NYMEX Light Sweet Crude Oil Future December 2021


Trading Metrics calculated at close of trading on 12-Aug-2021
Day Change Summary
Previous Current
11-Aug-2021 12-Aug-2021 Change Change % Previous Week
Open 67.42 68.34 0.92 1.4% 71.44
High 68.32 68.52 0.20 0.3% 71.53
Low 65.73 67.38 1.65 2.5% 66.32
Close 68.18 68.11 -0.07 -0.1% 67.37
Range 2.59 1.14 -1.45 -56.0% 5.21
ATR 2.08 2.01 -0.07 -3.2% 0.00
Volume 87,757 70,195 -17,562 -20.0% 501,214
Daily Pivots for day following 12-Aug-2021
Classic Woodie Camarilla DeMark
R4 71.42 70.91 68.74
R3 70.28 69.77 68.42
R2 69.14 69.14 68.32
R1 68.63 68.63 68.21 68.32
PP 68.00 68.00 68.00 67.85
S1 67.49 67.49 68.01 67.18
S2 66.86 66.86 67.90
S3 65.72 66.35 67.80
S4 64.58 65.21 67.48
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% 2.11 3.1% 82% False False 95,401
10 71.85 64.39 7.46 11.0% 2.13 3.1% 50% False False 93,502
20 71.85 63.37 8.48 12.5% 2.10 3.1% 56% False False 88,460
40 72.61 63.37 9.24 13.6% 1.94 2.8% 51% False False 88,368
60 72.61 59.83 12.78 18.8% 1.76 2.6% 65% False False 82,582
80 72.61 58.73 13.88 20.4% 1.71 2.5% 68% False False 76,771
100 72.61 55.54 17.07 25.1% 1.75 2.6% 74% False False 75,498
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 True
Stretch 0.41
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 73.37
2.618 71.50
1.618 70.36
1.000 69.66
0.618 69.22
HIGH 68.52
0.618 68.08
0.500 67.95
0.382 67.82
LOW 67.38
0.618 66.68
1.000 66.24
1.618 65.54
2.618 64.40
4.250 62.54
Fisher Pivots for day following 12-Aug-2021
Pivot 1 day 3 day
R1 68.06 67.75
PP 68.00 67.39
S1 67.95 67.03

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

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