NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 10-Aug-2021
Day Change Summary
Previous Current
09-Aug-2021 10-Aug-2021 Change Change % Previous Week
Open 67.62 66.62 -1.00 -1.5% 73.11
High 67.67 68.66 0.99 1.5% 73.19
Low 65.00 66.29 1.29 2.0% 67.22
Close 66.30 68.06 1.76 2.7% 68.10
Range 2.67 2.37 -0.30 -11.2% 5.97
ATR 2.16 2.18 0.01 0.7% 0.00
Volume 247,218 188,988 -58,230 -23.6% 977,750
Daily Pivots for day following 10-Aug-2021
Classic Woodie Camarilla DeMark
R4 74.78 73.79 69.36
R3 72.41 71.42 68.71
R2 70.04 70.04 68.49
R1 69.05 69.05 68.28 69.55
PP 67.67 67.67 67.67 67.92
S1 66.68 66.68 67.84 67.18
S2 65.30 65.30 67.63
S3 62.93 64.31 67.41
S4 60.56 61.94 66.76
Weekly Pivots for week ending 06-Aug-2021
Classic Woodie Camarilla DeMark
R4 87.41 83.73 71.38
R3 81.44 77.76 69.74
R2 75.47 75.47 69.19
R1 71.79 71.79 68.65 70.65
PP 69.50 69.50 69.50 68.93
S1 65.82 65.82 67.55 64.68
S2 63.53 63.53 67.01
S3 57.56 59.85 66.46
S4 51.59 53.88 64.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 70.31 65.00 5.31 7.8% 2.37 3.5% 58% False False 220,065
10 73.52 65.00 8.52 12.5% 2.11 3.1% 36% False False 171,930
20 73.94 64.49 9.45 13.9% 2.27 3.3% 38% False False 146,306
40 74.77 64.49 10.28 15.1% 2.04 3.0% 35% False False 112,072
60 74.77 60.67 14.10 20.7% 1.89 2.8% 52% False False 88,324
80 74.77 59.55 15.22 22.4% 1.80 2.6% 56% False False 72,985
100 74.77 56.24 18.53 27.2% 1.84 2.7% 64% False False 62,855
120 74.77 55.73 19.04 28.0% 1.87 2.7% 65% False False 54,501
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 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 78.73
2.618 74.86
1.618 72.49
1.000 71.03
0.618 70.12
HIGH 68.66
0.618 67.75
0.500 67.48
0.382 67.20
LOW 66.29
0.618 64.83
1.000 63.92
1.618 62.46
2.618 60.09
4.250 56.22
Fisher Pivots for day following 10-Aug-2021
Pivot 1 day 3 day
R1 67.87 67.85
PP 67.67 67.64
S1 67.48 67.44

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

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