NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 04-Aug-2021
Day Change Summary
Previous Current
03-Aug-2021 04-Aug-2021 Change Change % Previous Week
Open 59.40 58.43 -0.97 -1.6% 59.59
High 59.69 59.41 -0.28 -0.5% 61.03
Low 58.69 58.43 -0.26 -0.4% 59.09
Close 59.40 58.43 -0.97 -1.6% 60.98
Range 1.00 0.98 -0.02 -2.0% 1.94
ATR 0.92 0.93 0.00 0.4% 0.00
Volume 114 18 -96 -84.2% 434
Daily Pivots for day following 04-Aug-2021
Classic Woodie Camarilla DeMark
R4 61.70 61.04 58.97
R3 60.72 60.06 58.70
R2 59.74 59.74 58.61
R1 59.08 59.08 58.52 58.92
PP 58.76 58.76 58.76 58.68
S1 58.10 58.10 58.34 57.94
S2 57.78 57.78 58.25
S3 56.80 57.12 58.16
S4 55.82 56.14 57.89
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 58.43 2.60 4.4% 0.47 0.8% 0% False True 163
10 61.03 58.43 2.60 4.4% 0.40 0.7% 0% False True 112
20 61.26 56.17 5.09 8.7% 0.54 0.9% 44% False False 403
40 61.26 56.17 5.09 8.7% 0.44 0.7% 44% False False 262
60 61.26 54.73 6.53 11.2% 0.32 0.6% 57% False False 278
80 61.26 53.45 7.81 13.4% 0.25 0.4% 64% False False 230
100 61.26 51.13 10.13 17.3% 0.21 0.4% 72% False False 187
120 61.26 49.84 11.42 19.5% 0.18 0.3% 75% False False 158
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 0.05
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 63.58
2.618 61.98
1.618 61.00
1.000 60.39
0.618 60.02
HIGH 59.41
0.618 59.04
0.500 58.92
0.382 58.80
LOW 58.43
0.618 57.82
1.000 57.45
1.618 56.84
2.618 55.86
4.250 54.27
Fisher Pivots for day following 04-Aug-2021
Pivot 1 day 3 day
R1 58.92 59.06
PP 58.76 58.85
S1 58.59 58.64

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

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