NYMEX Light Sweet Crude Oil Future September 2021


Trading Metrics calculated at close of trading on 05-Aug-2021
Day Change Summary
Previous Current
04-Aug-2021 05-Aug-2021 Change Change % Previous Week
Open 70.32 68.06 -2.26 -3.2% 72.18
High 70.81 69.35 -1.46 -2.1% 74.23
Low 67.85 67.61 -0.24 -0.4% 70.56
Close 68.15 69.09 0.94 1.4% 73.95
Range 2.96 1.74 -1.22 -41.2% 3.67
ATR 2.20 2.17 -0.03 -1.5% 0.00
Volume 582,924 416,331 -166,593 -28.6% 1,645,939
Daily Pivots for day following 05-Aug-2021
Classic Woodie Camarilla DeMark
R4 73.90 73.24 70.05
R3 72.16 71.50 69.57
R2 70.42 70.42 69.41
R1 69.76 69.76 69.25 70.09
PP 68.68 68.68 68.68 68.85
S1 68.02 68.02 68.93 68.35
S2 66.94 66.94 68.77
S3 65.20 66.28 68.61
S4 63.46 64.54 68.13
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 67.61 6.62 9.6% 2.43 3.5% 22% False True 452,218
10 74.23 67.61 6.62 9.6% 1.84 2.7% 22% False True 387,811
20 74.90 65.01 9.89 14.3% 2.26 3.3% 41% False False 393,346
40 76.07 65.01 11.06 16.0% 2.04 3.0% 37% False False 282,902
60 76.07 61.05 15.02 21.7% 1.95 2.8% 54% False False 217,364
80 76.07 59.90 16.17 23.4% 1.85 2.7% 57% False False 175,288
100 76.07 56.61 19.46 28.2% 1.94 2.8% 64% False False 149,760
120 76.07 56.36 19.71 28.5% 1.93 2.8% 65% False False 131,056
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 76.75
2.618 73.91
1.618 72.17
1.000 71.09
0.618 70.43
HIGH 69.35
0.618 68.69
0.500 68.48
0.382 68.27
LOW 67.61
0.618 66.53
1.000 65.87
1.618 64.79
2.618 63.05
4.250 60.22
Fisher Pivots for day following 05-Aug-2021
Pivot 1 day 3 day
R1 68.89 69.79
PP 68.68 69.55
S1 68.48 69.32

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

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