NYMEX Light Sweet Crude Oil Future December 2021


Trading Metrics calculated at close of trading on 24-Aug-2021
Day Change Summary
Previous Current
23-Aug-2021 24-Aug-2021 Change Change % Previous Week
Open 61.11 64.93 3.82 6.3% 66.78
High 65.23 67.07 1.84 2.8% 67.22
Low 61.11 64.75 3.64 6.0% 61.19
Close 64.96 66.86 1.90 2.9% 61.49
Range 4.12 2.32 -1.80 -43.7% 6.03
ATR 2.22 2.23 0.01 0.3% 0.00
Volume 115,164 93,408 -21,756 -18.9% 442,301
Daily Pivots for day following 24-Aug-2021
Classic Woodie Camarilla DeMark
R4 73.19 72.34 68.14
R3 70.87 70.02 67.50
R2 68.55 68.55 67.29
R1 67.70 67.70 67.07 68.13
PP 66.23 66.23 66.23 66.44
S1 65.38 65.38 66.65 65.81
S2 63.91 63.91 66.43
S3 61.59 63.06 66.22
S4 59.27 60.74 65.58
Weekly Pivots for week ending 20-Aug-2021
Classic Woodie Camarilla DeMark
R4 81.39 77.47 64.81
R3 75.36 71.44 63.15
R2 69.33 69.33 62.60
R1 65.41 65.41 62.04 64.36
PP 63.30 63.30 63.30 62.77
S1 59.38 59.38 60.94 58.33
S2 57.27 57.27 60.38
S3 51.24 53.35 59.83
S4 45.21 47.32 58.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 67.07 61.11 5.96 8.9% 2.72 4.1% 96% True False 102,538
10 68.52 61.11 7.41 11.1% 2.24 3.3% 78% False False 86,757
20 71.85 61.11 10.74 16.1% 2.11 3.2% 54% False False 88,206
40 72.61 61.11 11.50 17.2% 2.12 3.2% 50% False False 90,351
60 72.61 61.11 11.50 17.2% 1.85 2.8% 50% False False 84,463
80 72.61 59.83 12.78 19.1% 1.81 2.7% 55% False False 80,183
100 72.61 56.15 16.46 24.6% 1.74 2.6% 65% False False 76,364
120 72.61 55.54 17.07 25.5% 1.80 2.7% 66% False False 75,791
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 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 76.93
2.618 73.14
1.618 70.82
1.000 69.39
0.618 68.50
HIGH 67.07
0.618 66.18
0.500 65.91
0.382 65.64
LOW 64.75
0.618 63.32
1.000 62.43
1.618 61.00
2.618 58.68
4.250 54.89
Fisher Pivots for day following 24-Aug-2021
Pivot 1 day 3 day
R1 66.54 65.94
PP 66.23 65.01
S1 65.91 64.09

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

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