NYMEX Light Sweet Crude Oil Future October 2021
| Trading Metrics calculated at close of trading on 15-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2021 |
15-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
73.55 |
71.64 |
-1.91 |
-2.6% |
73.22 |
| High |
73.94 |
71.71 |
-2.23 |
-3.0% |
74.77 |
| Low |
70.86 |
70.25 |
-0.61 |
-0.9% |
69.09 |
| Close |
71.81 |
70.64 |
-1.17 |
-1.6% |
72.68 |
| Range |
3.08 |
1.46 |
-1.62 |
-52.6% |
5.68 |
| ATR |
1.92 |
1.89 |
-0.03 |
-1.3% |
0.00 |
| Volume |
132,264 |
115,091 |
-17,173 |
-13.0% |
372,066 |
|
| Daily Pivots for day following 15-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.25 |
74.40 |
71.44 |
|
| R3 |
73.79 |
72.94 |
71.04 |
|
| R2 |
72.33 |
72.33 |
70.91 |
|
| R1 |
71.48 |
71.48 |
70.77 |
71.18 |
| PP |
70.87 |
70.87 |
70.87 |
70.71 |
| S1 |
70.02 |
70.02 |
70.51 |
69.72 |
| S2 |
69.41 |
69.41 |
70.37 |
|
| S3 |
67.95 |
68.56 |
70.24 |
|
| S4 |
66.49 |
67.10 |
69.84 |
|
|
| 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 |
70.25 |
3.69 |
5.2% |
1.97 |
2.8% |
11% |
False |
True |
99,441 |
| 10 |
74.77 |
69.09 |
5.68 |
8.0% |
2.29 |
3.2% |
27% |
False |
False |
103,370 |
| 20 |
74.77 |
68.03 |
6.74 |
9.5% |
1.91 |
2.7% |
39% |
False |
False |
85,123 |
| 40 |
74.77 |
60.67 |
14.10 |
20.0% |
1.71 |
2.4% |
71% |
False |
False |
64,217 |
| 60 |
74.77 |
59.55 |
15.22 |
21.5% |
1.66 |
2.4% |
73% |
False |
False |
51,914 |
| 80 |
74.77 |
56.24 |
18.53 |
26.2% |
1.74 |
2.5% |
78% |
False |
False |
44,496 |
| 100 |
74.77 |
56.24 |
18.53 |
26.2% |
1.80 |
2.5% |
78% |
False |
False |
38,267 |
| 120 |
74.77 |
49.96 |
24.81 |
35.1% |
1.68 |
2.4% |
83% |
False |
False |
33,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.92 |
|
2.618 |
75.53 |
|
1.618 |
74.07 |
|
1.000 |
73.17 |
|
0.618 |
72.61 |
|
HIGH |
71.71 |
|
0.618 |
71.15 |
|
0.500 |
70.98 |
|
0.382 |
70.81 |
|
LOW |
70.25 |
|
0.618 |
69.35 |
|
1.000 |
68.79 |
|
1.618 |
67.89 |
|
2.618 |
66.43 |
|
4.250 |
64.05 |
|
|
| Fisher Pivots for day following 15-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
70.98 |
72.10 |
| PP |
70.87 |
71.61 |
| S1 |
70.75 |
71.13 |
|