NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 03-Aug-2021
Day Change Summary
Previous Current
02-Aug-2021 03-Aug-2021 Change Change % Previous Week
Open 73.11 70.86 -2.25 -3.1% 71.46
High 73.19 71.29 -1.90 -2.6% 73.52
Low 69.96 68.65 -1.31 -1.9% 69.90
Close 70.61 70.03 -0.58 -0.8% 73.23
Range 3.23 2.64 -0.59 -18.3% 3.62
ATR 2.00 2.05 0.05 2.3% 0.00
Volume 138,722 174,906 36,184 26.1% 525,385
Daily Pivots for day following 03-Aug-2021
Classic Woodie Camarilla DeMark
R4 77.91 76.61 71.48
R3 75.27 73.97 70.76
R2 72.63 72.63 70.51
R1 71.33 71.33 70.27 70.66
PP 69.99 69.99 69.99 69.66
S1 68.69 68.69 69.79 68.02
S2 67.35 67.35 69.55
S3 64.71 66.05 69.30
S4 62.07 63.41 68.58
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 68.65 4.87 7.0% 1.86 2.7% 28% False True 123,796
10 73.52 65.86 7.66 10.9% 1.91 2.7% 54% False False 119,859
20 73.94 64.49 9.45 13.5% 2.23 3.2% 59% False False 112,431
40 74.77 64.49 10.28 14.7% 1.91 2.7% 54% False False 92,053
60 74.77 60.67 14.10 20.1% 1.84 2.6% 66% False False 72,679
80 74.77 57.88 16.89 24.1% 1.74 2.5% 72% False False 60,581
100 74.77 56.24 18.53 26.5% 1.82 2.6% 74% False False 52,575
120 74.77 54.81 19.96 28.5% 1.82 2.6% 76% False False 45,808
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 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.51
2.618 78.20
1.618 75.56
1.000 73.93
0.618 72.92
HIGH 71.29
0.618 70.28
0.500 69.97
0.382 69.66
LOW 68.65
0.618 67.02
1.000 66.01
1.618 64.38
2.618 61.74
4.250 57.43
Fisher Pivots for day following 03-Aug-2021
Pivot 1 day 3 day
R1 70.01 71.09
PP 69.99 70.73
S1 69.97 70.38

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

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