NYMEX Light Sweet Crude Oil Future September 2021
| Trading Metrics calculated at close of trading on 13-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2021 |
13-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
73.92 |
73.51 |
-0.41 |
-0.6% |
74.43 |
| High |
74.15 |
74.90 |
0.75 |
1.0% |
76.07 |
| Low |
72.45 |
73.07 |
0.62 |
0.9% |
70.10 |
| Close |
73.44 |
74.69 |
1.25 |
1.7% |
73.81 |
| Range |
1.70 |
1.83 |
0.13 |
7.6% |
5.97 |
| ATR |
1.92 |
1.92 |
-0.01 |
-0.3% |
0.00 |
| Volume |
221,741 |
286,330 |
64,589 |
29.1% |
910,689 |
|
| Daily Pivots for day following 13-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.71 |
79.03 |
75.70 |
|
| R3 |
77.88 |
77.20 |
75.19 |
|
| R2 |
76.05 |
76.05 |
75.03 |
|
| R1 |
75.37 |
75.37 |
74.86 |
75.71 |
| PP |
74.22 |
74.22 |
74.22 |
74.39 |
| S1 |
73.54 |
73.54 |
74.52 |
73.88 |
| S2 |
72.39 |
72.39 |
74.35 |
|
| S3 |
70.56 |
71.71 |
74.19 |
|
| S4 |
68.73 |
69.88 |
73.68 |
|
|
| 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 |
74.90 |
70.10 |
4.80 |
6.4% |
2.31 |
3.1% |
96% |
True |
False |
232,891 |
| 10 |
76.07 |
70.10 |
5.97 |
8.0% |
2.23 |
3.0% |
77% |
False |
False |
213,188 |
| 20 |
76.07 |
68.86 |
7.21 |
9.7% |
1.91 |
2.6% |
81% |
False |
False |
182,694 |
| 40 |
76.07 |
61.05 |
15.02 |
20.1% |
1.78 |
2.4% |
91% |
False |
False |
141,952 |
| 60 |
76.07 |
59.92 |
16.15 |
21.6% |
1.73 |
2.3% |
91% |
False |
False |
111,630 |
| 80 |
76.07 |
56.61 |
19.46 |
26.1% |
1.82 |
2.4% |
93% |
False |
False |
95,780 |
| 100 |
76.07 |
56.36 |
19.71 |
26.4% |
1.88 |
2.5% |
93% |
False |
False |
84,227 |
| 120 |
76.07 |
50.24 |
25.83 |
34.6% |
1.75 |
2.3% |
95% |
False |
False |
74,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.68 |
|
2.618 |
79.69 |
|
1.618 |
77.86 |
|
1.000 |
76.73 |
|
0.618 |
76.03 |
|
HIGH |
74.90 |
|
0.618 |
74.20 |
|
0.500 |
73.99 |
|
0.382 |
73.77 |
|
LOW |
73.07 |
|
0.618 |
71.94 |
|
1.000 |
71.24 |
|
1.618 |
70.11 |
|
2.618 |
68.28 |
|
4.250 |
65.29 |
|
|
| Fisher Pivots for day following 13-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
74.46 |
74.27 |
| PP |
74.22 |
73.85 |
| S1 |
73.99 |
73.44 |
|