NYMEX Light Sweet Crude Oil Future March 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 66.05 65.81 -0.24 -0.4% 60.67
High 66.20 66.88 0.68 1.0% 66.88
Low 65.08 65.78 0.70 1.1% 60.64
Close 65.44 66.82 1.38 2.1% 66.82
Range 1.12 1.10 -0.02 -1.8% 6.24
ATR 1.89 1.86 -0.03 -1.7% 0.00
Volume 20,105 27,746 7,641 38.0% 113,496
Daily Pivots for day following 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 69.79 69.41 67.43
R3 68.69 68.31 67.12
R2 67.59 67.59 67.02
R1 67.21 67.21 66.92 67.40
PP 66.49 66.49 66.49 66.59
S1 66.11 66.11 66.72 66.30
S2 65.39 65.39 66.62
S3 64.29 65.01 66.52
S4 63.19 63.91 66.22
Weekly Pivots for week ending 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 83.50 81.40 70.25
R3 77.26 75.16 68.54
R2 71.02 71.02 67.96
R1 68.92 68.92 67.39 69.97
PP 64.78 64.78 64.78 65.31
S1 62.68 62.68 66.25 63.73
S2 58.54 58.54 65.68
S3 52.30 56.44 65.10
S4 46.06 50.20 63.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 66.88 60.64 6.24 9.3% 1.80 2.7% 99% True False 22,699
10 66.88 60.21 6.67 10.0% 1.88 2.8% 99% True False 22,398
20 69.11 60.21 8.90 13.3% 1.85 2.8% 74% False False 20,657
40 70.25 60.21 10.04 15.0% 1.82 2.7% 66% False False 17,572
60 70.25 60.21 10.04 15.0% 1.59 2.4% 66% False False 15,576
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.19
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 71.56
2.618 69.76
1.618 68.66
1.000 67.98
0.618 67.56
HIGH 66.88
0.618 66.46
0.500 66.33
0.382 66.20
LOW 65.78
0.618 65.10
1.000 64.68
1.618 64.00
2.618 62.90
4.250 61.11
Fisher Pivots for day following 27-Aug-2021
Pivot 1 day 3 day
R1 66.66 66.53
PP 66.49 66.24
S1 66.33 65.95

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

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