NYMEX Light Sweet Crude Oil Future December 2021


Trading Metrics calculated at close of trading on 28-Jul-2021
Day Change Summary
Previous Current
27-Jul-2021 28-Jul-2021 Change Change % Previous Week
Open 70.02 69.80 -0.22 -0.3% 68.94
High 70.19 70.41 0.22 0.3% 69.73
Low 69.12 69.59 0.47 0.7% 63.37
Close 69.60 70.17 0.57 0.8% 69.66
Range 1.07 0.82 -0.25 -23.4% 6.36
ATR 1.96 1.88 -0.08 -4.2% 0.00
Volume 63,059 56,246 -6,813 -10.8% 512,615
Daily Pivots for day following 28-Jul-2021
Classic Woodie Camarilla DeMark
R4 72.52 72.16 70.62
R3 71.70 71.34 70.40
R2 70.88 70.88 70.32
R1 70.52 70.52 70.25 70.70
PP 70.06 70.06 70.06 70.15
S1 69.70 69.70 70.09 69.88
S2 69.24 69.24 70.02
S3 68.42 68.88 69.94
S4 67.60 68.06 69.72
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 70.41 67.56 2.85 4.1% 1.28 1.8% 92% True False 66,441
10 70.41 63.37 7.04 10.0% 2.06 2.9% 97% True False 86,595
20 72.61 63.37 9.24 13.2% 2.09 3.0% 74% False False 92,763
40 72.61 63.37 9.24 13.2% 1.69 2.4% 74% False False 81,871
60 72.61 59.83 12.78 18.2% 1.69 2.4% 81% False False 77,905
80 72.61 56.88 15.73 22.4% 1.61 2.3% 84% False False 73,249
100 72.61 55.54 17.07 24.3% 1.73 2.5% 86% False False 72,829
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 73.90
2.618 72.56
1.618 71.74
1.000 71.23
0.618 70.92
HIGH 70.41
0.618 70.10
0.500 70.00
0.382 69.90
LOW 69.59
0.618 69.08
1.000 68.77
1.618 68.26
2.618 67.44
4.250 66.11
Fisher Pivots for day following 28-Jul-2021
Pivot 1 day 3 day
R1 70.11 69.89
PP 70.06 69.61
S1 70.00 69.34

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

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