NYMEX Light Sweet Crude Oil Future September 2023

Trading Metrics calculated at close of trading on 26-Aug-2021

Day Change Summary
	Previous	Current
	25-Aug-2021	26-Aug-2021	Change	Change %	Previous Week
Open	59.73	59.00	-0.73	-1.2%	59.12
High	59.73	59.00	-0.73	-1.2%	59.12
Low	59.08	58.99	-0.09	-0.2%	55.62
Close	59.73	59.00	-0.73	-1.2%	55.62
Range	0.65	0.01	-0.64	-98.5%	3.50
ATR	1.09	1.06	-0.02	-2.3%	0.00
Volume	23	17	-6	-26.1%	793

Daily Pivots for day following 26-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	59.03	59.02	59.01
R3	59.02	59.01	59.00
R2	59.01	59.01	59.00
R1	59.00	59.00	59.00	59.01
PP	59.00	59.00	59.00	59.00
S1	58.99	58.99	59.00	59.00
S2	58.99	58.99	59.00
S3	58.98	58.98	59.00
S4	58.97	58.97	58.99

Weekly Pivots for week ending 20-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	67.29	64.95	57.55
R3	63.79	61.45	56.58
R2	60.29	60.29	56.26
R1	57.95	57.95	55.94	57.37
PP	56.79	56.79	56.79	56.50
S1	54.45	54.45	55.30	53.87
S2	53.29	53.29	54.98
S3	49.79	50.95	54.66
S4	46.29	47.45	53.70

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	59.73	55.62	4.11	7.0%	0.13	0.2%	82%	False	False	21
10	59.75	55.62	4.13	7.0%	0.33	0.6%	82%	False	False	90
20	60.98	55.62	5.36	9.1%	0.45	0.8%	63%	False	False	95
40	61.26	55.62	5.64	9.6%	0.54	0.9%	60%	False	False	241
60	61.26	55.62	5.64	9.6%	0.41	0.7%	60%	False	False	219
80	61.26	54.73	6.53	11.1%	0.33	0.6%	65%	False	False	227
100	61.26	53.03	8.23	13.9%	0.26	0.4%	73%	False	False	197
120	61.26	51.13	10.13	17.2%	0.23	0.4%	78%	False	False	167

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.03
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	59.04
2.618	59.03
1.618	59.02
1.000	59.01
0.618	59.01
HIGH	59.00
0.618	59.00
0.500	59.00
0.382	58.99
LOW	58.99
0.618	58.98
1.000	58.98
1.618	58.97
2.618	58.96
4.250	58.95

Fisher Pivots for day following 26-Aug-2021
Pivot	1 day	3 day
R1	59.00	59.36
PP	59.00	59.24
S1	59.00	59.12

Download as Excel Spreadsheet

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

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