.67

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

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