NYMEX Light Sweet Crude Oil Future September 2023


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 59.59 59.55 -0.04 -0.1% 57.03
High 59.71 59.77 0.06 0.1% 59.70
Low 59.09 59.49 0.40 0.7% 56.17
Close 59.59 59.55 -0.04 -0.1% 59.70
Range 0.62 0.28 -0.34 -54.8% 3.53
ATR 0.97 0.92 -0.05 -5.1% 0.00
Volume 95 104 9 9.5% 2,877
Daily Pivots for day following 27-Jul-2021
Classic Woodie Camarilla DeMark
R4 60.44 60.28 59.70
R3 60.16 60.00 59.63
R2 59.88 59.88 59.60
R1 59.72 59.72 59.58 59.69
PP 59.60 59.60 59.60 59.59
S1 59.44 59.44 59.52 59.41
S2 59.32 59.32 59.50
S3 59.04 59.16 59.47
S4 58.76 58.88 59.40
Weekly Pivots for week ending 23-Jul-2021
Classic Woodie Camarilla DeMark
R4 69.11 67.94 61.64
R3 65.58 64.41 60.67
R2 62.05 62.05 60.35
R1 60.88 60.88 60.02 61.47
PP 58.52 58.52 58.52 58.82
S1 57.35 57.35 59.38 57.94
S2 54.99 54.99 59.05
S3 51.46 53.82 58.73
S4 47.93 50.29 57.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.77 56.99 2.78 4.7% 0.76 1.3% 92% True False 61
10 60.55 56.17 4.38 7.4% 0.70 1.2% 77% False False 320
20 61.26 56.17 5.09 8.5% 0.67 1.1% 66% False False 378
40 61.26 56.17 5.09 8.5% 0.40 0.7% 66% False False 278
60 61.26 54.73 6.53 11.0% 0.29 0.5% 74% False False 282
80 61.26 52.60 8.66 14.5% 0.22 0.4% 80% False False 220
100 61.26 51.13 10.13 17.0% 0.19 0.3% 83% False False 181
120 61.26 48.17 13.09 22.0% 0.16 0.3% 87% False False 154
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 0.03
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 60.96
2.618 60.50
1.618 60.22
1.000 60.05
0.618 59.94
HIGH 59.77
0.618 59.66
0.500 59.63
0.382 59.60
LOW 59.49
0.618 59.32
1.000 59.21
1.618 59.04
2.618 58.76
4.250 58.30
Fisher Pivots for day following 27-Jul-2021
Pivot 1 day 3 day
R1 59.63 59.51
PP 59.60 59.47
S1 59.58 59.43

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

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