NYMEX Light Sweet Crude Oil Future October 2021
| Trading Metrics calculated at close of trading on 20-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2021 |
20-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
70.20 |
66.01 |
-4.19 |
-6.0% |
72.83 |
| High |
70.60 |
66.95 |
-3.65 |
-5.2% |
73.94 |
| Low |
65.01 |
64.49 |
-0.52 |
-0.8% |
69.48 |
| Close |
65.76 |
66.62 |
0.86 |
1.3% |
70.82 |
| Range |
5.59 |
2.46 |
-3.13 |
-56.0% |
4.46 |
| ATR |
2.17 |
2.19 |
0.02 |
1.0% |
0.00 |
| Volume |
157,547 |
149,477 |
-8,070 |
-5.1% |
490,298 |
|
| Daily Pivots for day following 20-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.40 |
72.47 |
67.97 |
|
| R3 |
70.94 |
70.01 |
67.30 |
|
| R2 |
68.48 |
68.48 |
67.07 |
|
| R1 |
67.55 |
67.55 |
66.85 |
68.02 |
| PP |
66.02 |
66.02 |
66.02 |
66.25 |
| S1 |
65.09 |
65.09 |
66.39 |
65.56 |
| S2 |
63.56 |
63.56 |
66.17 |
|
| S3 |
61.10 |
62.63 |
65.94 |
|
| S4 |
58.64 |
60.17 |
65.27 |
|
|
| 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 |
64.49 |
9.45 |
14.2% |
2.88 |
4.3% |
23% |
False |
True |
125,442 |
| 10 |
73.94 |
64.49 |
9.45 |
14.2% |
2.55 |
3.8% |
23% |
False |
True |
105,003 |
| 20 |
74.77 |
64.49 |
10.28 |
15.4% |
2.10 |
3.1% |
21% |
False |
True |
92,323 |
| 40 |
74.77 |
62.63 |
12.14 |
18.2% |
1.77 |
2.7% |
33% |
False |
False |
70,997 |
| 60 |
74.77 |
59.55 |
15.22 |
22.8% |
1.77 |
2.7% |
46% |
False |
False |
57,143 |
| 80 |
74.77 |
56.80 |
17.97 |
27.0% |
1.75 |
2.6% |
55% |
False |
False |
48,392 |
| 100 |
74.77 |
56.24 |
18.53 |
27.8% |
1.85 |
2.8% |
56% |
False |
False |
41,843 |
| 120 |
74.77 |
49.96 |
24.81 |
37.2% |
1.75 |
2.6% |
67% |
False |
False |
36,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.41 |
|
2.618 |
73.39 |
|
1.618 |
70.93 |
|
1.000 |
69.41 |
|
0.618 |
68.47 |
|
HIGH |
66.95 |
|
0.618 |
66.01 |
|
0.500 |
65.72 |
|
0.382 |
65.43 |
|
LOW |
64.49 |
|
0.618 |
62.97 |
|
1.000 |
62.03 |
|
1.618 |
60.51 |
|
2.618 |
58.05 |
|
4.250 |
54.04 |
|
|
| Fisher Pivots for day following 20-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
66.32 |
67.89 |
| PP |
66.02 |
67.46 |
| S1 |
65.72 |
67.04 |
|