NYMEX Light Sweet Crude Oil Future August 2021
| Trading Metrics calculated at close of trading on 15-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2021 |
15-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
75.17 |
72.96 |
-2.21 |
-2.9% |
75.35 |
| High |
75.44 |
72.96 |
-2.48 |
-3.3% |
76.98 |
| Low |
72.21 |
71.40 |
-0.81 |
-1.1% |
70.76 |
| Close |
73.13 |
71.65 |
-1.48 |
-2.0% |
74.56 |
| Range |
3.23 |
1.56 |
-1.67 |
-51.7% |
6.22 |
| ATR |
2.09 |
2.06 |
-0.03 |
-1.2% |
0.00 |
| Volume |
528,360 |
368,679 |
-159,681 |
-30.2% |
2,273,859 |
|
| Daily Pivots for day following 15-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.68 |
75.73 |
72.51 |
|
| R3 |
75.12 |
74.17 |
72.08 |
|
| R2 |
73.56 |
73.56 |
71.94 |
|
| R1 |
72.61 |
72.61 |
71.79 |
72.31 |
| PP |
72.00 |
72.00 |
72.00 |
71.85 |
| S1 |
71.05 |
71.05 |
71.51 |
70.75 |
| S2 |
70.44 |
70.44 |
71.36 |
|
| S3 |
68.88 |
69.49 |
71.22 |
|
| S4 |
67.32 |
67.93 |
70.79 |
|
|
| 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 |
75.52 |
71.40 |
4.12 |
5.8% |
2.09 |
2.9% |
6% |
False |
True |
432,240 |
| 10 |
76.98 |
70.76 |
6.22 |
8.7% |
2.48 |
3.5% |
14% |
False |
False |
500,611 |
| 20 |
76.98 |
69.54 |
7.44 |
10.4% |
2.09 |
2.9% |
28% |
False |
False |
452,414 |
| 40 |
76.98 |
61.36 |
15.62 |
21.8% |
1.87 |
2.6% |
66% |
False |
False |
313,730 |
| 60 |
76.98 |
60.28 |
16.70 |
23.3% |
1.82 |
2.5% |
68% |
False |
False |
234,815 |
| 80 |
76.98 |
56.92 |
20.06 |
28.0% |
1.91 |
2.7% |
73% |
False |
False |
190,209 |
| 100 |
76.98 |
56.92 |
20.06 |
28.0% |
1.96 |
2.7% |
73% |
False |
False |
159,757 |
| 120 |
76.98 |
50.64 |
26.34 |
36.8% |
1.84 |
2.6% |
80% |
False |
False |
137,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.59 |
|
2.618 |
77.04 |
|
1.618 |
75.48 |
|
1.000 |
74.52 |
|
0.618 |
73.92 |
|
HIGH |
72.96 |
|
0.618 |
72.36 |
|
0.500 |
72.18 |
|
0.382 |
72.00 |
|
LOW |
71.40 |
|
0.618 |
70.44 |
|
1.000 |
69.84 |
|
1.618 |
68.88 |
|
2.618 |
67.32 |
|
4.250 |
64.77 |
|
|
| Fisher Pivots for day following 15-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
72.18 |
73.46 |
| PP |
72.00 |
72.86 |
| S1 |
71.83 |
72.25 |
|