NYMEX Light Sweet Crude Oil Future December 2021


Trading Metrics calculated at close of trading on 27-Jul-2021
Day Change Summary
Previous Current
26-Jul-2021 27-Jul-2021 Change Change % Previous Week
Open 69.63 70.02 0.39 0.6% 68.94
High 70.04 70.19 0.15 0.2% 69.73
Low 68.26 69.12 0.86 1.3% 63.37
Close 69.74 69.60 -0.14 -0.2% 69.66
Range 1.78 1.07 -0.71 -39.9% 6.36
ATR 2.03 1.96 -0.07 -3.4% 0.00
Volume 66,768 63,059 -3,709 -5.6% 512,615
Daily Pivots for day following 27-Jul-2021
Classic Woodie Camarilla DeMark
R4 72.85 72.29 70.19
R3 71.78 71.22 69.89
R2 70.71 70.71 69.80
R1 70.15 70.15 69.70 69.90
PP 69.64 69.64 69.64 69.51
S1 69.08 69.08 69.50 68.83
S2 68.57 68.57 69.40
S3 67.50 68.01 69.31
S4 66.43 66.94 69.01
Weekly Pivots for week ending 23-Jul-2021
Classic Woodie Camarilla DeMark
R4 86.67 84.52 73.16
R3 80.31 78.16 71.41
R2 73.95 73.95 70.83
R1 71.80 71.80 70.24 72.88
PP 67.59 67.59 67.59 68.12
S1 65.44 65.44 69.08 66.52
S2 61.23 61.23 68.49
S3 54.87 59.08 67.91
S4 48.51 52.72 66.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 70.19 64.51 5.68 8.2% 1.84 2.6% 90% True False 77,216
10 72.17 63.37 8.80 12.6% 2.27 3.3% 71% False False 91,428
20 72.61 63.37 9.24 13.3% 2.13 3.1% 67% False False 92,497
40 72.61 63.37 9.24 13.3% 1.73 2.5% 67% False False 82,591
60 72.61 59.83 12.78 18.4% 1.71 2.5% 76% False False 77,509
80 72.61 56.15 16.46 23.6% 1.64 2.4% 82% False False 73,404
100 72.61 55.54 17.07 24.5% 1.74 2.5% 82% False False 73,308
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 74.74
2.618 72.99
1.618 71.92
1.000 71.26
0.618 70.85
HIGH 70.19
0.618 69.78
0.500 69.66
0.382 69.53
LOW 69.12
0.618 68.46
1.000 68.05
1.618 67.39
2.618 66.32
4.250 64.57
Fisher Pivots for day following 27-Jul-2021
Pivot 1 day 3 day
R1 69.66 69.48
PP 69.64 69.35
S1 69.62 69.23

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

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