NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 30-Jul-2021
Day Change Summary
Previous Current
29-Jul-2021 30-Jul-2021 Change Change % Previous Week
Open 71.80 72.75 0.95 1.3% 71.46
High 73.02 73.52 0.50 0.7% 73.52
Low 71.66 72.30 0.64 0.9% 69.90
Close 72.98 73.23 0.25 0.3% 73.23
Range 1.36 1.22 -0.14 -10.3% 3.62
ATR 1.96 1.90 -0.05 -2.7% 0.00
Volume 110,603 97,779 -12,824 -11.6% 525,385
Daily Pivots for day following 30-Jul-2021
Classic Woodie Camarilla DeMark
R4 76.68 76.17 73.90
R3 75.46 74.95 73.57
R2 74.24 74.24 73.45
R1 73.73 73.73 73.34 73.99
PP 73.02 73.02 73.02 73.14
S1 72.51 72.51 73.12 72.77
S2 71.80 71.80 73.01
S3 70.58 71.29 72.89
S4 69.36 70.07 72.56
Weekly Pivots for week ending 30-Jul-2021
Classic Woodie Camarilla DeMark
R4 83.08 81.77 75.22
R3 79.46 78.15 74.23
R2 75.84 75.84 73.89
R1 74.53 74.53 73.56 75.19
PP 72.22 72.22 72.22 72.54
S1 70.91 70.91 72.90 71.57
S2 68.60 68.60 72.57
S3 64.98 67.29 72.23
S4 61.36 63.67 71.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.52 69.90 3.62 4.9% 1.28 1.7% 92% True False 105,077
10 73.52 64.49 9.03 12.3% 2.13 2.9% 97% True False 119,199
20 74.77 64.49 10.28 14.0% 2.18 3.0% 85% False False 107,608
40 74.77 64.49 10.28 14.0% 1.82 2.5% 85% False False 85,990
60 74.77 60.67 14.10 19.3% 1.78 2.4% 89% False False 68,534
80 74.77 57.82 16.95 23.1% 1.69 2.3% 91% False False 57,288
100 74.77 56.24 18.53 25.3% 1.79 2.4% 92% False False 49,636
120 74.77 54.75 20.02 27.3% 1.78 2.4% 92% False False 43,447
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 0.32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.71
2.618 76.71
1.618 75.49
1.000 74.74
0.618 74.27
HIGH 73.52
0.618 73.05
0.500 72.91
0.382 72.77
LOW 72.30
0.618 71.55
1.000 71.08
1.618 70.33
2.618 69.11
4.250 67.12
Fisher Pivots for day following 30-Jul-2021
Pivot 1 day 3 day
R1 73.12 72.93
PP 73.02 72.64
S1 72.91 72.34

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

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