NYMEX Light Sweet Crude Oil Future September 2021
| Trading Metrics calculated at close of trading on 30-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2021 |
30-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
72.40 |
73.41 |
1.01 |
1.4% |
72.18 |
| High |
73.68 |
74.23 |
0.55 |
0.7% |
74.23 |
| Low |
72.26 |
72.93 |
0.67 |
0.9% |
70.56 |
| Close |
73.62 |
73.95 |
0.33 |
0.4% |
73.95 |
| Range |
1.42 |
1.30 |
-0.12 |
-8.5% |
3.67 |
| ATR |
2.05 |
1.99 |
-0.05 |
-2.6% |
0.00 |
| Volume |
294,462 |
303,700 |
9,238 |
3.1% |
1,645,939 |
|
| Daily Pivots for day following 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.60 |
77.08 |
74.67 |
|
| R3 |
76.30 |
75.78 |
74.31 |
|
| R2 |
75.00 |
75.00 |
74.19 |
|
| R1 |
74.48 |
74.48 |
74.07 |
74.74 |
| PP |
73.70 |
73.70 |
73.70 |
73.84 |
| S1 |
73.18 |
73.18 |
73.83 |
73.44 |
| S2 |
72.40 |
72.40 |
73.71 |
|
| S3 |
71.10 |
71.88 |
73.59 |
|
| S4 |
69.80 |
70.58 |
73.24 |
|
|
| Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.92 |
82.61 |
75.97 |
|
| R3 |
80.25 |
78.94 |
74.96 |
|
| R2 |
76.58 |
76.58 |
74.62 |
|
| R1 |
75.27 |
75.27 |
74.29 |
75.93 |
| PP |
72.91 |
72.91 |
72.91 |
73.24 |
| S1 |
71.60 |
71.60 |
73.61 |
72.26 |
| S2 |
69.24 |
69.24 |
73.28 |
|
| S3 |
65.57 |
67.93 |
72.94 |
|
| S4 |
61.90 |
64.26 |
71.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
74.23 |
70.56 |
3.67 |
5.0% |
1.35 |
1.8% |
92% |
True |
False |
329,187 |
| 10 |
74.23 |
65.01 |
9.22 |
12.5% |
2.22 |
3.0% |
97% |
True |
False |
415,251 |
| 20 |
76.07 |
65.01 |
11.06 |
15.0% |
2.27 |
3.1% |
81% |
False |
False |
339,929 |
| 40 |
76.07 |
65.01 |
11.06 |
15.0% |
1.90 |
2.6% |
81% |
False |
False |
243,121 |
| 60 |
76.07 |
61.05 |
15.02 |
20.3% |
1.87 |
2.5% |
86% |
False |
False |
188,634 |
| 80 |
76.07 |
58.21 |
17.86 |
24.2% |
1.77 |
2.4% |
88% |
False |
False |
153,176 |
| 100 |
76.07 |
56.61 |
19.46 |
26.3% |
1.88 |
2.5% |
89% |
False |
False |
131,303 |
| 120 |
76.07 |
55.19 |
20.88 |
28.2% |
1.88 |
2.5% |
90% |
False |
False |
115,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
79.76 |
|
2.618 |
77.63 |
|
1.618 |
76.33 |
|
1.000 |
75.53 |
|
0.618 |
75.03 |
|
HIGH |
74.23 |
|
0.618 |
73.73 |
|
0.500 |
73.58 |
|
0.382 |
73.43 |
|
LOW |
72.93 |
|
0.618 |
72.13 |
|
1.000 |
71.63 |
|
1.618 |
70.83 |
|
2.618 |
69.53 |
|
4.250 |
67.41 |
|
|
| Fisher Pivots for day following 30-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
73.83 |
73.62 |
| PP |
73.70 |
73.29 |
| S1 |
73.58 |
72.97 |
|