NYMEX Light Sweet Crude Oil Future October 2021
| Trading Metrics calculated at close of trading on 14-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2021 |
14-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
72.44 |
73.55 |
1.11 |
1.5% |
73.22 |
| High |
73.83 |
73.94 |
0.11 |
0.1% |
74.77 |
| Low |
72.07 |
70.86 |
-1.21 |
-1.7% |
69.09 |
| Close |
73.69 |
71.81 |
-1.88 |
-2.6% |
72.68 |
| Range |
1.76 |
3.08 |
1.32 |
75.0% |
5.68 |
| ATR |
1.83 |
1.92 |
0.09 |
4.9% |
0.00 |
| Volume |
98,126 |
132,264 |
34,138 |
34.8% |
372,066 |
|
| Daily Pivots for day following 14-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.44 |
79.71 |
73.50 |
|
| R3 |
78.36 |
76.63 |
72.66 |
|
| R2 |
75.28 |
75.28 |
72.37 |
|
| R1 |
73.55 |
73.55 |
72.09 |
72.88 |
| PP |
72.20 |
72.20 |
72.20 |
71.87 |
| S1 |
70.47 |
70.47 |
71.53 |
69.80 |
| S2 |
69.12 |
69.12 |
71.25 |
|
| S3 |
66.04 |
67.39 |
70.96 |
|
| S4 |
62.96 |
64.31 |
70.12 |
|
|
| 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 |
73.94 |
69.09 |
4.85 |
6.8% |
2.14 |
3.0% |
56% |
True |
False |
93,746 |
| 10 |
74.77 |
69.09 |
5.68 |
7.9% |
2.27 |
3.2% |
48% |
False |
False |
97,169 |
| 20 |
74.77 |
68.03 |
6.74 |
9.4% |
1.90 |
2.6% |
56% |
False |
False |
81,879 |
| 40 |
74.77 |
60.67 |
14.10 |
19.6% |
1.74 |
2.4% |
79% |
False |
False |
62,026 |
| 60 |
74.77 |
59.55 |
15.22 |
21.2% |
1.68 |
2.3% |
81% |
False |
False |
50,476 |
| 80 |
74.77 |
56.24 |
18.53 |
25.8% |
1.74 |
2.4% |
84% |
False |
False |
43,243 |
| 100 |
74.77 |
56.24 |
18.53 |
25.8% |
1.81 |
2.5% |
84% |
False |
False |
37,239 |
| 120 |
74.77 |
49.96 |
24.81 |
34.5% |
1.68 |
2.3% |
88% |
False |
False |
32,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
87.03 |
|
2.618 |
82.00 |
|
1.618 |
78.92 |
|
1.000 |
77.02 |
|
0.618 |
75.84 |
|
HIGH |
73.94 |
|
0.618 |
72.76 |
|
0.500 |
72.40 |
|
0.382 |
72.04 |
|
LOW |
70.86 |
|
0.618 |
68.96 |
|
1.000 |
67.78 |
|
1.618 |
65.88 |
|
2.618 |
62.80 |
|
4.250 |
57.77 |
|
|
| Fisher Pivots for day following 14-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
72.40 |
72.40 |
| PP |
72.20 |
72.20 |
| S1 |
72.01 |
72.01 |
|