NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 22-Jul-2021
Day Change Summary
Previous Current
21-Jul-2021 22-Jul-2021 Change Change % Previous Week
Open 65.86 69.50 3.64 5.5% 72.83
High 69.75 71.26 1.51 2.2% 73.94
Low 65.86 69.11 3.25 4.9% 69.48
Close 69.57 71.14 1.57 2.3% 70.82
Range 3.89 2.15 -1.74 -44.7% 4.46
ATR 2.31 2.30 -0.01 -0.5% 0.00
Volume 151,825 134,223 -17,602 -11.6% 490,298
Daily Pivots for day following 22-Jul-2021
Classic Woodie Camarilla DeMark
R4 76.95 76.20 72.32
R3 74.80 74.05 71.73
R2 72.65 72.65 71.53
R1 71.90 71.90 71.34 72.28
PP 70.50 70.50 70.50 70.69
S1 69.75 69.75 70.94 70.13
S2 68.35 68.35 70.75
S3 66.20 67.60 70.55
S4 64.05 65.45 69.96
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 71.28 64.49 6.79 9.5% 3.18 4.5% 98% False False 133,181
10 73.94 64.49 9.45 13.3% 2.57 3.6% 70% False False 116,311
20 74.77 64.49 10.28 14.5% 2.29 3.2% 65% False False 98,088
40 74.77 64.10 10.67 15.0% 1.84 2.6% 66% False False 75,649
60 74.77 60.67 14.10 19.8% 1.83 2.6% 74% False False 61,154
80 74.77 56.80 17.97 25.3% 1.76 2.5% 80% False False 51,533
100 74.77 56.24 18.53 26.0% 1.86 2.6% 80% False False 44,542
120 74.77 49.96 24.81 34.9% 1.78 2.5% 85% False False 38,854
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.40
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 80.40
2.618 76.89
1.618 74.74
1.000 73.41
0.618 72.59
HIGH 71.26
0.618 70.44
0.500 70.19
0.382 69.93
LOW 69.11
0.618 67.78
1.000 66.96
1.618 65.63
2.618 63.48
4.250 59.97
Fisher Pivots for day following 22-Jul-2021
Pivot 1 day 3 day
R1 70.82 70.05
PP 70.50 68.96
S1 70.19 67.88

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

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