NYMEX Light Sweet Crude Oil Future September 2021
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Jul-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 21-Jul-2021 | 22-Jul-2021 | Change | Change % | Previous Week |  
                        | Open | 66.45 | 70.22 | 3.77 | 5.7% | 73.92 |  
                        | High | 70.51 | 72.03 | 1.52 | 2.2% | 74.90 |  
                        | Low | 66.44 | 69.86 | 3.42 | 5.1% | 70.16 |  
                        | Close | 70.30 | 71.91 | 1.61 | 2.3% | 71.56 |  
                        | Range | 4.07 | 2.17 | -1.90 | -46.7% | 4.74 |  
                        | ATR | 2.41 | 2.39 | -0.02 | -0.7% | 0.00 |  
                        | Volume | 503,030 | 435,181 | -67,849 | -13.5% | 1,571,716 |  | 
    
| 
        
            | Daily Pivots for day following 22-Jul-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 77.78 | 77.01 | 73.10 |  |  
                | R3 | 75.61 | 74.84 | 72.51 |  |  
                | R2 | 73.44 | 73.44 | 72.31 |  |  
                | R1 | 72.67 | 72.67 | 72.11 | 73.06 |  
                | PP | 71.27 | 71.27 | 71.27 | 71.46 |  
                | S1 | 70.50 | 70.50 | 71.71 | 70.89 |  
                | S2 | 69.10 | 69.10 | 71.51 |  |  
                | S3 | 66.93 | 68.33 | 71.31 |  |  
                | S4 | 64.76 | 66.16 | 70.72 |  |  | 
        
            | 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 | 72.04 | 65.01 | 7.03 | 9.8% | 3.31 | 4.6% | 98% | False | False | 518,200 |  
                | 10 | 74.90 | 65.01 | 9.89 | 13.8% | 2.68 | 3.7% | 70% | False | False | 398,882 |  
                | 20 | 76.07 | 65.01 | 11.06 | 15.4% | 2.39 | 3.3% | 62% | False | False | 290,401 |  
                | 40 | 76.07 | 64.60 | 11.47 | 16.0% | 1.93 | 2.7% | 64% | False | False | 208,066 |  
                | 60 | 76.07 | 61.05 | 15.02 | 20.9% | 1.91 | 2.7% | 72% | False | False | 161,493 |  
                | 80 | 76.07 | 57.14 | 18.93 | 26.3% | 1.85 | 2.6% | 78% | False | False | 132,871 |  
                | 100 | 76.07 | 56.61 | 19.46 | 27.1% | 1.96 | 2.7% | 79% | False | False | 114,618 |  
                | 120 | 76.07 | 50.32 | 25.75 | 35.8% | 1.87 | 2.6% | 84% | False | False | 101,335 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 81.25 |  
            | 2.618 | 77.71 |  
            | 1.618 | 75.54 |  
            | 1.000 | 74.20 |  
            | 0.618 | 73.37 |  
            | HIGH | 72.03 |  
            | 0.618 | 71.20 |  
            | 0.500 | 70.95 |  
            | 0.382 | 70.69 |  
            | LOW | 69.86 |  
            | 0.618 | 68.52 |  
            | 1.000 | 67.69 |  
            | 1.618 | 66.35 |  
            | 2.618 | 64.18 |  
            | 4.250 | 60.64 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 22-Jul-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 71.59 | 70.78 |  
                                | PP | 71.27 | 69.65 |  
                                | S1 | 70.95 | 68.52 |  |