NYMEX Light Sweet Crude Oil Future September 2021
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Jul-2021 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 26-Jul-2021 | 27-Jul-2021 | Change | Change % | Previous Week |  
                        | Open | 72.18 | 72.22 | 0.04 | 0.1% | 71.09 |  
                        | High | 72.43 | 72.33 | -0.10 | -0.1% | 72.21 |  
                        | Low | 70.56 | 71.08 | 0.52 | 0.7% | 65.01 |  
                        | Close | 71.91 | 71.65 | -0.26 | -0.4% | 72.07 |  
                        | Range | 1.87 | 1.25 | -0.62 | -33.2% | 7.20 |  
                        | ATR | 2.25 | 2.18 | -0.07 | -3.2% | 0.00 |  
                        | Volume | 395,743 | 333,123 | -62,620 | -15.8% | 2,506,576 |  | 
    
| 
        
            | Daily Pivots for day following 27-Jul-2021 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 75.44 | 74.79 | 72.34 |  |  
                | R3 | 74.19 | 73.54 | 71.99 |  |  
                | R2 | 72.94 | 72.94 | 71.88 |  |  
                | R1 | 72.29 | 72.29 | 71.76 | 71.99 |  
                | PP | 71.69 | 71.69 | 71.69 | 71.54 |  
                | S1 | 71.04 | 71.04 | 71.54 | 70.74 |  
                | S2 | 70.44 | 70.44 | 71.42 |  |  
                | S3 | 69.19 | 69.79 | 71.31 |  |  
                | S4 | 67.94 | 68.54 | 70.96 |  |  | 
        
            | 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 | 72.43 | 66.44 | 5.99 | 8.4% | 2.04 | 2.8% | 87% | False | False | 388,371 |  
                | 10 | 74.89 | 65.01 | 9.88 | 13.8% | 2.52 | 3.5% | 67% | False | False | 429,908 |  
                | 20 | 76.07 | 65.01 | 11.06 | 15.4% | 2.37 | 3.3% | 60% | False | False | 321,548 |  
                | 40 | 76.07 | 65.01 | 11.06 | 15.4% | 1.93 | 2.7% | 60% | False | False | 226,223 |  
                | 60 | 76.07 | 61.05 | 15.02 | 21.0% | 1.90 | 2.6% | 71% | False | False | 175,772 |  
                | 80 | 76.07 | 57.14 | 18.93 | 26.4% | 1.81 | 2.5% | 77% | False | False | 143,713 |  
                | 100 | 76.07 | 56.61 | 19.46 | 27.2% | 1.92 | 2.7% | 77% | False | False | 123,342 |  
                | 120 | 76.07 | 53.39 | 22.68 | 31.7% | 1.87 | 2.6% | 81% | False | False | 108,942 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 77.64 |  
            | 2.618 | 75.60 |  
            | 1.618 | 74.35 |  
            | 1.000 | 73.58 |  
            | 0.618 | 73.10 |  
            | HIGH | 72.33 |  
            | 0.618 | 71.85 |  
            | 0.500 | 71.71 |  
            | 0.382 | 71.56 |  
            | LOW | 71.08 |  
            | 0.618 | 70.31 |  
            | 1.000 | 69.83 |  
            | 1.618 | 69.06 |  
            | 2.618 | 67.81 |  
            | 4.250 | 65.77 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 27-Jul-2021 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 71.71 | 71.60 |  
                                | PP | 71.69 | 71.55 |  
                                | S1 | 71.67 | 71.50 |  |