NYMEX Light Sweet Crude Oil Future October 2021
| Trading Metrics calculated at close of trading on 03-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2021 |
03-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
73.11 |
70.86 |
-2.25 |
-3.1% |
71.46 |
| High |
73.19 |
71.29 |
-1.90 |
-2.6% |
73.52 |
| Low |
69.96 |
68.65 |
-1.31 |
-1.9% |
69.90 |
| Close |
70.61 |
70.03 |
-0.58 |
-0.8% |
73.23 |
| Range |
3.23 |
2.64 |
-0.59 |
-18.3% |
3.62 |
| ATR |
2.00 |
2.05 |
0.05 |
2.3% |
0.00 |
| Volume |
138,722 |
174,906 |
36,184 |
26.1% |
525,385 |
|
| Daily Pivots for day following 03-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.91 |
76.61 |
71.48 |
|
| R3 |
75.27 |
73.97 |
70.76 |
|
| R2 |
72.63 |
72.63 |
70.51 |
|
| R1 |
71.33 |
71.33 |
70.27 |
70.66 |
| PP |
69.99 |
69.99 |
69.99 |
69.66 |
| S1 |
68.69 |
68.69 |
69.79 |
68.02 |
| S2 |
67.35 |
67.35 |
69.55 |
|
| S3 |
64.71 |
66.05 |
69.30 |
|
| S4 |
62.07 |
63.41 |
68.58 |
|
|
| Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.08 |
81.77 |
75.22 |
|
| R3 |
79.46 |
78.15 |
74.23 |
|
| R2 |
75.84 |
75.84 |
73.89 |
|
| R1 |
74.53 |
74.53 |
73.56 |
75.19 |
| PP |
72.22 |
72.22 |
72.22 |
72.54 |
| S1 |
70.91 |
70.91 |
72.90 |
71.57 |
| S2 |
68.60 |
68.60 |
72.57 |
|
| S3 |
64.98 |
67.29 |
72.23 |
|
| S4 |
61.36 |
63.67 |
71.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.52 |
68.65 |
4.87 |
7.0% |
1.86 |
2.7% |
28% |
False |
True |
123,796 |
| 10 |
73.52 |
65.86 |
7.66 |
10.9% |
1.91 |
2.7% |
54% |
False |
False |
119,859 |
| 20 |
73.94 |
64.49 |
9.45 |
13.5% |
2.23 |
3.2% |
59% |
False |
False |
112,431 |
| 40 |
74.77 |
64.49 |
10.28 |
14.7% |
1.91 |
2.7% |
54% |
False |
False |
92,053 |
| 60 |
74.77 |
60.67 |
14.10 |
20.1% |
1.84 |
2.6% |
66% |
False |
False |
72,679 |
| 80 |
74.77 |
57.88 |
16.89 |
24.1% |
1.74 |
2.5% |
72% |
False |
False |
60,581 |
| 100 |
74.77 |
56.24 |
18.53 |
26.5% |
1.82 |
2.6% |
74% |
False |
False |
52,575 |
| 120 |
74.77 |
54.81 |
19.96 |
28.5% |
1.82 |
2.6% |
76% |
False |
False |
45,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.51 |
|
2.618 |
78.20 |
|
1.618 |
75.56 |
|
1.000 |
73.93 |
|
0.618 |
72.92 |
|
HIGH |
71.29 |
|
0.618 |
70.28 |
|
0.500 |
69.97 |
|
0.382 |
69.66 |
|
LOW |
68.65 |
|
0.618 |
67.02 |
|
1.000 |
66.01 |
|
1.618 |
64.38 |
|
2.618 |
61.74 |
|
4.250 |
57.43 |
|
|
| Fisher Pivots for day following 03-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
70.01 |
71.09 |
| PP |
69.99 |
70.73 |
| S1 |
69.97 |
70.38 |
|