NYMEX Light Sweet Crude Oil Future January 2022


Trading Metrics calculated at close of trading on 27-Jul-2021
Day Change Summary
Previous Current
26-Jul-2021 27-Jul-2021 Change Change % Previous Week
Open 69.00 69.30 0.30 0.4% 68.17
High 69.24 69.40 0.16 0.2% 68.94
Low 67.58 68.39 0.81 1.2% 63.02
Close 68.98 68.85 -0.13 -0.2% 68.88
Range 1.66 1.01 -0.65 -39.2% 5.92
ATR 1.90 1.84 -0.06 -3.3% 0.00
Volume 24,210 26,936 2,726 11.3% 170,972
Daily Pivots for day following 27-Jul-2021
Classic Woodie Camarilla DeMark
R4 71.91 71.39 69.41
R3 70.90 70.38 69.13
R2 69.89 69.89 69.04
R1 69.37 69.37 68.94 69.13
PP 68.88 68.88 68.88 68.76
S1 68.36 68.36 68.76 68.12
S2 67.87 67.87 68.66
S3 66.86 67.35 68.57
S4 65.85 66.34 68.29
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 69.40 64.14 5.26 7.6% 1.72 2.5% 90% True False 29,132
10 71.38 63.02 8.36 12.1% 2.13 3.1% 70% False False 28,030
20 71.71 63.02 8.69 12.6% 2.00 2.9% 67% False False 24,489
40 71.71 63.02 8.69 12.6% 1.60 2.3% 67% False False 17,275
60 71.71 59.63 12.08 17.5% 1.56 2.3% 76% False False 13,919
80 71.71 55.89 15.82 23.0% 1.49 2.2% 82% False False 12,277
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 73.69
2.618 72.04
1.618 71.03
1.000 70.41
0.618 70.02
HIGH 69.40
0.618 69.01
0.500 68.90
0.382 68.78
LOW 68.39
0.618 67.77
1.000 67.38
1.618 66.76
2.618 65.75
4.250 64.10
Fisher Pivots for day following 27-Jul-2021
Pivot 1 day 3 day
R1 68.90 68.73
PP 68.88 68.61
S1 68.87 68.49

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

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