NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 02-Aug-2021
Day Change Summary
Previous Current
30-Jul-2021 02-Aug-2021 Change Change % Previous Week
Open 72.75 73.11 0.36 0.5% 71.46
High 73.52 73.19 -0.33 -0.4% 73.52
Low 72.30 69.96 -2.34 -3.2% 69.90
Close 73.23 70.61 -2.62 -3.6% 73.23
Range 1.22 3.23 2.01 164.8% 3.62
ATR 1.90 2.00 0.10 5.1% 0.00
Volume 97,779 138,722 40,943 41.9% 525,385
Daily Pivots for day following 02-Aug-2021
Classic Woodie Camarilla DeMark
R4 80.94 79.01 72.39
R3 77.71 75.78 71.50
R2 74.48 74.48 71.20
R1 72.55 72.55 70.91 71.90
PP 71.25 71.25 71.25 70.93
S1 69.32 69.32 70.31 68.67
S2 68.02 68.02 70.02
S3 64.79 66.09 69.72
S4 61.56 62.86 68.83
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 69.96 3.56 5.0% 1.56 2.2% 18% False True 111,640
10 73.52 64.49 9.03 12.8% 1.89 2.7% 68% False False 117,317
20 74.77 64.49 10.28 14.6% 2.29 3.2% 60% False False 109,654
40 74.77 64.49 10.28 14.6% 1.87 2.6% 60% False False 88,454
60 74.77 60.67 14.10 20.0% 1.82 2.6% 70% False False 70,394
80 74.77 57.88 16.89 23.9% 1.71 2.4% 75% False False 58,678
100 74.77 56.24 18.53 26.2% 1.81 2.6% 78% False False 50,892
120 74.77 54.81 19.96 28.3% 1.80 2.6% 79% False False 44,488
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 86.92
2.618 81.65
1.618 78.42
1.000 76.42
0.618 75.19
HIGH 73.19
0.618 71.96
0.500 71.58
0.382 71.19
LOW 69.96
0.618 67.96
1.000 66.73
1.618 64.73
2.618 61.50
4.250 56.23
Fisher Pivots for day following 02-Aug-2021
Pivot 1 day 3 day
R1 71.58 71.74
PP 71.25 71.36
S1 70.93 70.99

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

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