NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 30-Aug-2021
Day Change Summary
Previous Current
27-Aug-2021 30-Aug-2021 Change Change % Previous Week
Open 67.75 69.30 1.55 2.3% 61.96
High 69.05 69.64 0.59 0.9% 69.05
Low 67.52 67.67 0.15 0.2% 61.74
Close 68.74 69.21 0.47 0.7% 68.74
Range 1.53 1.97 0.44 28.8% 7.31
ATR 2.18 2.17 -0.02 -0.7% 0.00
Volume 326,056 360,797 34,741 10.7% 1,757,262
Daily Pivots for day following 30-Aug-2021
Classic Woodie Camarilla DeMark
R4 74.75 73.95 70.29
R3 72.78 71.98 69.75
R2 70.81 70.81 69.57
R1 70.01 70.01 69.39 69.43
PP 68.84 68.84 68.84 68.55
S1 68.04 68.04 69.03 67.46
S2 66.87 66.87 68.85
S3 64.90 66.07 68.67
S4 62.93 64.10 68.13
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 69.64 65.41 4.23 6.1% 1.76 2.5% 90% True False 344,153
10 69.64 61.74 7.90 11.4% 2.19 3.2% 95% True False 359,680
20 71.29 61.74 9.55 13.8% 2.21 3.2% 78% False False 281,462
40 74.77 61.74 13.03 18.8% 2.25 3.2% 57% False False 195,558
60 74.77 61.74 13.03 18.8% 1.98 2.9% 57% False False 152,790
80 74.77 60.67 14.10 20.4% 1.92 2.8% 61% False False 123,161
100 74.77 57.88 16.89 24.4% 1.81 2.6% 67% False False 103,235
120 74.77 56.24 18.53 26.8% 1.88 2.7% 70% False False 89,320
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 78.01
2.618 74.80
1.618 72.83
1.000 71.61
0.618 70.86
HIGH 69.64
0.618 68.89
0.500 68.66
0.382 68.42
LOW 67.67
0.618 66.45
1.000 65.70
1.618 64.48
2.618 62.51
4.250 59.30
Fisher Pivots for day following 30-Aug-2021
Pivot 1 day 3 day
R1 69.03 68.92
PP 68.84 68.62
S1 68.66 68.33

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

View Archives - Comment on this page... - Back to Index of Symbols