NYMEX Light Sweet Crude Oil Future March 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 67.79 67.95 0.16 0.2% 67.11
High 67.98 68.12 0.14 0.2% 67.62
Low 66.39 67.17 0.78 1.2% 62.00
Close 67.71 67.57 -0.14 -0.2% 67.62
Range 1.59 0.95 -0.64 -40.3% 5.62
ATR 1.77 1.71 -0.06 -3.3% 0.00
Volume 11,642 16,325 4,683 40.2% 96,582
Daily Pivots for day following 27-Jul-2021
Classic Woodie Camarilla DeMark
R4 70.47 69.97 68.09
R3 69.52 69.02 67.83
R2 68.57 68.57 67.74
R1 68.07 68.07 67.66 67.85
PP 67.62 67.62 67.62 67.51
S1 67.12 67.12 67.48 66.90
S2 66.67 66.67 67.40
S3 65.72 66.17 67.31
S4 64.77 65.22 67.05
Weekly Pivots for week ending 23-Jul-2021
Classic Woodie Camarilla DeMark
R4 82.61 80.73 70.71
R3 76.99 75.11 69.17
R2 71.37 71.37 68.65
R1 69.49 69.49 68.14 70.43
PP 65.75 65.75 65.75 66.22
S1 63.87 63.87 67.10 64.81
S2 60.13 60.13 66.59
S3 54.51 58.25 66.07
S4 48.89 52.63 64.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.12 63.12 5.00 7.4% 1.60 2.4% 89% True False 16,541
10 70.01 62.00 8.01 11.9% 1.98 2.9% 70% False False 16,492
20 70.25 62.00 8.25 12.2% 1.86 2.8% 68% False False 14,684
40 70.25 62.00 8.25 12.2% 1.48 2.2% 68% False False 13,016
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 False
Stretch 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 72.16
2.618 70.61
1.618 69.66
1.000 69.07
0.618 68.71
HIGH 68.12
0.618 67.76
0.500 67.65
0.382 67.53
LOW 67.17
0.618 66.58
1.000 66.22
1.618 65.63
2.618 64.68
4.250 63.13
Fisher Pivots for day following 27-Jul-2021
Pivot 1 day 3 day
R1 67.65 67.47
PP 67.62 67.36
S1 67.60 67.26

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

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