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

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.36
Narrowest range in 2 trading days

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

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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