NYMEX Light Sweet Crude Oil Future September 2023


Trading Metrics calculated at close of trading on 12-Aug-2021
Day Change Summary
Previous Current
11-Aug-2021 12-Aug-2021 Change Change % Previous Week
Open 60.10 60.10 0.00 0.0% 59.37
High 60.10 60.10 0.00 0.0% 59.91
Low 58.79 59.69 0.90 1.5% 58.43
Close 60.10 60.10 0.00 0.0% 59.48
Range 1.31 0.41 -0.90 -68.7% 1.48
ATR 1.00 0.96 -0.04 -4.2% 0.00
Volume 82 23 -59 -72.0% 713
Daily Pivots for day following 12-Aug-2021
Classic Woodie Camarilla DeMark
R4 61.19 61.06 60.33
R3 60.78 60.65 60.21
R2 60.37 60.37 60.18
R1 60.24 60.24 60.14 60.31
PP 59.96 59.96 59.96 60.00
S1 59.83 59.83 60.06 59.90
S2 59.55 59.55 60.02
S3 59.14 59.42 59.99
S4 58.73 59.01 59.87
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% 0.64 1.1% 100% True False 59
10 60.98 57.79 3.19 5.3% 0.56 0.9% 72% False False 100
20 61.03 56.17 4.86 8.1% 0.59 1.0% 81% False False 218
40 61.26 56.17 5.09 8.5% 0.50 0.8% 77% False False 245
60 61.26 54.73 6.53 10.9% 0.36 0.6% 82% False False 232
80 61.26 53.45 7.81 13.0% 0.29 0.5% 85% False False 229
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 162
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 0.06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 61.84
2.618 61.17
1.618 60.76
1.000 60.51
0.618 60.35
HIGH 60.10
0.618 59.94
0.500 59.90
0.382 59.85
LOW 59.69
0.618 59.44
1.000 59.28
1.618 59.03
2.618 58.62
4.250 57.95
Fisher Pivots for day following 12-Aug-2021
Pivot 1 day 3 day
R1 60.03 59.88
PP 59.96 59.66
S1 59.90 59.45

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

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