NYMEX Light Sweet Crude Oil Future January 2022


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 60.77 64.52 3.75 6.2% 66.52
High 64.79 66.64 1.85 2.9% 66.75
Low 60.77 64.38 3.61 5.9% 60.85
Close 64.57 66.44 1.87 2.9% 61.14
Range 4.02 2.26 -1.76 -43.8% 5.90
ATR 2.13 2.14 0.01 0.4% 0.00
Volume 46,447 34,832 -11,615 -25.0% 143,718
Daily Pivots for day following 24-Aug-2021
Classic Woodie Camarilla DeMark
R4 72.60 71.78 67.68
R3 70.34 69.52 67.06
R2 68.08 68.08 66.85
R1 67.26 67.26 66.65 67.67
PP 65.82 65.82 65.82 66.03
S1 65.00 65.00 66.23 65.41
S2 63.56 63.56 66.03
S3 61.30 62.74 65.82
S4 59.04 60.48 65.20
Weekly Pivots for week ending 20-Aug-2021
Classic Woodie Camarilla DeMark
R4 80.61 76.78 64.39
R3 74.71 70.88 62.76
R2 68.81 68.81 62.22
R1 64.98 64.98 61.68 63.95
PP 62.91 62.91 62.91 62.40
S1 59.08 59.08 60.60 58.05
S2 57.01 57.01 60.06
S3 51.11 53.18 59.52
S4 45.21 47.28 57.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.64 60.77 5.87 8.8% 2.65 4.0% 97% True False 35,499
10 68.02 60.77 7.25 10.9% 2.15 3.2% 78% False False 30,355
20 71.07 60.77 10.30 15.5% 2.01 3.0% 55% False False 29,394
40 71.71 60.77 10.94 16.5% 2.00 3.0% 52% False False 26,942
60 71.71 60.77 10.94 16.5% 1.73 2.6% 52% False False 21,315
80 71.71 59.63 12.08 18.2% 1.67 2.5% 56% False False 17,788
100 71.71 55.89 15.82 23.8% 1.60 2.4% 67% False False 15,700
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 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 76.25
2.618 72.56
1.618 70.30
1.000 68.90
0.618 68.04
HIGH 66.64
0.618 65.78
0.500 65.51
0.382 65.24
LOW 64.38
0.618 62.98
1.000 62.12
1.618 60.72
2.618 58.46
4.250 54.78
Fisher Pivots for day following 24-Aug-2021
Pivot 1 day 3 day
R1 66.13 65.53
PP 65.82 64.62
S1 65.51 63.71

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

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