NYMEX Light Sweet Crude Oil Future September 2021

Trading Metrics calculated at close of trading on 28-Jul-2021

Day Change Summary
	Previous	Current
	27-Jul-2021	28-Jul-2021	Change	Change %	Previous Week
Open	72.22	71.90	-0.32	-0.4%	71.09
High	72.33	72.60	0.27	0.4%	72.21
Low	71.08	71.70	0.62	0.9%	65.01
Close	71.65	72.39	0.74	1.0%	72.07
Range	1.25	0.90	-0.35	-28.0%	7.20
ATR	2.18	2.09	-0.09	-4.0%	0.00
Volume	333,123	318,911	-14,212	-4.3%	2,506,576

Daily Pivots for day following 28-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	74.93	74.56	72.89
R3	74.03	73.66	72.64
R2	73.13	73.13	72.56
R1	72.76	72.76	72.47	72.95
PP	72.23	72.23	72.23	72.32
S1	71.86	71.86	72.31	72.05
S2	71.33	71.33	72.23
S3	70.43	70.96	72.14
S4	69.53	70.06	71.90

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	72.60	69.86	2.74	3.8%	1.40	1.9%	92%	True	False	351,547
10	72.60	65.01	7.59	10.5%	2.29	3.2%	97%	True	False	424,257
20	76.07	65.01	11.06	15.3%	2.33	3.2%	67%	False	False	331,838
40	76.07	65.01	11.06	15.3%	1.89	2.6%	67%	False	False	231,651
60	76.07	61.05	15.02	20.7%	1.88	2.6%	75%	False	False	180,710
80	76.07	57.75	18.32	25.3%	1.78	2.5%	80%	False	False	147,075
100	76.07	56.61	19.46	26.9%	1.90	2.6%	81%	False	False	126,059
120	76.07	54.23	21.84	30.2%	1.87	2.6%	83%	False	False	111,322

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.34
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	76.43
2.618	74.96
1.618	74.06
1.000	73.50
0.618	73.16
HIGH	72.60
0.618	72.26
0.500	72.15
0.382	72.04
LOW	71.70
0.618	71.14
1.000	70.80
1.618	70.24
2.618	69.34
4.250	67.88

Fisher Pivots for day following 28-Jul-2021
Pivot	1 day	3 day
R1	72.31	72.12
PP	72.23	71.85
S1	72.15	71.58

Download as Excel Spreadsheet

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

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