NYMEX Light Sweet Crude Oil Future January 2022


Trading Metrics calculated at close of trading on 23-Jul-2021
Day Change Summary
Previous Current
22-Jul-2021 23-Jul-2021 Change Change % Previous Week
Open 67.35 68.46 1.11 1.6% 68.17
High 68.73 68.94 0.21 0.3% 68.94
Low 66.90 68.20 1.30 1.9% 63.02
Close 68.63 68.88 0.25 0.4% 68.88
Range 1.83 0.74 -1.09 -59.6% 5.92
ATR 2.01 1.92 -0.09 -4.5% 0.00
Volume 30,772 20,126 -10,646 -34.6% 170,972
Daily Pivots for day following 23-Jul-2021
Classic Woodie Camarilla DeMark
R4 70.89 70.63 69.29
R3 70.15 69.89 69.08
R2 69.41 69.41 69.02
R1 69.15 69.15 68.95 69.28
PP 68.67 68.67 68.67 68.74
S1 68.41 68.41 68.81 68.54
S2 67.93 67.93 68.74
S3 67.19 67.67 68.68
S4 66.45 66.93 68.47
Weekly Pivots for week ending 23-Jul-2021
Classic Woodie Camarilla DeMark
R4 84.71 82.71 72.14
R3 78.79 76.79 70.51
R2 72.87 72.87 69.97
R1 70.87 70.87 69.42 71.87
PP 66.95 66.95 66.95 67.45
S1 64.95 64.95 68.34 65.95
S2 61.03 61.03 67.79
S3 55.11 59.03 67.25
S4 49.19 53.11 65.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.94 63.02 5.92 8.6% 2.59 3.8% 99% True False 34,194
10 71.38 63.02 8.36 12.1% 2.16 3.1% 70% False False 27,331
20 71.71 63.02 8.69 12.6% 1.99 2.9% 67% False False 22,924
40 71.71 62.85 8.86 12.9% 1.58 2.3% 68% False False 16,345
60 71.71 59.63 12.08 17.5% 1.56 2.3% 77% False False 13,278
80 71.71 55.89 15.82 23.0% 1.51 2.2% 82% False False 11,788
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 False
Stretch 0.33
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 72.09
2.618 70.88
1.618 70.14
1.000 69.68
0.618 69.40
HIGH 68.94
0.618 68.66
0.500 68.57
0.382 68.48
LOW 68.20
0.618 67.74
1.000 67.46
1.618 67.00
2.618 66.26
4.250 65.06
Fisher Pivots for day following 23-Jul-2021
Pivot 1 day 3 day
R1 68.78 68.10
PP 68.67 67.32
S1 68.57 66.54

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

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