NYMEX Light Sweet Crude Oil Future December 2021


Trading Metrics calculated at close of trading on 05-Aug-2021
Day Change Summary
Previous Current
04-Aug-2021 05-Aug-2021 Change Change % Previous Week
Open 68.79 66.77 -2.02 -2.9% 69.63
High 69.11 67.97 -1.14 -1.6% 71.85
Low 66.59 66.32 -0.27 -0.4% 68.26
Close 66.84 67.84 1.00 1.5% 71.57
Range 2.52 1.65 -0.87 -34.5% 3.59
ATR 1.97 1.94 -0.02 -1.1% 0.00
Volume 138,548 81,324 -57,224 -41.3% 315,388
Daily Pivots for day following 05-Aug-2021
Classic Woodie Camarilla DeMark
R4 72.33 71.73 68.75
R3 70.68 70.08 68.29
R2 69.03 69.03 68.14
R1 68.43 68.43 67.99 68.73
PP 67.38 67.38 67.38 67.53
S1 66.78 66.78 67.69 67.08
S2 65.73 65.73 67.54
S3 64.08 65.13 67.39
S4 62.43 63.48 66.93
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 66.32 5.53 8.2% 2.15 3.2% 27% False True 91,602
10 71.85 66.32 5.53 8.2% 1.66 2.4% 27% False True 75,903
20 72.17 63.37 8.80 13.0% 2.03 3.0% 51% False False 86,444
40 72.61 63.37 9.24 13.6% 1.82 2.7% 48% False False 86,687
60 72.61 59.83 12.78 18.8% 1.75 2.6% 63% False False 80,301
80 72.61 58.73 13.88 20.5% 1.67 2.5% 66% False False 74,982
100 72.61 55.54 17.07 25.2% 1.75 2.6% 72% False False 74,502
Crabel Price Patterns
NR True
NR4 True
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 0.29
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 74.98
2.618 72.29
1.618 70.64
1.000 69.62
0.618 68.99
HIGH 67.97
0.618 67.34
0.500 67.15
0.382 66.95
LOW 66.32
0.618 65.30
1.000 64.67
1.618 63.65
2.618 62.00
4.250 59.31
Fisher Pivots for day following 05-Aug-2021
Pivot 1 day 3 day
R1 67.61 68.08
PP 67.38 68.00
S1 67.15 67.92

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

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