NYMEX Light Sweet Crude Oil Future October 2021
| Trading Metrics calculated at close of trading on 13-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2021 |
13-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
72.83 |
72.44 |
-0.39 |
-0.5% |
73.22 |
| High |
72.96 |
73.83 |
0.87 |
1.2% |
74.77 |
| Low |
71.36 |
72.07 |
0.71 |
1.0% |
69.09 |
| Close |
72.36 |
73.69 |
1.33 |
1.8% |
72.68 |
| Range |
1.60 |
1.76 |
0.16 |
10.0% |
5.68 |
| ATR |
1.84 |
1.83 |
-0.01 |
-0.3% |
0.00 |
| Volume |
71,984 |
98,126 |
26,142 |
36.3% |
372,066 |
|
| Daily Pivots for day following 13-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
78.48 |
77.84 |
74.66 |
|
| R3 |
76.72 |
76.08 |
74.17 |
|
| R2 |
74.96 |
74.96 |
74.01 |
|
| R1 |
74.32 |
74.32 |
73.85 |
74.64 |
| PP |
73.20 |
73.20 |
73.20 |
73.36 |
| S1 |
72.56 |
72.56 |
73.53 |
72.88 |
| S2 |
71.44 |
71.44 |
73.37 |
|
| S3 |
69.68 |
70.80 |
73.21 |
|
| S4 |
67.92 |
69.04 |
72.72 |
|
|
| Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
89.22 |
86.63 |
75.80 |
|
| R3 |
83.54 |
80.95 |
74.24 |
|
| R2 |
77.86 |
77.86 |
73.72 |
|
| R1 |
75.27 |
75.27 |
73.20 |
73.73 |
| PP |
72.18 |
72.18 |
72.18 |
71.41 |
| S1 |
69.59 |
69.59 |
72.16 |
68.05 |
| S2 |
66.50 |
66.50 |
71.64 |
|
| S3 |
60.82 |
63.91 |
71.12 |
|
| S4 |
55.14 |
58.23 |
69.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.83 |
69.09 |
4.74 |
6.4% |
2.23 |
3.0% |
97% |
True |
False |
84,564 |
| 10 |
74.77 |
69.09 |
5.68 |
7.7% |
2.13 |
2.9% |
81% |
False |
False |
87,435 |
| 20 |
74.77 |
68.03 |
6.74 |
9.1% |
1.82 |
2.5% |
84% |
False |
False |
77,837 |
| 40 |
74.77 |
60.67 |
14.10 |
19.1% |
1.70 |
2.3% |
92% |
False |
False |
59,332 |
| 60 |
74.77 |
59.55 |
15.22 |
20.7% |
1.64 |
2.2% |
93% |
False |
False |
48,544 |
| 80 |
74.77 |
56.24 |
18.53 |
25.1% |
1.73 |
2.3% |
94% |
False |
False |
41,992 |
| 100 |
74.77 |
55.73 |
19.04 |
25.8% |
1.79 |
2.4% |
94% |
False |
False |
36,140 |
| 120 |
74.77 |
49.96 |
24.81 |
33.7% |
1.66 |
2.3% |
96% |
False |
False |
31,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.31 |
|
2.618 |
78.44 |
|
1.618 |
76.68 |
|
1.000 |
75.59 |
|
0.618 |
74.92 |
|
HIGH |
73.83 |
|
0.618 |
73.16 |
|
0.500 |
72.95 |
|
0.382 |
72.74 |
|
LOW |
72.07 |
|
0.618 |
70.98 |
|
1.000 |
70.31 |
|
1.618 |
69.22 |
|
2.618 |
67.46 |
|
4.250 |
64.59 |
|
|
| Fisher Pivots for day following 13-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
73.44 |
73.25 |
| PP |
73.20 |
72.81 |
| S1 |
72.95 |
72.37 |
|