NYMEX Light Sweet Crude Oil Future September 2021
| Trading Metrics calculated at close of trading on 21-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2021 |
21-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
66.61 |
66.45 |
-0.16 |
-0.2% |
73.92 |
| High |
67.61 |
70.51 |
2.90 |
4.3% |
74.90 |
| Low |
65.01 |
66.44 |
1.43 |
2.2% |
70.16 |
| Close |
67.20 |
70.30 |
3.10 |
4.6% |
71.56 |
| Range |
2.60 |
4.07 |
1.47 |
56.5% |
4.74 |
| ATR |
2.28 |
2.41 |
0.13 |
5.6% |
0.00 |
| Volume |
561,629 |
503,030 |
-58,599 |
-10.4% |
1,571,716 |
|
| Daily Pivots for day following 21-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.29 |
79.87 |
72.54 |
|
| R3 |
77.22 |
75.80 |
71.42 |
|
| R2 |
73.15 |
73.15 |
71.05 |
|
| R1 |
71.73 |
71.73 |
70.67 |
72.44 |
| PP |
69.08 |
69.08 |
69.08 |
69.44 |
| S1 |
67.66 |
67.66 |
69.93 |
68.37 |
| S2 |
65.01 |
65.01 |
69.55 |
|
| S3 |
60.94 |
63.59 |
69.18 |
|
| S4 |
56.87 |
59.52 |
68.06 |
|
|
| 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 |
72.48 |
65.01 |
7.47 |
10.6% |
3.17 |
4.5% |
71% |
False |
False |
496,967 |
| 10 |
74.90 |
65.01 |
9.89 |
14.1% |
2.70 |
3.8% |
53% |
False |
False |
380,100 |
| 20 |
76.07 |
65.01 |
11.06 |
15.7% |
2.35 |
3.3% |
48% |
False |
False |
277,151 |
| 40 |
76.07 |
64.60 |
11.47 |
16.3% |
1.90 |
2.7% |
50% |
False |
False |
201,316 |
| 60 |
76.07 |
61.05 |
15.02 |
21.4% |
1.90 |
2.7% |
62% |
False |
False |
154,828 |
| 80 |
76.07 |
57.14 |
18.93 |
26.9% |
1.85 |
2.6% |
70% |
False |
False |
127,881 |
| 100 |
76.07 |
56.61 |
19.46 |
27.7% |
1.96 |
2.8% |
70% |
False |
False |
110,591 |
| 120 |
76.07 |
50.32 |
25.75 |
36.6% |
1.86 |
2.6% |
78% |
False |
False |
97,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.81 |
|
2.618 |
81.17 |
|
1.618 |
77.10 |
|
1.000 |
74.58 |
|
0.618 |
73.03 |
|
HIGH |
70.51 |
|
0.618 |
68.96 |
|
0.500 |
68.48 |
|
0.382 |
67.99 |
|
LOW |
66.44 |
|
0.618 |
63.92 |
|
1.000 |
62.37 |
|
1.618 |
59.85 |
|
2.618 |
55.78 |
|
4.250 |
49.14 |
|
|
| Fisher Pivots for day following 21-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
69.69 |
69.60 |
| PP |
69.08 |
68.90 |
| S1 |
68.48 |
68.21 |
|