NYMEX Light Sweet Crude Oil Future August 2021
| Trading Metrics calculated at close of trading on 12-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2021 |
12-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
73.26 |
74.74 |
1.48 |
2.0% |
75.35 |
| High |
74.76 |
74.93 |
0.17 |
0.2% |
76.98 |
| Low |
72.72 |
73.16 |
0.44 |
0.6% |
70.76 |
| Close |
74.56 |
74.10 |
-0.46 |
-0.6% |
74.56 |
| Range |
2.04 |
1.77 |
-0.27 |
-13.2% |
6.22 |
| ATR |
2.03 |
2.01 |
-0.02 |
-0.9% |
0.00 |
| Volume |
422,154 |
397,931 |
-24,223 |
-5.7% |
2,273,859 |
|
| Daily Pivots for day following 12-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.37 |
78.51 |
75.07 |
|
| R3 |
77.60 |
76.74 |
74.59 |
|
| R2 |
75.83 |
75.83 |
74.42 |
|
| R1 |
74.97 |
74.97 |
74.26 |
74.52 |
| PP |
74.06 |
74.06 |
74.06 |
73.84 |
| S1 |
73.20 |
73.20 |
73.94 |
72.75 |
| S2 |
72.29 |
72.29 |
73.78 |
|
| S3 |
70.52 |
71.43 |
73.61 |
|
| S4 |
68.75 |
69.66 |
73.13 |
|
|
| Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
92.76 |
89.88 |
77.98 |
|
| R3 |
86.54 |
83.66 |
76.27 |
|
| R2 |
80.32 |
80.32 |
75.70 |
|
| R1 |
77.44 |
77.44 |
75.13 |
75.77 |
| PP |
74.10 |
74.10 |
74.10 |
73.27 |
| S1 |
71.22 |
71.22 |
73.99 |
69.55 |
| S2 |
67.88 |
67.88 |
73.42 |
|
| S3 |
61.66 |
65.00 |
72.85 |
|
| S4 |
55.44 |
58.78 |
71.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
76.98 |
70.76 |
6.22 |
8.4% |
2.83 |
3.8% |
54% |
False |
False |
534,358 |
| 10 |
76.98 |
70.76 |
6.22 |
8.4% |
2.32 |
3.1% |
54% |
False |
False |
472,477 |
| 20 |
76.98 |
69.54 |
7.44 |
10.0% |
1.96 |
2.6% |
61% |
False |
False |
417,380 |
| 40 |
76.98 |
61.36 |
15.62 |
21.1% |
1.87 |
2.5% |
82% |
False |
False |
286,689 |
| 60 |
76.98 |
60.28 |
16.70 |
22.5% |
1.79 |
2.4% |
83% |
False |
False |
215,087 |
| 80 |
76.98 |
56.92 |
20.06 |
27.1% |
1.95 |
2.6% |
86% |
False |
False |
175,488 |
| 100 |
76.98 |
56.87 |
20.11 |
27.1% |
1.96 |
2.6% |
86% |
False |
False |
147,603 |
| 120 |
76.98 |
50.52 |
26.46 |
35.7% |
1.81 |
2.4% |
89% |
False |
False |
126,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.45 |
|
2.618 |
79.56 |
|
1.618 |
77.79 |
|
1.000 |
76.70 |
|
0.618 |
76.02 |
|
HIGH |
74.93 |
|
0.618 |
74.25 |
|
0.500 |
74.05 |
|
0.382 |
73.84 |
|
LOW |
73.16 |
|
0.618 |
72.07 |
|
1.000 |
71.39 |
|
1.618 |
70.30 |
|
2.618 |
68.53 |
|
4.250 |
65.64 |
|
|
| Fisher Pivots for day following 12-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
74.08 |
73.68 |
| PP |
74.06 |
73.26 |
| S1 |
74.05 |
72.85 |
|