NYMEX Light Sweet Crude Oil Future August 2021


Trading Metrics calculated at close of trading on 22-Jun-2021
Day Change Summary
Previous Current
21-Jun-2021 22-Jun-2021 Change Change % Previous Week
Open 71.15 73.04 1.89 2.7% 70.36
High 73.28 73.47 0.19 0.3% 72.74
Low 70.78 72.47 1.69 2.4% 69.54
Close 73.12 72.85 -0.27 -0.4% 71.29
Range 2.50 1.00 -1.50 -60.0% 3.20
ATR 1.77 1.71 -0.05 -3.1% 0.00
Volume 591,306 498,555 -92,751 -15.7% 1,404,205
Daily Pivots for day following 22-Jun-2021
Classic Woodie Camarilla DeMark
R4 75.93 75.39 73.40
R3 74.93 74.39 73.13
R2 73.93 73.93 73.03
R1 73.39 73.39 72.94 73.16
PP 72.93 72.93 72.93 72.82
S1 72.39 72.39 72.76 72.16
S2 71.93 71.93 72.67
S3 70.93 71.39 72.58
S4 69.93 70.39 72.30
Weekly Pivots for week ending 18-Jun-2021
Classic Woodie Camarilla DeMark
R4 80.79 79.24 73.05
R3 77.59 76.04 72.17
R2 74.39 74.39 71.88
R1 72.84 72.84 71.58 73.62
PP 71.19 71.19 71.19 71.58
S1 69.64 69.64 71.00 70.42
S2 67.99 67.99 70.70
S3 64.79 66.44 70.41
S4 61.59 63.24 69.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.47 69.54 3.93 5.4% 1.87 2.6% 84% True False 426,961
10 73.47 68.51 4.96 6.8% 1.65 2.3% 88% True False 326,354
20 73.47 65.02 8.45 11.6% 1.53 2.1% 93% True False 237,206
40 73.47 61.36 12.11 16.6% 1.75 2.4% 95% True False 166,777
60 73.47 57.42 16.05 22.0% 1.75 2.4% 96% True False 129,419
80 73.47 56.92 16.55 22.7% 1.94 2.7% 96% True False 108,251
100 73.47 50.64 22.83 31.3% 1.83 2.5% 97% True False 92,287
120 73.47 47.39 26.08 35.8% 1.72 2.4% 98% True False 78,832
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.51
Narrowest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 77.72
2.618 76.09
1.618 75.09
1.000 74.47
0.618 74.09
HIGH 73.47
0.618 73.09
0.500 72.97
0.382 72.85
LOW 72.47
0.618 71.85
1.000 71.47
1.618 70.85
2.618 69.85
4.250 68.22
Fisher Pivots for day following 22-Jun-2021
Pivot 1 day 3 day
R1 72.97 72.46
PP 72.93 72.06
S1 72.89 71.67

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

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