NYMEX Light Sweet Crude Oil Future September 2021
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-Jul-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 22-Jul-2021 | 23-Jul-2021 | Change | Change % | Previous Week |  
                        | Open | 70.22 | 71.71 | 1.49 | 2.1% | 71.09 |  
                        | High | 72.03 | 72.21 | 0.18 | 0.2% | 72.21 |  
                        | Low | 69.86 | 71.39 | 1.53 | 2.2% | 65.01 |  
                        | Close | 71.91 | 72.07 | 0.16 | 0.2% | 72.07 |  
                        | Range | 2.17 | 0.82 | -1.35 | -62.2% | 7.20 |  
                        | ATR | 2.39 | 2.28 | -0.11 | -4.7% | 0.00 |  
                        | Volume | 435,181 | 274,778 | -160,403 | -36.9% | 2,506,576 |  | 
    
| 
        
            | Daily Pivots for day following 23-Jul-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 74.35 | 74.03 | 72.52 |  |  
                | R3 | 73.53 | 73.21 | 72.30 |  |  
                | R2 | 72.71 | 72.71 | 72.22 |  |  
                | R1 | 72.39 | 72.39 | 72.15 | 72.55 |  
                | PP | 71.89 | 71.89 | 71.89 | 71.97 |  
                | S1 | 71.57 | 71.57 | 71.99 | 71.73 |  
                | S2 | 71.07 | 71.07 | 71.92 |  |  
                | S3 | 70.25 | 70.75 | 71.84 |  |  
                | S4 | 69.43 | 69.93 | 71.62 |  |  | 
        
            | Weekly Pivots for week ending 23-Jul-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 91.36 | 88.92 | 76.03 |  |  
                | R3 | 84.16 | 81.72 | 74.05 |  |  
                | R2 | 76.96 | 76.96 | 73.39 |  |  
                | R1 | 74.52 | 74.52 | 72.73 | 75.74 |  
                | PP | 69.76 | 69.76 | 69.76 | 70.38 |  
                | S1 | 67.32 | 67.32 | 71.41 | 68.54 |  
                | S2 | 62.56 | 62.56 | 70.75 |  |  
                | S3 | 55.36 | 60.12 | 70.09 |  |  
                | S4 | 48.16 | 52.92 | 68.11 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 72.21 | 65.01 | 7.20 | 10.0% | 3.10 | 4.3% | 98% | True | False | 501,315 |  
                | 10 | 74.90 | 65.01 | 9.89 | 13.7% | 2.56 | 3.5% | 71% | False | False | 407,829 |  
                | 20 | 76.07 | 65.01 | 11.06 | 15.3% | 2.37 | 3.3% | 64% | False | False | 297,566 |  
                | 40 | 76.07 | 64.79 | 11.28 | 15.7% | 1.92 | 2.7% | 65% | False | False | 213,089 |  
                | 60 | 76.07 | 61.05 | 15.02 | 20.8% | 1.90 | 2.6% | 73% | False | False | 165,284 |  
                | 80 | 76.07 | 57.14 | 18.93 | 26.3% | 1.83 | 2.5% | 79% | False | False | 136,002 |  
                | 100 | 76.07 | 56.61 | 19.46 | 27.0% | 1.95 | 2.7% | 79% | False | False | 117,063 |  
                | 120 | 76.07 | 51.70 | 24.37 | 33.8% | 1.86 | 2.6% | 84% | False | False | 103,416 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 75.70 |  
            | 2.618 | 74.36 |  
            | 1.618 | 73.54 |  
            | 1.000 | 73.03 |  
            | 0.618 | 72.72 |  
            | HIGH | 72.21 |  
            | 0.618 | 71.90 |  
            | 0.500 | 71.80 |  
            | 0.382 | 71.70 |  
            | LOW | 71.39 |  
            | 0.618 | 70.88 |  
            | 1.000 | 70.57 |  
            | 1.618 | 70.06 |  
            | 2.618 | 69.24 |  
            | 4.250 | 67.91 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 23-Jul-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 71.98 | 71.16 |  
                                | PP | 71.89 | 70.24 |  
                                | S1 | 71.80 | 69.33 |  |