NYMEX Light Sweet Crude Oil Future October 2021
| Trading Metrics calculated at close of trading on 23-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2021 |
23-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
69.50 |
70.97 |
1.47 |
2.1% |
70.20 |
| High |
71.26 |
71.48 |
0.22 |
0.3% |
71.48 |
| Low |
69.11 |
70.69 |
1.58 |
2.3% |
64.49 |
| Close |
71.14 |
71.38 |
0.24 |
0.3% |
71.38 |
| Range |
2.15 |
0.79 |
-1.36 |
-63.3% |
6.99 |
| ATR |
2.30 |
2.19 |
-0.11 |
-4.7% |
0.00 |
| Volume |
134,223 |
73,538 |
-60,685 |
-45.2% |
666,610 |
|
| Daily Pivots for day following 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.55 |
73.26 |
71.81 |
|
| R3 |
72.76 |
72.47 |
71.60 |
|
| R2 |
71.97 |
71.97 |
71.52 |
|
| R1 |
71.68 |
71.68 |
71.45 |
71.83 |
| PP |
71.18 |
71.18 |
71.18 |
71.26 |
| S1 |
70.89 |
70.89 |
71.31 |
71.04 |
| S2 |
70.39 |
70.39 |
71.24 |
|
| S3 |
69.60 |
70.10 |
71.16 |
|
| S4 |
68.81 |
69.31 |
70.95 |
|
|
| Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
90.09 |
87.72 |
75.22 |
|
| R3 |
83.10 |
80.73 |
73.30 |
|
| R2 |
76.11 |
76.11 |
72.66 |
|
| R1 |
73.74 |
73.74 |
72.02 |
74.93 |
| PP |
69.12 |
69.12 |
69.12 |
69.71 |
| S1 |
66.75 |
66.75 |
70.74 |
67.94 |
| S2 |
62.13 |
62.13 |
70.10 |
|
| S3 |
55.14 |
59.76 |
69.46 |
|
| S4 |
48.15 |
52.77 |
67.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
71.48 |
64.49 |
6.99 |
9.8% |
2.98 |
4.2% |
99% |
True |
False |
133,322 |
| 10 |
73.94 |
64.49 |
9.45 |
13.2% |
2.46 |
3.4% |
73% |
False |
False |
115,690 |
| 20 |
74.77 |
64.49 |
10.28 |
14.4% |
2.28 |
3.2% |
67% |
False |
False |
98,727 |
| 40 |
74.77 |
64.30 |
10.47 |
14.7% |
1.84 |
2.6% |
68% |
False |
False |
76,860 |
| 60 |
74.77 |
60.67 |
14.10 |
19.8% |
1.81 |
2.5% |
76% |
False |
False |
62,000 |
| 80 |
74.77 |
56.80 |
17.97 |
25.2% |
1.75 |
2.5% |
81% |
False |
False |
52,249 |
| 100 |
74.77 |
56.24 |
18.53 |
26.0% |
1.85 |
2.6% |
82% |
False |
False |
45,169 |
| 120 |
74.77 |
51.35 |
23.42 |
32.8% |
1.77 |
2.5% |
86% |
False |
False |
39,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
74.84 |
|
2.618 |
73.55 |
|
1.618 |
72.76 |
|
1.000 |
72.27 |
|
0.618 |
71.97 |
|
HIGH |
71.48 |
|
0.618 |
71.18 |
|
0.500 |
71.09 |
|
0.382 |
70.99 |
|
LOW |
70.69 |
|
0.618 |
70.20 |
|
1.000 |
69.90 |
|
1.618 |
69.41 |
|
2.618 |
68.62 |
|
4.250 |
67.33 |
|
|
| Fisher Pivots for day following 23-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
71.28 |
70.48 |
| PP |
71.18 |
69.57 |
| S1 |
71.09 |
68.67 |
|