NYMEX Light Sweet Crude Oil Future August 2021
| Trading Metrics calculated at close of trading on 16-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2021 |
16-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
72.96 |
71.48 |
-1.48 |
-2.0% |
74.74 |
| High |
72.96 |
72.30 |
-0.66 |
-0.9% |
75.52 |
| Low |
71.40 |
70.41 |
-0.99 |
-1.4% |
70.41 |
| Close |
71.65 |
71.81 |
0.16 |
0.2% |
71.81 |
| Range |
1.56 |
1.89 |
0.33 |
21.2% |
5.11 |
| ATR |
2.06 |
2.05 |
-0.01 |
-0.6% |
0.00 |
| Volume |
368,679 |
133,926 |
-234,753 |
-63.7% |
1,872,974 |
|
| Daily Pivots for day following 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.18 |
76.38 |
72.85 |
|
| R3 |
75.29 |
74.49 |
72.33 |
|
| R2 |
73.40 |
73.40 |
72.16 |
|
| R1 |
72.60 |
72.60 |
71.98 |
73.00 |
| PP |
71.51 |
71.51 |
71.51 |
71.71 |
| S1 |
70.71 |
70.71 |
71.64 |
71.11 |
| S2 |
69.62 |
69.62 |
71.46 |
|
| S3 |
67.73 |
68.82 |
71.29 |
|
| S4 |
65.84 |
66.93 |
70.77 |
|
|
| Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.91 |
84.97 |
74.62 |
|
| R3 |
82.80 |
79.86 |
73.22 |
|
| R2 |
77.69 |
77.69 |
72.75 |
|
| R1 |
74.75 |
74.75 |
72.28 |
73.67 |
| PP |
72.58 |
72.58 |
72.58 |
72.04 |
| S1 |
69.64 |
69.64 |
71.34 |
68.56 |
| S2 |
67.47 |
67.47 |
70.87 |
|
| S3 |
62.36 |
64.53 |
70.40 |
|
| S4 |
57.25 |
59.42 |
69.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.52 |
70.41 |
5.11 |
7.1% |
2.06 |
2.9% |
27% |
False |
True |
374,594 |
| 10 |
76.98 |
70.41 |
6.57 |
9.1% |
2.39 |
3.3% |
21% |
False |
True |
452,436 |
| 20 |
76.98 |
69.87 |
7.11 |
9.9% |
2.06 |
2.9% |
27% |
False |
False |
441,927 |
| 40 |
76.98 |
61.36 |
15.62 |
21.8% |
1.83 |
2.6% |
67% |
False |
False |
313,690 |
| 60 |
76.98 |
60.28 |
16.70 |
23.3% |
1.83 |
2.5% |
69% |
False |
False |
235,975 |
| 80 |
76.98 |
56.98 |
20.00 |
27.9% |
1.88 |
2.6% |
74% |
False |
False |
190,625 |
| 100 |
76.98 |
56.92 |
20.06 |
27.9% |
1.96 |
2.7% |
74% |
False |
False |
160,854 |
| 120 |
76.98 |
50.64 |
26.34 |
36.7% |
1.85 |
2.6% |
80% |
False |
False |
138,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.33 |
|
2.618 |
77.25 |
|
1.618 |
75.36 |
|
1.000 |
74.19 |
|
0.618 |
73.47 |
|
HIGH |
72.30 |
|
0.618 |
71.58 |
|
0.500 |
71.36 |
|
0.382 |
71.13 |
|
LOW |
70.41 |
|
0.618 |
69.24 |
|
1.000 |
68.52 |
|
1.618 |
67.35 |
|
2.618 |
65.46 |
|
4.250 |
62.38 |
|
|
| Fisher Pivots for day following 16-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
71.66 |
72.93 |
| PP |
71.51 |
72.55 |
| S1 |
71.36 |
72.18 |
|