NYMEX Light Sweet Crude Oil Future September 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	74.58	72.43	-2.15	-2.9%	74.43
High	74.89	72.48	-2.41	-3.2%	76.07
Low	71.70	71.02	-0.68	-0.9%	70.10
Close	72.64	71.38	-1.26	-1.7%	73.81
Range	3.19	1.46	-1.73	-54.2%	5.97
ATR	2.01	1.98	-0.03	-1.4%	0.00
Volume	375,426	329,013	-46,413	-12.4%	910,689

Daily Pivots for day following 15-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	76.01	75.15	72.18
R3	74.55	73.69	71.78
R2	73.09	73.09	71.65
R1	72.23	72.23	71.51	71.93
PP	71.63	71.63	71.63	71.48
S1	70.77	70.77	71.25	70.47
S2	70.17	70.17	71.11
S3	68.71	69.31	70.98
S4	67.25	67.85	70.58

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	71.02	3.88	5.4%	2.04	2.9%	9%	False	True	279,563
10	76.07	70.10	5.97	8.4%	2.38	3.3%	21%	False	False	257,625
20	76.07	68.86	7.21	10.1%	2.00	2.8%	35%	False	False	206,767
40	76.07	61.05	15.02	21.0%	1.79	2.5%	69%	False	False	156,884
60	76.07	59.92	16.15	22.6%	1.75	2.4%	71%	False	False	121,837
80	76.07	56.61	19.46	27.3%	1.83	2.6%	76%	False	False	103,466
100	76.07	56.61	19.46	27.3%	1.89	2.6%	76%	False	False	90,189
120	76.07	50.32	25.75	36.1%	1.77	2.5%	82%	False	False	80,320

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.59
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	78.69
2.618	76.30
1.618	74.84
1.000	73.94
0.618	73.38
HIGH	72.48
0.618	71.92
0.500	71.75
0.382	71.58
LOW	71.02
0.618	70.12
1.000	69.56
1.618	68.66
2.618	67.20
4.250	64.82

Fisher Pivots for day following 15-Jul-2021
Pivot	1 day	3 day
R1	71.75	72.96
PP	71.63	72.43
S1	71.50	71.91

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

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