NYMEX Light Sweet Crude Oil Future December 2021


Trading Metrics calculated at close of trading on 12-Jul-2021
Day Change Summary
Previous Current
09-Jul-2021 12-Jul-2021 Change Change % Previous Week
Open 69.61 70.80 1.19 1.7% 71.54
High 70.94 71.02 0.08 0.1% 72.61
Low 69.09 69.55 0.46 0.7% 67.40
Close 70.79 70.58 -0.21 -0.3% 70.79
Range 1.85 1.47 -0.38 -20.5% 5.21
ATR 1.73 1.71 -0.02 -1.1% 0.00
Volume 73,342 66,779 -6,563 -8.9% 432,057
Daily Pivots for day following 12-Jul-2021
Classic Woodie Camarilla DeMark
R4 74.79 74.16 71.39
R3 73.32 72.69 70.98
R2 71.85 71.85 70.85
R1 71.22 71.22 70.71 70.80
PP 70.38 70.38 70.38 70.18
S1 69.75 69.75 70.45 69.33
S2 68.91 68.91 70.31
S3 67.44 68.28 70.18
S4 65.97 66.81 69.77
Weekly Pivots for week ending 09-Jul-2021
Classic Woodie Camarilla DeMark
R4 85.90 83.55 73.66
R3 80.69 78.34 72.22
R2 75.48 75.48 71.75
R1 73.13 73.13 71.27 71.70
PP 70.27 70.27 70.27 69.55
S1 67.92 67.92 70.31 66.49
S2 65.06 65.06 69.83
S3 59.85 62.71 69.36
S4 54.64 57.50 67.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.61 67.40 5.21 7.4% 2.45 3.5% 61% False False 99,767
10 72.61 67.40 5.21 7.4% 1.97 2.8% 61% False False 89,691
20 72.61 66.66 5.95 8.4% 1.65 2.3% 66% False False 85,278
40 72.61 59.83 12.78 18.1% 1.59 2.3% 84% False False 77,167
60 72.61 58.73 13.88 19.7% 1.55 2.2% 85% False False 70,710
80 72.61 55.54 17.07 24.2% 1.70 2.4% 88% False False 71,779
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.59
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 77.27
2.618 74.87
1.618 73.40
1.000 72.49
0.618 71.93
HIGH 71.02
0.618 70.46
0.500 70.29
0.382 70.11
LOW 69.55
0.618 68.64
1.000 68.08
1.618 67.17
2.618 65.70
4.250 63.30
Fisher Pivots for day following 12-Jul-2021
Pivot 1 day 3 day
R1 70.48 70.12
PP 70.38 69.67
S1 70.29 69.21

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

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