NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 24-Aug-2021
Day Change Summary
Previous Current
23-Aug-2021 24-Aug-2021 Change Change % Previous Week
Open 61.96 65.54 3.58 5.8% 67.63
High 66.00 67.80 1.80 2.7% 68.03
Low 61.74 65.41 3.67 5.9% 61.82
Close 65.64 67.54 1.90 2.9% 62.14
Range 4.26 2.39 -1.87 -43.9% 6.21
ATR 2.34 2.35 0.00 0.1% 0.00
Volume 397,290 335,888 -61,402 -15.5% 1,684,324
Daily Pivots for day following 24-Aug-2021
Classic Woodie Camarilla DeMark
R4 74.09 73.20 68.85
R3 71.70 70.81 68.20
R2 69.31 69.31 67.98
R1 68.42 68.42 67.76 68.87
PP 66.92 66.92 66.92 67.14
S1 66.03 66.03 67.32 66.48
S2 64.53 64.53 67.10
S3 62.14 63.64 66.88
S4 59.75 61.25 66.23
Weekly Pivots for week ending 20-Aug-2021
Classic Woodie Camarilla DeMark
R4 82.63 78.59 65.56
R3 76.42 72.38 63.85
R2 70.21 70.21 63.28
R1 66.17 66.17 62.71 65.09
PP 64.00 64.00 64.00 63.45
S1 59.96 59.96 61.57 58.88
S2 57.79 57.79 61.00
S3 51.58 53.75 60.43
S4 45.37 47.54 58.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 67.80 61.74 6.06 9.0% 2.82 4.2% 96% True False 395,902
10 69.39 61.74 7.65 11.3% 2.33 3.4% 76% False False 296,913
20 73.52 61.74 11.78 17.4% 2.22 3.3% 49% False False 234,422
40 74.77 61.74 13.03 19.3% 2.25 3.3% 45% False False 169,240
60 74.77 61.74 13.03 19.3% 1.97 2.9% 45% False False 131,780
80 74.77 60.67 14.10 20.9% 1.91 2.8% 49% False False 107,214
100 74.77 56.80 17.97 26.6% 1.83 2.7% 60% False False 90,352
120 74.77 56.24 18.53 27.4% 1.89 2.8% 61% False False 78,282
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 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.96
2.618 74.06
1.618 71.67
1.000 70.19
0.618 69.28
HIGH 67.80
0.618 66.89
0.500 66.61
0.382 66.32
LOW 65.41
0.618 63.93
1.000 63.02
1.618 61.54
2.618 59.15
4.250 55.25
Fisher Pivots for day following 24-Aug-2021
Pivot 1 day 3 day
R1 67.23 66.62
PP 66.92 65.69
S1 66.61 64.77

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

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