NYMEX Light Sweet Crude Oil Future September 2021
| Trading Metrics calculated at close of trading on 12-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2021 |
12-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
68.51 |
69.36 |
0.85 |
1.2% |
73.91 |
| High |
69.45 |
69.62 |
0.17 |
0.2% |
73.95 |
| Low |
66.67 |
68.46 |
1.79 |
2.7% |
67.61 |
| Close |
69.25 |
69.09 |
-0.16 |
-0.2% |
68.28 |
| Range |
2.78 |
1.16 |
-1.62 |
-58.3% |
6.34 |
| ATR |
2.30 |
2.22 |
-0.08 |
-3.5% |
0.00 |
| Volume |
513,292 |
352,465 |
-160,827 |
-31.3% |
2,494,529 |
|
| Daily Pivots for day following 12-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.54 |
71.97 |
69.73 |
|
| R3 |
71.38 |
70.81 |
69.41 |
|
| R2 |
70.22 |
70.22 |
69.30 |
|
| R1 |
69.65 |
69.65 |
69.20 |
69.36 |
| PP |
69.06 |
69.06 |
69.06 |
68.91 |
| S1 |
68.49 |
68.49 |
68.98 |
68.20 |
| S2 |
67.90 |
67.90 |
68.88 |
|
| S3 |
66.74 |
67.33 |
68.77 |
|
| S4 |
65.58 |
66.17 |
68.45 |
|
|
| Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
88.97 |
84.96 |
71.77 |
|
| R3 |
82.63 |
78.62 |
70.02 |
|
| R2 |
76.29 |
76.29 |
69.44 |
|
| R1 |
72.28 |
72.28 |
68.86 |
71.12 |
| PP |
69.95 |
69.95 |
69.95 |
69.36 |
| S1 |
65.94 |
65.94 |
67.70 |
64.78 |
| S2 |
63.61 |
63.61 |
67.12 |
|
| S3 |
57.27 |
59.60 |
66.54 |
|
| S4 |
50.93 |
53.26 |
64.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
70.18 |
65.15 |
5.03 |
7.3% |
2.28 |
3.3% |
78% |
False |
False |
490,680 |
| 10 |
74.23 |
65.15 |
9.08 |
13.1% |
2.36 |
3.4% |
43% |
False |
False |
471,449 |
| 20 |
74.23 |
65.01 |
9.22 |
13.3% |
2.32 |
3.4% |
44% |
False |
False |
446,125 |
| 40 |
76.07 |
65.01 |
11.06 |
16.0% |
2.16 |
3.1% |
37% |
False |
False |
326,446 |
| 60 |
76.07 |
61.05 |
15.02 |
21.7% |
1.97 |
2.8% |
54% |
False |
False |
253,298 |
| 80 |
76.07 |
59.92 |
16.15 |
23.4% |
1.89 |
2.7% |
57% |
False |
False |
202,909 |
| 100 |
76.07 |
56.61 |
19.46 |
28.2% |
1.93 |
2.8% |
64% |
False |
False |
171,998 |
| 120 |
76.07 |
56.61 |
19.46 |
28.2% |
1.96 |
2.8% |
64% |
False |
False |
149,511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
74.55 |
|
2.618 |
72.66 |
|
1.618 |
71.50 |
|
1.000 |
70.78 |
|
0.618 |
70.34 |
|
HIGH |
69.62 |
|
0.618 |
69.18 |
|
0.500 |
69.04 |
|
0.382 |
68.90 |
|
LOW |
68.46 |
|
0.618 |
67.74 |
|
1.000 |
67.30 |
|
1.618 |
66.58 |
|
2.618 |
65.42 |
|
4.250 |
63.53 |
|
|
| Fisher Pivots for day following 12-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
69.07 |
68.76 |
| PP |
69.06 |
68.42 |
| S1 |
69.04 |
68.09 |
|