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

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.65
Widest range in 2 trading days

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

Download as Excel Spreadsheet

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

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