NYMEX Light Sweet Crude Oil Future October 2021
| Trading Metrics calculated at close of trading on 27-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2021 |
27-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
68.00 |
67.75 |
-0.25 |
-0.4% |
61.96 |
| High |
68.31 |
69.05 |
0.74 |
1.1% |
69.05 |
| Low |
67.02 |
67.52 |
0.50 |
0.7% |
61.74 |
| Close |
67.42 |
68.74 |
1.32 |
2.0% |
68.74 |
| Range |
1.29 |
1.53 |
0.24 |
18.6% |
7.31 |
| ATR |
2.23 |
2.18 |
-0.04 |
-1.9% |
0.00 |
| Volume |
344,286 |
326,056 |
-18,230 |
-5.3% |
1,757,262 |
|
| Daily Pivots for day following 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.03 |
72.41 |
69.58 |
|
| R3 |
71.50 |
70.88 |
69.16 |
|
| R2 |
69.97 |
69.97 |
69.02 |
|
| R1 |
69.35 |
69.35 |
68.88 |
69.66 |
| PP |
68.44 |
68.44 |
68.44 |
68.59 |
| S1 |
67.82 |
67.82 |
68.60 |
68.13 |
| S2 |
66.91 |
66.91 |
68.46 |
|
| S3 |
65.38 |
66.29 |
68.32 |
|
| S4 |
63.85 |
64.76 |
67.90 |
|
|
| Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.44 |
85.90 |
72.76 |
|
| R3 |
81.13 |
78.59 |
70.75 |
|
| R2 |
73.82 |
73.82 |
70.08 |
|
| R1 |
71.28 |
71.28 |
69.41 |
72.55 |
| PP |
66.51 |
66.51 |
66.51 |
67.15 |
| S1 |
63.97 |
63.97 |
68.07 |
65.24 |
| S2 |
59.20 |
59.20 |
67.40 |
|
| S3 |
51.89 |
56.66 |
66.73 |
|
| S4 |
44.58 |
49.35 |
64.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
69.05 |
61.74 |
7.31 |
10.6% |
2.22 |
3.2% |
96% |
True |
False |
351,452 |
| 10 |
69.05 |
61.74 |
7.31 |
10.6% |
2.24 |
3.3% |
96% |
True |
False |
344,158 |
| 20 |
73.19 |
61.74 |
11.45 |
16.7% |
2.27 |
3.3% |
61% |
False |
False |
270,358 |
| 40 |
74.77 |
61.74 |
13.03 |
19.0% |
2.23 |
3.2% |
54% |
False |
False |
188,983 |
| 60 |
74.77 |
61.74 |
13.03 |
19.0% |
1.97 |
2.9% |
54% |
False |
False |
147,446 |
| 80 |
74.77 |
60.67 |
14.10 |
20.5% |
1.91 |
2.8% |
57% |
False |
False |
118,990 |
| 100 |
74.77 |
57.82 |
16.95 |
24.7% |
1.80 |
2.6% |
64% |
False |
False |
99,902 |
| 120 |
74.77 |
56.24 |
18.53 |
27.0% |
1.87 |
2.7% |
67% |
False |
False |
86,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.55 |
|
2.618 |
73.06 |
|
1.618 |
71.53 |
|
1.000 |
70.58 |
|
0.618 |
70.00 |
|
HIGH |
69.05 |
|
0.618 |
68.47 |
|
0.500 |
68.29 |
|
0.382 |
68.10 |
|
LOW |
67.52 |
|
0.618 |
66.57 |
|
1.000 |
65.99 |
|
1.618 |
65.04 |
|
2.618 |
63.51 |
|
4.250 |
61.02 |
|
|
| Fisher Pivots for day following 27-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
68.59 |
68.49 |
| PP |
68.44 |
68.24 |
| S1 |
68.29 |
67.99 |
|