NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 11-Aug-2021
Day Change Summary
Previous Current
10-Aug-2021 11-Aug-2021 Change Change % Previous Week
Open 59.46 60.10 0.64 1.1% 59.37
High 59.51 60.10 0.59 1.0% 59.91
Low 59.46 58.79 -0.67 -1.1% 58.43
Close 59.46 60.10 0.64 1.1% 59.48
Range 0.05 1.31 1.26 2,520.0% 1.48
ATR 0.97 1.00 0.02 2.5% 0.00
Volume 153 82 -71 -46.4% 713
Daily Pivots for day following 11-Aug-2021
Classic Woodie Camarilla DeMark
R4 63.59 63.16 60.82
R3 62.28 61.85 60.46
R2 60.97 60.97 60.34
R1 60.54 60.54 60.22 60.76
PP 59.66 59.66 59.66 59.77
S1 59.23 59.23 59.98 59.45
S2 58.35 58.35 59.86
S3 57.04 57.92 59.74
S4 55.73 56.61 59.38
Weekly Pivots for week ending 06-Aug-2021
Classic Woodie Camarilla DeMark
R4 63.71 63.08 60.29
R3 62.23 61.60 59.89
R2 60.75 60.75 59.75
R1 60.12 60.12 59.62 60.44
PP 59.27 59.27 59.27 59.43
S1 58.64 58.64 59.34 58.96
S2 57.79 57.79 59.21
S3 56.31 57.16 59.07
S4 54.83 55.68 58.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.10 57.79 2.31 3.8% 0.56 0.9% 100% True False 72
10 61.03 57.79 3.24 5.4% 0.52 0.9% 71% False False 118
20 61.03 56.17 4.86 8.1% 0.59 1.0% 81% False False 219
40 61.26 56.17 5.09 8.5% 0.49 0.8% 77% False False 247
60 61.26 54.73 6.53 10.9% 0.37 0.6% 82% False False 247
80 61.26 53.45 7.81 13.0% 0.28 0.5% 85% False False 234
100 61.26 51.13 10.13 16.9% 0.23 0.4% 89% False False 188
120 61.26 51.13 10.13 16.9% 0.21 0.3% 89% False False 161
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.06
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 65.67
2.618 63.53
1.618 62.22
1.000 61.41
0.618 60.91
HIGH 60.10
0.618 59.60
0.500 59.45
0.382 59.29
LOW 58.79
0.618 57.98
1.000 57.48
1.618 56.67
2.618 55.36
4.250 53.22
Fisher Pivots for day following 11-Aug-2021
Pivot 1 day 3 day
R1 59.88 59.72
PP 59.66 59.33
S1 59.45 58.95

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

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