NYMEX Light Sweet Crude Oil Future October 2021
Trading Metrics calculated at close of trading on 27-Jul-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2021 |
27-Jul-2021 |
Change |
Change % |
Previous Week |
Open |
71.46 |
71.61 |
0.15 |
0.2% |
70.20 |
High |
71.71 |
71.77 |
0.06 |
0.1% |
71.48 |
Low |
69.90 |
70.62 |
0.72 |
1.0% |
64.49 |
Close |
71.34 |
71.14 |
-0.20 |
-0.3% |
71.38 |
Range |
1.81 |
1.15 |
-0.66 |
-36.5% |
6.99 |
ATR |
2.16 |
2.09 |
-0.07 |
-3.3% |
0.00 |
Volume |
105,905 |
114,128 |
8,223 |
7.8% |
666,610 |
|
Daily Pivots for day following 27-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
74.63 |
74.03 |
71.77 |
|
R3 |
73.48 |
72.88 |
71.46 |
|
R2 |
72.33 |
72.33 |
71.35 |
|
R1 |
71.73 |
71.73 |
71.25 |
71.46 |
PP |
71.18 |
71.18 |
71.18 |
71.04 |
S1 |
70.58 |
70.58 |
71.03 |
70.31 |
S2 |
70.03 |
70.03 |
70.93 |
|
S3 |
68.88 |
69.43 |
70.82 |
|
S4 |
67.73 |
68.28 |
70.51 |
|
|
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 |
71.77 |
65.86 |
5.91 |
8.3% |
1.96 |
2.8% |
89% |
True |
False |
115,923 |
10 |
73.94 |
64.49 |
9.45 |
13.3% |
2.42 |
3.4% |
70% |
False |
False |
120,683 |
20 |
74.77 |
64.49 |
10.28 |
14.5% |
2.28 |
3.2% |
65% |
False |
False |
104,059 |
40 |
74.77 |
64.49 |
10.28 |
14.5% |
1.85 |
2.6% |
65% |
False |
False |
80,459 |
60 |
74.77 |
60.67 |
14.10 |
19.8% |
1.81 |
2.5% |
74% |
False |
False |
64,811 |
80 |
74.77 |
56.80 |
17.97 |
25.3% |
1.73 |
2.4% |
80% |
False |
False |
54,334 |
100 |
74.77 |
56.24 |
18.53 |
26.0% |
1.83 |
2.6% |
80% |
False |
False |
47,055 |
120 |
74.77 |
52.99 |
21.78 |
30.6% |
1.78 |
2.5% |
83% |
False |
False |
41,118 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
76.66 |
2.618 |
74.78 |
1.618 |
73.63 |
1.000 |
72.92 |
0.618 |
72.48 |
HIGH |
71.77 |
0.618 |
71.33 |
0.500 |
71.20 |
0.382 |
71.06 |
LOW |
70.62 |
0.618 |
69.91 |
1.000 |
69.47 |
1.618 |
68.76 |
2.618 |
67.61 |
4.250 |
65.73 |
|
|
Fisher Pivots for day following 27-Jul-2021 |
Pivot |
1 day |
3 day |
R1 |
71.20 |
71.04 |
PP |
71.18 |
70.94 |
S1 |
71.16 |
70.84 |
|