NYMEX Light Sweet Crude Oil Future October 2021
| Trading Metrics calculated at close of trading on 12-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2021 |
12-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
71.45 |
72.83 |
1.38 |
1.9% |
73.22 |
| High |
72.84 |
72.96 |
0.12 |
0.2% |
74.77 |
| Low |
70.91 |
71.36 |
0.45 |
0.6% |
69.09 |
| Close |
72.68 |
72.36 |
-0.32 |
-0.4% |
72.68 |
| Range |
1.93 |
1.60 |
-0.33 |
-17.1% |
5.68 |
| ATR |
1.85 |
1.84 |
-0.02 |
-1.0% |
0.00 |
| Volume |
79,741 |
71,984 |
-7,757 |
-9.7% |
372,066 |
|
| Daily Pivots for day following 12-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.03 |
76.29 |
73.24 |
|
| R3 |
75.43 |
74.69 |
72.80 |
|
| R2 |
73.83 |
73.83 |
72.65 |
|
| R1 |
73.09 |
73.09 |
72.51 |
72.66 |
| PP |
72.23 |
72.23 |
72.23 |
72.01 |
| S1 |
71.49 |
71.49 |
72.21 |
71.06 |
| S2 |
70.63 |
70.63 |
72.07 |
|
| S3 |
69.03 |
69.89 |
71.92 |
|
| S4 |
67.43 |
68.29 |
71.48 |
|
|
| Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.22 |
86.63 |
75.80 |
|
| R3 |
83.54 |
80.95 |
74.24 |
|
| R2 |
77.86 |
77.86 |
73.72 |
|
| R1 |
75.27 |
75.27 |
73.20 |
73.73 |
| PP |
72.18 |
72.18 |
72.18 |
71.41 |
| S1 |
69.59 |
69.59 |
72.16 |
68.05 |
| S2 |
66.50 |
66.50 |
71.64 |
|
| S3 |
60.82 |
63.91 |
71.12 |
|
| S4 |
55.14 |
58.23 |
69.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.77 |
69.09 |
5.68 |
7.8% |
2.62 |
3.6% |
58% |
False |
False |
88,810 |
| 10 |
74.77 |
69.09 |
5.68 |
7.8% |
2.13 |
2.9% |
58% |
False |
False |
82,490 |
| 20 |
74.77 |
68.03 |
6.74 |
9.3% |
1.77 |
2.4% |
64% |
False |
False |
75,095 |
| 40 |
74.77 |
60.67 |
14.10 |
19.5% |
1.70 |
2.3% |
83% |
False |
False |
57,500 |
| 60 |
74.77 |
59.55 |
15.22 |
21.0% |
1.63 |
2.3% |
84% |
False |
False |
47,154 |
| 80 |
74.77 |
56.24 |
18.53 |
25.6% |
1.78 |
2.5% |
87% |
False |
False |
41,078 |
| 100 |
74.77 |
55.73 |
19.04 |
26.3% |
1.79 |
2.5% |
87% |
False |
False |
35,307 |
| 120 |
74.77 |
49.96 |
24.81 |
34.3% |
1.65 |
2.3% |
90% |
False |
False |
30,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.76 |
|
2.618 |
77.15 |
|
1.618 |
75.55 |
|
1.000 |
74.56 |
|
0.618 |
73.95 |
|
HIGH |
72.96 |
|
0.618 |
72.35 |
|
0.500 |
72.16 |
|
0.382 |
71.97 |
|
LOW |
71.36 |
|
0.618 |
70.37 |
|
1.000 |
69.76 |
|
1.618 |
68.77 |
|
2.618 |
67.17 |
|
4.250 |
64.56 |
|
|
| Fisher Pivots for day following 12-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
72.29 |
71.92 |
| PP |
72.23 |
71.47 |
| S1 |
72.16 |
71.03 |
|