NYMEX Light Sweet Crude Oil Future September 2021
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-Jul-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 19-Jul-2021 | 20-Jul-2021 | Change | Change % | Previous Week |  
                        | Open | 71.09 | 66.61 | -4.48 | -6.3% | 73.92 |  
                        | High | 71.40 | 67.61 | -3.79 | -5.3% | 74.90 |  
                        | Low | 65.56 | 65.01 | -0.55 | -0.8% | 70.16 |  
                        | Close | 66.35 | 67.20 | 0.85 | 1.3% | 71.56 |  
                        | Range | 5.84 | 2.60 | -3.24 | -55.5% | 4.74 |  
                        | ATR | 2.26 | 2.28 | 0.02 | 1.1% | 0.00 |  
                        | Volume | 731,958 | 561,629 | -170,329 | -23.3% | 1,571,716 |  | 
    
| 
        
            | Daily Pivots for day following 20-Jul-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 74.41 | 73.40 | 68.63 |  |  
                | R3 | 71.81 | 70.80 | 67.92 |  |  
                | R2 | 69.21 | 69.21 | 67.68 |  |  
                | R1 | 68.20 | 68.20 | 67.44 | 68.71 |  
                | PP | 66.61 | 66.61 | 66.61 | 66.86 |  
                | S1 | 65.60 | 65.60 | 66.96 | 66.11 |  
                | S2 | 64.01 | 64.01 | 66.72 |  |  
                | S3 | 61.41 | 63.00 | 66.49 |  |  
                | S4 | 58.81 | 60.40 | 65.77 |  |  | 
        
            | Weekly Pivots for week ending 16-Jul-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 86.43 | 83.73 | 74.17 |  |  
                | R3 | 81.69 | 78.99 | 72.86 |  |  
                | R2 | 76.95 | 76.95 | 72.43 |  |  
                | R1 | 74.25 | 74.25 | 71.99 | 73.23 |  
                | PP | 72.21 | 72.21 | 72.21 | 71.70 |  
                | S1 | 69.51 | 69.51 | 71.13 | 68.49 |  
                | S2 | 67.47 | 67.47 | 70.69 |  |  
                | S3 | 62.73 | 64.77 | 70.26 |  |  
                | S4 | 57.99 | 60.03 | 68.95 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 74.89 | 65.01 | 9.88 | 14.7% | 2.99 | 4.5% | 22% | False | True | 471,446 |  
                | 10 | 74.90 | 65.01 | 9.89 | 14.7% | 2.65 | 3.9% | 22% | False | True | 352,168 |  
                | 20 | 76.07 | 65.01 | 11.06 | 16.5% | 2.19 | 3.3% | 20% | False | True | 262,809 |  
                | 40 | 76.07 | 63.07 | 13.00 | 19.3% | 1.85 | 2.8% | 32% | False | False | 191,056 |  
                | 60 | 76.07 | 59.92 | 16.15 | 24.0% | 1.86 | 2.8% | 45% | False | False | 147,039 |  
                | 80 | 76.07 | 57.14 | 18.93 | 28.2% | 1.83 | 2.7% | 53% | False | False | 122,119 |  
                | 100 | 76.07 | 56.61 | 19.46 | 29.0% | 1.94 | 2.9% | 54% | False | False | 105,791 |  
                | 120 | 76.07 | 50.32 | 25.75 | 38.3% | 1.84 | 2.7% | 66% | False | False | 93,720 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 78.66 |  
            | 2.618 | 74.42 |  
            | 1.618 | 71.82 |  
            | 1.000 | 70.21 |  
            | 0.618 | 69.22 |  
            | HIGH | 67.61 |  
            | 0.618 | 66.62 |  
            | 0.500 | 66.31 |  
            | 0.382 | 66.00 |  
            | LOW | 65.01 |  
            | 0.618 | 63.40 |  
            | 1.000 | 62.41 |  
            | 1.618 | 60.80 |  
            | 2.618 | 58.20 |  
            | 4.250 | 53.96 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 20-Jul-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 66.90 | 68.53 |  
                                | PP | 66.61 | 68.08 |  
                                | S1 | 66.31 | 67.64 |  |