NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 26-Jul-2021
Day Change Summary
Previous Current
23-Jul-2021 26-Jul-2021 Change Change % Previous Week
Open 70.97 71.46 0.49 0.7% 70.20
High 71.48 71.71 0.23 0.3% 71.48
Low 70.69 69.90 -0.79 -1.1% 64.49
Close 71.38 71.34 -0.04 -0.1% 71.38
Range 0.79 1.81 1.02 129.1% 6.99
ATR 2.19 2.16 -0.03 -1.2% 0.00
Volume 73,538 105,905 32,367 44.0% 666,610
Daily Pivots for day following 26-Jul-2021
Classic Woodie Camarilla DeMark
R4 76.41 75.69 72.34
R3 74.60 73.88 71.84
R2 72.79 72.79 71.67
R1 72.07 72.07 71.51 71.53
PP 70.98 70.98 70.98 70.71
S1 70.26 70.26 71.17 69.72
S2 69.17 69.17 71.01
S3 67.36 68.45 70.84
S4 65.55 66.64 70.34
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 71.71 64.49 7.22 10.1% 2.22 3.1% 95% True False 122,993
10 73.94 64.49 9.45 13.2% 2.48 3.5% 72% False False 119,082
20 74.77 64.49 10.28 14.4% 2.30 3.2% 67% False False 100,786
40 74.77 64.49 10.28 14.4% 1.85 2.6% 67% False False 78,949
60 74.77 60.67 14.10 19.8% 1.82 2.5% 76% False False 63,378
80 74.77 56.80 17.97 25.2% 1.75 2.4% 81% False False 53,323
100 74.77 56.24 18.53 26.0% 1.85 2.6% 81% False False 46,153
120 74.77 52.49 22.28 31.2% 1.77 2.5% 85% False False 40,249
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.40
2.618 76.45
1.618 74.64
1.000 73.52
0.618 72.83
HIGH 71.71
0.618 71.02
0.500 70.81
0.382 70.59
LOW 69.90
0.618 68.78
1.000 68.09
1.618 66.97
2.618 65.16
4.250 62.21
Fisher Pivots for day following 26-Jul-2021
Pivot 1 day 3 day
R1 71.16 71.03
PP 70.98 70.72
S1 70.81 70.41

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

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