NYMEX Light Sweet Crude Oil Future October 2021
Trading Metrics calculated at close of trading on 11-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2021 |
11-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
66.62 |
68.28 |
1.66 |
2.5% |
73.11 |
High |
68.66 |
69.19 |
0.53 |
0.8% |
73.19 |
Low |
66.29 |
66.47 |
0.18 |
0.3% |
67.22 |
Close |
68.06 |
69.02 |
0.96 |
1.4% |
68.10 |
Range |
2.37 |
2.72 |
0.35 |
14.8% |
5.97 |
ATR |
2.18 |
2.21 |
0.04 |
1.8% |
0.00 |
Volume |
188,988 |
223,823 |
34,835 |
18.4% |
977,750 |
|
Daily Pivots for day following 11-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.39 |
75.42 |
70.52 |
|
R3 |
73.67 |
72.70 |
69.77 |
|
R2 |
70.95 |
70.95 |
69.52 |
|
R1 |
69.98 |
69.98 |
69.27 |
70.47 |
PP |
68.23 |
68.23 |
68.23 |
68.47 |
S1 |
67.26 |
67.26 |
68.77 |
67.75 |
S2 |
65.51 |
65.51 |
68.52 |
|
S3 |
62.79 |
64.54 |
68.27 |
|
S4 |
60.07 |
61.82 |
67.52 |
|
|
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 |
69.87 |
65.00 |
4.87 |
7.1% |
2.35 |
3.4% |
83% |
False |
False |
216,111 |
10 |
73.52 |
65.00 |
8.52 |
12.3% |
2.30 |
3.3% |
47% |
False |
False |
184,616 |
20 |
73.52 |
64.49 |
9.03 |
13.1% |
2.25 |
3.3% |
50% |
False |
False |
150,884 |
40 |
74.77 |
64.49 |
10.28 |
14.9% |
2.07 |
3.0% |
44% |
False |
False |
116,382 |
60 |
74.77 |
60.67 |
14.10 |
20.4% |
1.91 |
2.8% |
59% |
False |
False |
91,646 |
80 |
74.77 |
59.55 |
15.22 |
22.1% |
1.82 |
2.6% |
62% |
False |
False |
75,578 |
100 |
74.77 |
56.24 |
18.53 |
26.8% |
1.84 |
2.7% |
69% |
False |
False |
64,771 |
120 |
74.77 |
56.24 |
18.53 |
26.8% |
1.88 |
2.7% |
69% |
False |
False |
56,180 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.75 |
2.618 |
76.31 |
1.618 |
73.59 |
1.000 |
71.91 |
0.618 |
70.87 |
HIGH |
69.19 |
0.618 |
68.15 |
0.500 |
67.83 |
0.382 |
67.51 |
LOW |
66.47 |
0.618 |
64.79 |
1.000 |
63.75 |
1.618 |
62.07 |
2.618 |
59.35 |
4.250 |
54.91 |
|
|
Fisher Pivots for day following 11-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
68.62 |
68.38 |
PP |
68.23 |
67.74 |
S1 |
67.83 |
67.10 |
|