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

Download as Excel Spreadsheet

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

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