NYMEX Light Sweet Crude Oil Future September 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 72.51 73.92 1.41 1.9% 74.43
High 73.98 74.15 0.17 0.2% 76.07
Low 71.97 72.45 0.48 0.7% 70.10
Close 73.81 73.44 -0.37 -0.5% 73.81
Range 2.01 1.70 -0.31 -15.4% 5.97
ATR 1.94 1.92 -0.02 -0.9% 0.00
Volume 185,309 221,741 36,432 19.7% 910,689
Daily Pivots for day following 12-Jul-2021
Classic Woodie Camarilla DeMark
R4 78.45 77.64 74.38
R3 76.75 75.94 73.91
R2 75.05 75.05 73.75
R1 74.24 74.24 73.60 73.80
PP 73.35 73.35 73.35 73.12
S1 72.54 72.54 73.28 72.10
S2 71.65 71.65 73.13
S3 69.95 70.84 72.97
S4 68.25 69.14 72.51
Weekly Pivots for week ending 09-Jul-2021
Classic Woodie Camarilla DeMark
R4 91.24 88.49 77.09
R3 85.27 82.52 75.45
R2 79.30 79.30 74.90
R1 76.55 76.55 74.36 74.94
PP 73.33 73.33 73.33 72.52
S1 70.58 70.58 73.26 68.97
S2 67.36 67.36 72.72
S3 61.39 64.61 72.17
S4 55.42 58.64 70.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.07 70.10 5.97 8.1% 2.73 3.7% 56% False False 226,486
10 76.07 70.10 5.97 8.1% 2.22 3.0% 56% False False 195,021
20 76.07 68.86 7.21 9.8% 1.86 2.5% 64% False False 173,283
40 76.07 61.05 15.02 20.5% 1.78 2.4% 82% False False 136,196
60 76.07 59.92 16.15 22.0% 1.71 2.3% 84% False False 107,465
80 76.07 56.61 19.46 26.5% 1.87 2.5% 86% False False 93,009
100 76.07 56.36 19.71 26.8% 1.88 2.6% 87% False False 81,777
120 76.07 50.24 25.83 35.2% 1.74 2.4% 90% False False 72,503
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.69
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 81.38
2.618 78.60
1.618 76.90
1.000 75.85
0.618 75.20
HIGH 74.15
0.618 73.50
0.500 73.30
0.382 73.10
LOW 72.45
0.618 71.40
1.000 70.75
1.618 69.70
2.618 68.00
4.250 65.23
Fisher Pivots for day following 12-Jul-2021
Pivot 1 day 3 day
R1 73.39 73.00
PP 73.35 72.56
S1 73.30 72.13

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

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