NYMEX Light Sweet Crude Oil Future December 2021


Trading Metrics calculated at close of trading on 03-Aug-2021
Day Change Summary
Previous Current
02-Aug-2021 03-Aug-2021 Change Change % Previous Week
Open 71.44 69.53 -1.91 -2.7% 69.63
High 71.53 69.84 -1.69 -2.4% 71.85
Low 68.52 67.41 -1.11 -1.6% 68.26
Close 69.15 68.79 -0.36 -0.5% 71.57
Range 3.01 2.43 -0.58 -19.3% 3.59
ATR 1.88 1.92 0.04 2.1% 0.00
Volume 74,048 98,019 23,971 32.4% 315,388
Daily Pivots for day following 03-Aug-2021
Classic Woodie Camarilla DeMark
R4 75.97 74.81 70.13
R3 73.54 72.38 69.46
R2 71.11 71.11 69.24
R1 69.95 69.95 69.01 69.32
PP 68.68 68.68 68.68 68.36
S1 67.52 67.52 68.57 66.89
S2 66.25 66.25 68.34
S3 63.82 65.09 68.12
S4 61.39 62.66 67.45
Weekly Pivots for week ending 30-Jul-2021
Classic Woodie Camarilla DeMark
R4 81.33 80.04 73.54
R3 77.74 76.45 72.56
R2 74.15 74.15 72.23
R1 72.86 72.86 71.90 73.51
PP 70.56 70.56 70.56 70.88
S1 69.27 69.27 71.24 69.92
S2 66.97 66.97 70.91
S3 63.38 65.68 70.58
S4 59.79 62.09 69.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.85 67.41 4.44 6.5% 1.75 2.5% 31% False True 71,525
10 71.85 64.51 7.34 10.7% 1.80 2.6% 58% False False 74,371
20 72.17 63.37 8.80 12.8% 2.10 3.1% 62% False False 85,239
40 72.61 63.37 9.24 13.4% 1.78 2.6% 59% False False 84,323
60 72.61 59.83 12.78 18.6% 1.73 2.5% 70% False False 78,699
80 72.61 57.15 15.46 22.5% 1.65 2.4% 75% False False 73,569
100 72.61 55.54 17.07 24.8% 1.74 2.5% 78% False False 73,079
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 80.17
2.618 76.20
1.618 73.77
1.000 72.27
0.618 71.34
HIGH 69.84
0.618 68.91
0.500 68.63
0.382 68.34
LOW 67.41
0.618 65.91
1.000 64.98
1.618 63.48
2.618 61.05
4.250 57.08
Fisher Pivots for day following 03-Aug-2021
Pivot 1 day 3 day
R1 68.74 69.63
PP 68.68 69.35
S1 68.63 69.07

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

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