NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 02-Aug-2021
Day Change Summary
Previous Current
30-Jul-2021 02-Aug-2021 Change Change % Previous Week
Open 60.98 59.37 -1.61 -2.6% 59.59
High 60.98 59.37 -1.61 -2.6% 61.03
Low 60.89 59.09 -1.80 -3.0% 59.09
Close 60.98 59.37 -1.61 -2.6% 60.98
Range 0.09 0.28 0.19 211.1% 1.94
ATR 0.84 0.92 0.07 8.9% 0.00
Volume 30 454 424 1,413.3% 434
Daily Pivots for day following 02-Aug-2021
Classic Woodie Camarilla DeMark
R4 60.12 60.02 59.52
R3 59.84 59.74 59.45
R2 59.56 59.56 59.42
R1 59.46 59.46 59.40 59.51
PP 59.28 59.28 59.28 59.30
S1 59.18 59.18 59.34 59.23
S2 59.00 59.00 59.32
S3 58.72 58.90 59.29
S4 58.44 58.62 59.22
Weekly Pivots for week ending 30-Jul-2021
Classic Woodie Camarilla DeMark
R4 66.19 65.52 62.05
R3 64.25 63.58 61.51
R2 62.31 62.31 61.34
R1 61.64 61.64 61.16 61.98
PP 60.37 60.37 60.37 60.53
S1 59.70 59.70 60.80 60.04
S2 58.43 58.43 60.62
S3 56.49 57.76 60.45
S4 54.55 55.82 59.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.03 59.09 1.94 3.3% 0.13 0.2% 14% False True 158
10 61.03 56.17 4.86 8.2% 0.54 0.9% 66% False False 320
20 61.26 56.17 5.09 8.6% 0.62 1.0% 63% False False 409
40 61.26 56.17 5.09 8.6% 0.39 0.7% 63% False False 270
60 61.26 54.73 6.53 11.0% 0.29 0.5% 71% False False 279
80 61.26 53.18 8.08 13.6% 0.22 0.4% 77% False False 228
100 61.26 51.13 10.13 17.1% 0.19 0.3% 81% False False 186
120 61.26 49.40 11.86 20.0% 0.17 0.3% 84% False False 159
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 60.56
2.618 60.10
1.618 59.82
1.000 59.65
0.618 59.54
HIGH 59.37
0.618 59.26
0.500 59.23
0.382 59.20
LOW 59.09
0.618 58.92
1.000 58.81
1.618 58.64
2.618 58.36
4.250 57.90
Fisher Pivots for day following 02-Aug-2021
Pivot 1 day 3 day
R1 59.32 60.06
PP 59.28 59.83
S1 59.23 59.60

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

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