NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 28-Jul-2021
Day Change Summary
Previous Current
27-Jul-2021 28-Jul-2021 Change Change % Previous Week
Open 71.61 71.36 -0.25 -0.3% 70.20
High 71.77 72.00 0.23 0.3% 71.48
Low 70.62 71.16 0.54 0.8% 64.49
Close 71.14 71.79 0.65 0.9% 71.38
Range 1.15 0.84 -0.31 -27.0% 6.99
ATR 2.09 2.00 -0.09 -4.2% 0.00
Volume 114,128 96,970 -17,158 -15.0% 666,610
Daily Pivots for day following 28-Jul-2021
Classic Woodie Camarilla DeMark
R4 74.17 73.82 72.25
R3 73.33 72.98 72.02
R2 72.49 72.49 71.94
R1 72.14 72.14 71.87 72.32
PP 71.65 71.65 71.65 71.74
S1 71.30 71.30 71.71 71.48
S2 70.81 70.81 71.64
S3 69.97 70.46 71.56
S4 69.13 69.62 71.33
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 72.00 69.11 2.89 4.0% 1.35 1.9% 93% True False 104,952
10 72.00 64.49 7.51 10.5% 2.19 3.1% 97% True False 117,153
20 74.77 64.49 10.28 14.3% 2.23 3.1% 71% False False 107,161
40 74.77 64.49 10.28 14.3% 1.81 2.5% 71% False False 81,959
60 74.77 60.67 14.10 19.6% 1.80 2.5% 79% False False 66,084
80 74.77 57.46 17.31 24.1% 1.70 2.4% 83% False False 55,167
100 74.77 56.24 18.53 25.8% 1.81 2.5% 84% False False 47,812
120 74.77 53.77 21.00 29.3% 1.78 2.5% 86% False False 41,873
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 75.57
2.618 74.20
1.618 73.36
1.000 72.84
0.618 72.52
HIGH 72.00
0.618 71.68
0.500 71.58
0.382 71.48
LOW 71.16
0.618 70.64
1.000 70.32
1.618 69.80
2.618 68.96
4.250 67.59
Fisher Pivots for day following 28-Jul-2021
Pivot 1 day 3 day
R1 71.72 71.51
PP 71.65 71.23
S1 71.58 70.95

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

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