NYMEX Light Sweet Crude Oil Future October 2021
| Trading Metrics calculated at close of trading on 16-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2021 |
16-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
71.64 |
70.47 |
-1.17 |
-1.6% |
72.83 |
| High |
71.71 |
71.28 |
-0.43 |
-0.6% |
73.94 |
| Low |
70.25 |
69.48 |
-0.77 |
-1.1% |
69.48 |
| Close |
70.64 |
70.82 |
0.18 |
0.3% |
70.82 |
| Range |
1.46 |
1.80 |
0.34 |
23.3% |
4.46 |
| ATR |
1.89 |
1.89 |
-0.01 |
-0.4% |
0.00 |
| Volume |
115,091 |
72,833 |
-42,258 |
-36.7% |
490,298 |
|
| Daily Pivots for day following 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.93 |
75.17 |
71.81 |
|
| R3 |
74.13 |
73.37 |
71.32 |
|
| R2 |
72.33 |
72.33 |
71.15 |
|
| R1 |
71.57 |
71.57 |
70.99 |
71.95 |
| PP |
70.53 |
70.53 |
70.53 |
70.72 |
| S1 |
69.77 |
69.77 |
70.66 |
70.15 |
| S2 |
68.73 |
68.73 |
70.49 |
|
| S3 |
66.93 |
67.97 |
70.33 |
|
| S4 |
65.13 |
66.17 |
69.83 |
|
|
| Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
84.79 |
82.27 |
73.27 |
|
| R3 |
80.33 |
77.81 |
72.05 |
|
| R2 |
75.87 |
75.87 |
71.64 |
|
| R1 |
73.35 |
73.35 |
71.23 |
72.38 |
| PP |
71.41 |
71.41 |
71.41 |
70.93 |
| S1 |
68.89 |
68.89 |
70.41 |
67.92 |
| S2 |
66.95 |
66.95 |
70.00 |
|
| S3 |
62.49 |
64.43 |
69.59 |
|
| S4 |
58.03 |
59.97 |
68.37 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.94 |
69.48 |
4.46 |
6.3% |
1.94 |
2.7% |
30% |
False |
True |
98,059 |
| 10 |
74.77 |
69.09 |
5.68 |
8.0% |
2.24 |
3.2% |
30% |
False |
False |
96,017 |
| 20 |
74.77 |
68.29 |
6.48 |
9.1% |
1.88 |
2.6% |
39% |
False |
False |
86,344 |
| 40 |
74.77 |
60.67 |
14.10 |
19.9% |
1.68 |
2.4% |
72% |
False |
False |
65,055 |
| 60 |
74.77 |
59.55 |
15.22 |
21.5% |
1.67 |
2.4% |
74% |
False |
False |
52,663 |
| 80 |
74.77 |
56.33 |
18.44 |
26.0% |
1.72 |
2.4% |
79% |
False |
False |
45,065 |
| 100 |
74.77 |
56.24 |
18.53 |
26.2% |
1.80 |
2.5% |
79% |
False |
False |
38,930 |
| 120 |
74.77 |
49.96 |
24.81 |
35.0% |
1.69 |
2.4% |
84% |
False |
False |
34,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.93 |
|
2.618 |
75.99 |
|
1.618 |
74.19 |
|
1.000 |
73.08 |
|
0.618 |
72.39 |
|
HIGH |
71.28 |
|
0.618 |
70.59 |
|
0.500 |
70.38 |
|
0.382 |
70.17 |
|
LOW |
69.48 |
|
0.618 |
68.37 |
|
1.000 |
67.68 |
|
1.618 |
66.57 |
|
2.618 |
64.77 |
|
4.250 |
61.83 |
|
|
| Fisher Pivots for day following 16-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
70.67 |
71.71 |
| PP |
70.53 |
71.41 |
| S1 |
70.38 |
71.12 |
|