NYMEX Light Sweet Crude Oil Future December 2021


Trading Metrics calculated at close of trading on 11-Aug-2021
Day Change Summary
Previous Current
10-Aug-2021 11-Aug-2021 Change Change % Previous Week
Open 65.95 67.42 1.47 2.2% 71.44
High 67.79 68.32 0.53 0.8% 71.53
Low 65.54 65.73 0.19 0.3% 66.32
Close 67.24 68.18 0.94 1.4% 67.37
Range 2.25 2.59 0.34 15.1% 5.21
ATR 2.04 2.08 0.04 1.9% 0.00
Volume 91,677 87,757 -3,920 -4.3% 501,214
Daily Pivots for day following 11-Aug-2021
Classic Woodie Camarilla DeMark
R4 75.18 74.27 69.60
R3 72.59 71.68 68.89
R2 70.00 70.00 68.65
R1 69.09 69.09 68.42 69.55
PP 67.41 67.41 67.41 67.64
S1 66.50 66.50 67.94 66.96
S2 64.82 64.82 67.71
S3 62.23 63.91 67.47
S4 59.64 61.32 66.76
Weekly Pivots for week ending 06-Aug-2021
Classic Woodie Camarilla DeMark
R4 84.04 80.91 70.24
R3 78.83 75.70 68.80
R2 73.62 73.62 68.33
R1 70.49 70.49 67.85 69.45
PP 68.41 68.41 68.41 67.89
S1 65.28 65.28 66.89 64.24
S2 63.20 63.20 66.41
S3 57.99 60.07 65.94
S4 52.78 54.86 64.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.95 64.39 4.56 6.7% 2.22 3.3% 83% False False 97,627
10 71.85 64.39 7.46 10.9% 2.15 3.2% 51% False False 92,806
20 71.85 63.37 8.48 12.4% 2.11 3.1% 57% False False 89,701
40 72.61 63.37 9.24 13.6% 1.94 2.8% 52% False False 89,002
60 72.61 59.83 12.78 18.7% 1.79 2.6% 65% False False 82,755
80 72.61 58.73 13.88 20.4% 1.72 2.5% 68% False False 76,740
100 72.61 55.54 17.07 25.0% 1.75 2.6% 74% False False 75,311
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 79.33
2.618 75.10
1.618 72.51
1.000 70.91
0.618 69.92
HIGH 68.32
0.618 67.33
0.500 67.03
0.382 66.72
LOW 65.73
0.618 64.13
1.000 63.14
1.618 61.54
2.618 58.95
4.250 54.72
Fisher Pivots for day following 11-Aug-2021
Pivot 1 day 3 day
R1 67.80 67.57
PP 67.41 66.96
S1 67.03 66.36

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

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