NYMEX Light Sweet Crude Oil Future September 2021
| Trading Metrics calculated at close of trading on 03-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2021 |
03-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
73.91 |
71.52 |
-2.39 |
-3.2% |
72.18 |
| High |
73.95 |
71.96 |
-1.99 |
-2.7% |
74.23 |
| Low |
70.55 |
69.19 |
-1.36 |
-1.9% |
70.56 |
| Close |
71.26 |
70.56 |
-0.70 |
-1.0% |
73.95 |
| Range |
3.40 |
2.77 |
-0.63 |
-18.5% |
3.67 |
| ATR |
2.09 |
2.14 |
0.05 |
2.3% |
0.00 |
| Volume |
448,200 |
509,938 |
61,738 |
13.8% |
1,645,939 |
|
| Daily Pivots for day following 03-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.88 |
77.49 |
72.08 |
|
| R3 |
76.11 |
74.72 |
71.32 |
|
| R2 |
73.34 |
73.34 |
71.07 |
|
| R1 |
71.95 |
71.95 |
70.81 |
71.26 |
| PP |
70.57 |
70.57 |
70.57 |
70.23 |
| S1 |
69.18 |
69.18 |
70.31 |
68.49 |
| S2 |
67.80 |
67.80 |
70.05 |
|
| S3 |
65.03 |
66.41 |
69.80 |
|
| S4 |
62.26 |
63.64 |
69.04 |
|
|
| 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 |
69.19 |
5.04 |
7.1% |
1.96 |
2.8% |
27% |
False |
True |
375,042 |
| 10 |
74.23 |
66.44 |
7.79 |
11.0% |
2.00 |
2.8% |
53% |
False |
False |
381,706 |
| 20 |
74.90 |
65.01 |
9.89 |
14.0% |
2.33 |
3.3% |
56% |
False |
False |
366,937 |
| 40 |
76.07 |
65.01 |
11.06 |
15.7% |
2.00 |
2.8% |
50% |
False |
False |
262,716 |
| 60 |
76.07 |
61.05 |
15.02 |
21.3% |
1.93 |
2.7% |
63% |
False |
False |
202,789 |
| 80 |
76.07 |
58.30 |
17.77 |
25.2% |
1.82 |
2.6% |
69% |
False |
False |
163,754 |
| 100 |
76.07 |
56.61 |
19.46 |
27.6% |
1.91 |
2.7% |
72% |
False |
False |
140,207 |
| 120 |
76.07 |
55.28 |
20.79 |
29.5% |
1.92 |
2.7% |
73% |
False |
False |
123,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.73 |
|
2.618 |
79.21 |
|
1.618 |
76.44 |
|
1.000 |
74.73 |
|
0.618 |
73.67 |
|
HIGH |
71.96 |
|
0.618 |
70.90 |
|
0.500 |
70.58 |
|
0.382 |
70.25 |
|
LOW |
69.19 |
|
0.618 |
67.48 |
|
1.000 |
66.42 |
|
1.618 |
64.71 |
|
2.618 |
61.94 |
|
4.250 |
57.42 |
|
|
| Fisher Pivots for day following 03-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
70.58 |
71.71 |
| PP |
70.57 |
71.33 |
| S1 |
70.57 |
70.94 |
|