NYMEX Light Sweet Crude Oil Future September 2021
| Trading Metrics calculated at close of trading on 02-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2021 |
02-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
72.78 |
74.07 |
1.29 |
1.8% |
73.27 |
| High |
75.23 |
74.67 |
-0.56 |
-0.7% |
75.23 |
| Low |
72.66 |
73.57 |
0.91 |
1.3% |
71.28 |
| Close |
74.33 |
74.36 |
0.03 |
0.0% |
74.36 |
| Range |
2.57 |
1.10 |
-1.47 |
-57.2% |
3.95 |
| ATR |
1.64 |
1.60 |
-0.04 |
-2.3% |
0.00 |
| Volume |
289,381 |
163,674 |
-125,707 |
-43.4% |
817,786 |
|
| Daily Pivots for day following 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.50 |
77.03 |
74.97 |
|
| R3 |
76.40 |
75.93 |
74.66 |
|
| R2 |
75.30 |
75.30 |
74.56 |
|
| R1 |
74.83 |
74.83 |
74.46 |
75.07 |
| PP |
74.20 |
74.20 |
74.20 |
74.32 |
| S1 |
73.73 |
73.73 |
74.26 |
73.97 |
| S2 |
73.10 |
73.10 |
74.16 |
|
| S3 |
72.00 |
72.63 |
74.06 |
|
| S4 |
70.90 |
71.53 |
73.76 |
|
|
| Weekly Pivots for week ending 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.47 |
83.87 |
76.53 |
|
| R3 |
81.52 |
79.92 |
75.45 |
|
| R2 |
77.57 |
77.57 |
75.08 |
|
| R1 |
75.97 |
75.97 |
74.72 |
76.77 |
| PP |
73.62 |
73.62 |
73.62 |
74.03 |
| S1 |
72.02 |
72.02 |
74.00 |
72.82 |
| S2 |
69.67 |
69.67 |
73.64 |
|
| S3 |
65.72 |
68.07 |
73.27 |
|
| S4 |
61.77 |
64.12 |
72.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.23 |
71.28 |
3.95 |
5.3% |
1.72 |
2.3% |
78% |
False |
False |
163,557 |
| 10 |
75.23 |
69.93 |
5.30 |
7.1% |
1.55 |
2.1% |
84% |
False |
False |
173,221 |
| 20 |
75.23 |
67.84 |
7.39 |
9.9% |
1.53 |
2.1% |
88% |
False |
False |
150,062 |
| 40 |
75.23 |
61.05 |
14.18 |
19.1% |
1.66 |
2.2% |
94% |
False |
False |
115,851 |
| 60 |
75.23 |
58.30 |
16.93 |
22.8% |
1.60 |
2.2% |
95% |
False |
False |
92,701 |
| 80 |
75.23 |
56.61 |
18.62 |
25.0% |
1.78 |
2.4% |
95% |
False |
False |
80,735 |
| 100 |
75.23 |
55.28 |
19.95 |
26.8% |
1.80 |
2.4% |
96% |
False |
False |
72,325 |
| 120 |
75.23 |
50.24 |
24.99 |
33.6% |
1.67 |
2.3% |
97% |
False |
False |
63,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.35 |
|
2.618 |
77.55 |
|
1.618 |
76.45 |
|
1.000 |
75.77 |
|
0.618 |
75.35 |
|
HIGH |
74.67 |
|
0.618 |
74.25 |
|
0.500 |
74.12 |
|
0.382 |
73.99 |
|
LOW |
73.57 |
|
0.618 |
72.89 |
|
1.000 |
72.47 |
|
1.618 |
71.79 |
|
2.618 |
70.69 |
|
4.250 |
68.90 |
|
|
| Fisher Pivots for day following 02-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
74.28 |
74.13 |
| PP |
74.20 |
73.90 |
| S1 |
74.12 |
73.67 |
|