NYMEX Light Sweet Crude Oil Future October 2021

Trading Metrics calculated at close of trading on 06-Jul-2021

Day Change Summary
	Previous	Current
	02-Jul-2021	06-Jul-2021	Change	Change %	Previous Week
Open	72.79	73.22	0.43	0.6%	72.32
High	73.50	74.77	1.27	1.7%	73.95
Low	72.35	71.02	-1.33	-1.8%	70.43
Close	73.25	71.46	-1.79	-2.4%	73.25
Range	1.15	3.75	2.60	226.1%	3.52
ATR	1.52	1.68	0.16	10.5%	0.00
Volume	97,815	119,353	21,538	22.0%	380,856

Daily Pivots for day following 06-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	83.67	81.31	73.52
R3	79.92	77.56	72.49
R2	76.17	76.17	72.15
R1	73.81	73.81	71.80	73.12
PP	72.42	72.42	72.42	72.07
S1	70.06	70.06	71.12	69.37
S2	68.67	68.67	70.77
S3	64.92	66.31	70.43
S4	61.17	62.56	69.40

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	74.77	70.43	4.34	6.1%	2.04	2.9%	24%	True	False	90,306
10	74.77	70.43	4.34	6.1%	1.64	2.3%	24%	True	False	79,643
20	74.77	67.27	7.50	10.5%	1.58	2.2%	56%	True	False	71,675
40	74.77	60.67	14.10	19.7%	1.65	2.3%	77%	True	False	52,803
60	74.77	57.88	16.89	23.6%	1.57	2.2%	80%	True	False	43,297
80	74.77	56.24	18.53	25.9%	1.72	2.4%	82%	True	False	37,611
100	74.77	54.81	19.96	27.9%	1.74	2.4%	83%	True	False	32,483
120	74.77	49.96	24.81	34.7%	1.61	2.3%	87%	True	False	28,378

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.51
Widest range in 75 trading days

Fibonacci Retracements and Extensions
4.250	90.71
2.618	84.59
1.618	80.84
1.000	78.52
0.618	77.09
HIGH	74.77
0.618	73.34
0.500	72.90
0.382	72.45
LOW	71.02
0.618	68.70
1.000	67.27
1.618	64.95
2.618	61.20
4.250	55.08

Fisher Pivots for day following 06-Jul-2021
Pivot	1 day	3 day
R1	72.90	72.90
PP	72.42	72.42
S1	71.94	71.94

Download as Excel Spreadsheet

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

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