NYMEX Light Sweet Crude Oil Future March 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 60.67 63.70 3.03 5.0% 65.55
High 63.93 65.74 1.81 2.8% 65.90
Low 60.64 63.70 3.06 5.0% 60.21
Close 63.75 65.58 1.83 2.9% 60.46
Range 3.29 2.04 -1.25 -38.0% 5.69
ATR 1.97 1.97 0.01 0.3% 0.00
Volume 26,769 17,841 -8,928 -33.4% 110,485
Daily Pivots for day following 24-Aug-2021
Classic Woodie Camarilla DeMark
R4 71.13 70.39 66.70
R3 69.09 68.35 66.14
R2 67.05 67.05 65.95
R1 66.31 66.31 65.77 66.68
PP 65.01 65.01 65.01 65.19
S1 64.27 64.27 65.39 64.64
S2 62.97 62.97 65.21
S3 60.93 62.23 65.02
S4 58.89 60.19 64.46
Weekly Pivots for week ending 20-Aug-2021
Classic Woodie Camarilla DeMark
R4 79.26 75.55 63.59
R3 73.57 69.86 62.02
R2 67.88 67.88 61.50
R1 64.17 64.17 60.98 63.18
PP 62.19 62.19 62.19 61.70
S1 58.48 58.48 59.94 57.49
S2 56.50 56.50 59.42
S3 50.81 52.79 58.90
S4 45.12 47.10 57.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 65.74 60.21 5.53 8.4% 2.37 3.6% 97% True False 23,159
10 66.89 60.21 6.68 10.2% 1.95 3.0% 80% False False 20,237
20 69.73 60.21 9.52 14.5% 1.79 2.7% 56% False False 18,703
40 70.25 60.21 10.04 15.3% 1.83 2.8% 53% False False 16,694
60 70.25 60.21 10.04 15.3% 1.59 2.4% 53% False False 14,911
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 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 74.41
2.618 71.08
1.618 69.04
1.000 67.78
0.618 67.00
HIGH 65.74
0.618 64.96
0.500 64.72
0.382 64.48
LOW 63.70
0.618 62.44
1.000 61.66
1.618 60.40
2.618 58.36
4.250 55.03
Fisher Pivots for day following 24-Aug-2021
Pivot 1 day 3 day
R1 65.29 64.71
PP 65.01 63.84
S1 64.72 62.98

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

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