NYMEX Light Sweet Crude Oil Future September 2021
| Trading Metrics calculated at close of trading on 29-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2021 |
29-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
71.90 |
72.40 |
0.50 |
0.7% |
71.09 |
| High |
72.60 |
73.68 |
1.08 |
1.5% |
72.21 |
| Low |
71.70 |
72.26 |
0.56 |
0.8% |
65.01 |
| Close |
72.39 |
73.62 |
1.23 |
1.7% |
72.07 |
| Range |
0.90 |
1.42 |
0.52 |
57.8% |
7.20 |
| ATR |
2.09 |
2.05 |
-0.05 |
-2.3% |
0.00 |
| Volume |
318,911 |
294,462 |
-24,449 |
-7.7% |
2,506,576 |
|
| Daily Pivots for day following 29-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.45 |
76.95 |
74.40 |
|
| R3 |
76.03 |
75.53 |
74.01 |
|
| R2 |
74.61 |
74.61 |
73.88 |
|
| R1 |
74.11 |
74.11 |
73.75 |
74.36 |
| PP |
73.19 |
73.19 |
73.19 |
73.31 |
| S1 |
72.69 |
72.69 |
73.49 |
72.94 |
| S2 |
71.77 |
71.77 |
73.36 |
|
| S3 |
70.35 |
71.27 |
73.23 |
|
| S4 |
68.93 |
69.85 |
72.84 |
|
|
| 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 |
73.68 |
70.56 |
3.12 |
4.2% |
1.25 |
1.7% |
98% |
True |
False |
323,403 |
| 10 |
73.68 |
65.01 |
8.67 |
11.8% |
2.28 |
3.1% |
99% |
True |
False |
420,802 |
| 20 |
76.07 |
65.01 |
11.06 |
15.0% |
2.33 |
3.2% |
78% |
False |
False |
339,213 |
| 40 |
76.07 |
65.01 |
11.06 |
15.0% |
1.90 |
2.6% |
78% |
False |
False |
236,945 |
| 60 |
76.07 |
61.05 |
15.02 |
20.4% |
1.88 |
2.5% |
84% |
False |
False |
184,797 |
| 80 |
76.07 |
57.75 |
18.32 |
24.9% |
1.77 |
2.4% |
87% |
False |
False |
150,233 |
| 100 |
76.07 |
56.61 |
19.46 |
26.4% |
1.89 |
2.6% |
87% |
False |
False |
128,722 |
| 120 |
76.07 |
54.74 |
21.33 |
29.0% |
1.88 |
2.5% |
89% |
False |
False |
113,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.72 |
|
2.618 |
77.40 |
|
1.618 |
75.98 |
|
1.000 |
75.10 |
|
0.618 |
74.56 |
|
HIGH |
73.68 |
|
0.618 |
73.14 |
|
0.500 |
72.97 |
|
0.382 |
72.80 |
|
LOW |
72.26 |
|
0.618 |
71.38 |
|
1.000 |
70.84 |
|
1.618 |
69.96 |
|
2.618 |
68.54 |
|
4.250 |
66.23 |
|
|
| Fisher Pivots for day following 29-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
73.40 |
73.21 |
| PP |
73.19 |
72.79 |
| S1 |
72.97 |
72.38 |
|