NYMEX Light Sweet Crude Oil Future January 2022


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 65.57 66.94 1.37 2.1% 70.65
High 67.32 67.84 0.52 0.8% 70.71
Low 65.15 65.34 0.19 0.3% 65.84
Close 66.80 67.71 0.91 1.4% 66.95
Range 2.17 2.50 0.33 15.2% 4.87
ATR 1.94 1.98 0.04 2.0% 0.00
Volume 31,900 34,644 2,744 8.6% 166,728
Daily Pivots for day following 11-Aug-2021
Classic Woodie Camarilla DeMark
R4 74.46 73.59 69.09
R3 71.96 71.09 68.40
R2 69.46 69.46 68.17
R1 68.59 68.59 67.94 69.03
PP 66.96 66.96 66.96 67.18
S1 66.09 66.09 67.48 66.53
S2 64.46 64.46 67.25
S3 61.96 63.59 67.02
S4 59.46 61.09 66.34
Weekly Pivots for week ending 06-Aug-2021
Classic Woodie Camarilla DeMark
R4 82.44 79.57 69.63
R3 77.57 74.70 68.29
R2 72.70 72.70 67.84
R1 69.83 69.83 67.40 68.83
PP 67.83 67.83 67.83 67.34
S1 64.96 64.96 66.50 63.96
S2 62.96 62.96 66.06
S3 58.09 60.09 65.61
S4 53.22 55.22 64.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.42 64.03 4.39 6.5% 2.08 3.1% 84% False False 35,017
10 71.07 64.03 7.04 10.4% 2.04 3.0% 52% False False 30,765
20 71.07 63.02 8.05 11.9% 1.99 2.9% 58% False False 28,871
40 71.71 63.02 8.69 12.8% 1.82 2.7% 54% False False 22,749
60 71.71 59.63 12.08 17.8% 1.65 2.4% 67% False False 18,025
80 71.71 58.31 13.40 19.8% 1.58 2.3% 70% False False 15,110
100 71.71 55.24 16.47 24.3% 1.60 2.4% 76% False False 13,724
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 0.42
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 78.47
2.618 74.39
1.618 71.89
1.000 70.34
0.618 69.39
HIGH 67.84
0.618 66.89
0.500 66.59
0.382 66.30
LOW 65.34
0.618 63.80
1.000 62.84
1.618 61.30
2.618 58.80
4.250 54.72
Fisher Pivots for day following 11-Aug-2021
Pivot 1 day 3 day
R1 67.34 67.12
PP 66.96 66.53
S1 66.59 65.94

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

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