NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 16-Aug-2021
Day Change Summary
Previous Current
13-Aug-2021 16-Aug-2021 Change Change % Previous Week
Open 68.75 67.63 -1.12 -1.6% 67.62
High 68.99 68.03 -0.96 -1.4% 69.39
Low 67.55 65.51 -2.04 -3.0% 65.00
Close 68.21 67.05 -1.16 -1.7% 68.21
Range 1.44 2.52 1.08 75.0% 4.39
ATR 2.09 2.13 0.04 2.1% 0.00
Volume 145,274 205,578 60,304 41.5% 987,841
Daily Pivots for day following 16-Aug-2021
Classic Woodie Camarilla DeMark
R4 74.42 73.26 68.44
R3 71.90 70.74 67.74
R2 69.38 69.38 67.51
R1 68.22 68.22 67.28 67.54
PP 66.86 66.86 66.86 66.53
S1 65.70 65.70 66.82 65.02
S2 64.34 64.34 66.59
S3 61.82 63.18 66.36
S4 59.30 60.66 65.66
Weekly Pivots for week ending 13-Aug-2021
Classic Woodie Camarilla DeMark
R4 80.70 78.85 70.62
R3 76.31 74.46 69.42
R2 71.92 71.92 69.01
R1 70.07 70.07 68.61 71.00
PP 67.53 67.53 67.53 68.00
S1 65.68 65.68 67.81 66.61
S2 63.14 63.14 67.41
S3 58.75 61.29 67.00
S4 54.36 56.90 65.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.39 65.51 3.88 5.8% 2.04 3.0% 40% False True 189,240
10 71.29 65.00 6.29 9.4% 2.23 3.3% 33% False False 203,244
20 73.52 64.49 9.03 13.5% 2.06 3.1% 28% False False 160,280
40 74.77 64.49 10.28 15.3% 2.07 3.1% 25% False False 125,615
60 74.77 60.67 14.10 21.0% 1.86 2.8% 45% False False 98,911
80 74.77 59.55 15.22 22.7% 1.82 2.7% 49% False False 81,320
100 74.77 56.33 18.44 27.5% 1.81 2.7% 58% False False 69,472
120 74.77 56.24 18.53 27.6% 1.87 2.8% 58% False False 60,404
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.46
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 78.74
2.618 74.63
1.618 72.11
1.000 70.55
0.618 69.59
HIGH 68.03
0.618 67.07
0.500 66.77
0.382 66.47
LOW 65.51
0.618 63.95
1.000 62.99
1.618 61.43
2.618 58.91
4.250 54.80
Fisher Pivots for day following 16-Aug-2021
Pivot 1 day 3 day
R1 66.96 67.45
PP 66.86 67.32
S1 66.77 67.18

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

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