NYMEX Light Sweet Crude Oil Future October 2021
| Trading Metrics calculated at close of trading on 02-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2021 |
02-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
71.79 |
72.79 |
1.00 |
1.4% |
72.32 |
| High |
73.95 |
73.50 |
-0.45 |
-0.6% |
73.95 |
| Low |
71.64 |
72.35 |
0.71 |
1.0% |
70.43 |
| Close |
73.06 |
73.25 |
0.19 |
0.3% |
73.25 |
| Range |
2.31 |
1.15 |
-1.16 |
-50.2% |
3.52 |
| ATR |
1.55 |
1.52 |
-0.03 |
-1.8% |
0.00 |
| Volume |
146,363 |
97,815 |
-48,548 |
-33.2% |
380,856 |
|
| Daily Pivots for day following 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.48 |
76.02 |
73.88 |
|
| R3 |
75.33 |
74.87 |
73.57 |
|
| R2 |
74.18 |
74.18 |
73.46 |
|
| R1 |
73.72 |
73.72 |
73.36 |
73.95 |
| PP |
73.03 |
73.03 |
73.03 |
73.15 |
| S1 |
72.57 |
72.57 |
73.14 |
72.80 |
| S2 |
71.88 |
71.88 |
73.04 |
|
| S3 |
70.73 |
71.42 |
72.93 |
|
| S4 |
69.58 |
70.27 |
72.62 |
|
|
| Weekly Pivots for week ending 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.10 |
81.70 |
75.19 |
|
| R3 |
79.58 |
78.18 |
74.22 |
|
| R2 |
76.06 |
76.06 |
73.90 |
|
| R1 |
74.66 |
74.66 |
73.57 |
75.36 |
| PP |
72.54 |
72.54 |
72.54 |
72.90 |
| S1 |
71.14 |
71.14 |
72.93 |
71.84 |
| S2 |
69.02 |
69.02 |
72.60 |
|
| S3 |
65.50 |
67.62 |
72.28 |
|
| S4 |
61.98 |
64.10 |
71.31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.95 |
70.43 |
3.52 |
4.8% |
1.63 |
2.2% |
80% |
False |
False |
76,171 |
| 10 |
73.95 |
69.02 |
4.93 |
6.7% |
1.46 |
2.0% |
86% |
False |
False |
79,907 |
| 20 |
73.95 |
67.27 |
6.68 |
9.1% |
1.45 |
2.0% |
90% |
False |
False |
67,255 |
| 40 |
73.95 |
60.67 |
13.28 |
18.1% |
1.58 |
2.2% |
95% |
False |
False |
50,764 |
| 60 |
73.95 |
57.88 |
16.07 |
21.9% |
1.52 |
2.1% |
96% |
False |
False |
41,686 |
| 80 |
73.95 |
56.24 |
17.71 |
24.2% |
1.69 |
2.3% |
96% |
False |
False |
36,201 |
| 100 |
73.95 |
54.81 |
19.14 |
26.1% |
1.71 |
2.3% |
96% |
False |
False |
31,455 |
| 120 |
73.95 |
49.96 |
23.99 |
32.8% |
1.59 |
2.2% |
97% |
False |
False |
27,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.39 |
|
2.618 |
76.51 |
|
1.618 |
75.36 |
|
1.000 |
74.65 |
|
0.618 |
74.21 |
|
HIGH |
73.50 |
|
0.618 |
73.06 |
|
0.500 |
72.93 |
|
0.382 |
72.79 |
|
LOW |
72.35 |
|
0.618 |
71.64 |
|
1.000 |
71.20 |
|
1.618 |
70.49 |
|
2.618 |
69.34 |
|
4.250 |
67.46 |
|
|
| Fisher Pivots for day following 02-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
73.14 |
73.02 |
| PP |
73.03 |
72.79 |
| S1 |
72.93 |
72.57 |
|