NYMEX Light Sweet Crude Oil Future January 2022
| Trading Metrics calculated at close of trading on 27-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2021 |
27-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
66.92 |
66.65 |
-0.27 |
-0.4% |
60.77 |
| High |
67.12 |
67.80 |
0.68 |
1.0% |
67.80 |
| Low |
65.91 |
66.36 |
0.45 |
0.7% |
60.77 |
| Close |
66.28 |
67.70 |
1.42 |
2.1% |
67.70 |
| Range |
1.21 |
1.44 |
0.23 |
19.0% |
7.03 |
| ATR |
2.04 |
2.00 |
-0.04 |
-1.8% |
0.00 |
| Volume |
22,733 |
24,486 |
1,753 |
7.7% |
155,061 |
|
| Daily Pivots for day following 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.61 |
71.09 |
68.49 |
|
| R3 |
70.17 |
69.65 |
68.10 |
|
| R2 |
68.73 |
68.73 |
67.96 |
|
| R1 |
68.21 |
68.21 |
67.83 |
68.47 |
| PP |
67.29 |
67.29 |
67.29 |
67.42 |
| S1 |
66.77 |
66.77 |
67.57 |
67.03 |
| S2 |
65.85 |
65.85 |
67.44 |
|
| S3 |
64.41 |
65.33 |
67.30 |
|
| S4 |
62.97 |
63.89 |
66.91 |
|
|
| Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.51 |
84.14 |
71.57 |
|
| R3 |
79.48 |
77.11 |
69.63 |
|
| R2 |
72.45 |
72.45 |
68.99 |
|
| R1 |
70.08 |
70.08 |
68.34 |
71.27 |
| PP |
65.42 |
65.42 |
65.42 |
66.02 |
| S1 |
63.05 |
63.05 |
67.06 |
64.24 |
| S2 |
58.39 |
58.39 |
66.41 |
|
| S3 |
51.36 |
56.02 |
65.77 |
|
| S4 |
44.33 |
48.99 |
63.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
67.80 |
60.77 |
7.03 |
10.4% |
2.09 |
3.1% |
99% |
True |
False |
31,012 |
| 10 |
67.80 |
60.77 |
7.03 |
10.4% |
2.08 |
3.1% |
99% |
True |
False |
29,877 |
| 20 |
70.71 |
60.77 |
9.94 |
14.7% |
2.06 |
3.0% |
70% |
False |
False |
30,704 |
| 40 |
71.71 |
60.77 |
10.94 |
16.2% |
2.00 |
2.9% |
63% |
False |
False |
27,642 |
| 60 |
71.71 |
60.77 |
10.94 |
16.2% |
1.74 |
2.6% |
63% |
False |
False |
22,094 |
| 80 |
71.71 |
59.63 |
12.08 |
17.8% |
1.67 |
2.5% |
67% |
False |
False |
18,510 |
| 100 |
71.71 |
56.74 |
14.97 |
22.1% |
1.58 |
2.3% |
73% |
False |
False |
16,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
73.92 |
|
2.618 |
71.57 |
|
1.618 |
70.13 |
|
1.000 |
69.24 |
|
0.618 |
68.69 |
|
HIGH |
67.80 |
|
0.618 |
67.25 |
|
0.500 |
67.08 |
|
0.382 |
66.91 |
|
LOW |
66.36 |
|
0.618 |
65.47 |
|
1.000 |
64.92 |
|
1.618 |
64.03 |
|
2.618 |
62.59 |
|
4.250 |
60.24 |
|
|
| Fisher Pivots for day following 27-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
67.49 |
67.41 |
| PP |
67.29 |
67.12 |
| S1 |
67.08 |
66.84 |
|