NYMEX Light Sweet Crude Oil Future October 2021

Trading Metrics calculated at close of trading on 27-Jul-2021

Day Change Summary
	Previous	Current
	26-Jul-2021	27-Jul-2021	Change	Change %	Previous Week
Open	71.46	71.61	0.15	0.2%	70.20
High	71.71	71.77	0.06	0.1%	71.48
Low	69.90	70.62	0.72	1.0%	64.49
Close	71.34	71.14	-0.20	-0.3%	71.38
Range	1.81	1.15	-0.66	-36.5%	6.99
ATR	2.16	2.09	-0.07	-3.3%	0.00
Volume	105,905	114,128	8,223	7.8%	666,610

Daily Pivots for day following 27-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	74.63	74.03	71.77
R3	73.48	72.88	71.46
R2	72.33	72.33	71.35
R1	71.73	71.73	71.25	71.46
PP	71.18	71.18	71.18	71.04
S1	70.58	70.58	71.03	70.31
S2	70.03	70.03	70.93
S3	68.88	69.43	70.82
S4	67.73	68.28	70.51

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	71.77	65.86	5.91	8.3%	1.96	2.8%	89%	True	False	115,923
10	73.94	64.49	9.45	13.3%	2.42	3.4%	70%	False	False	120,683
20	74.77	64.49	10.28	14.5%	2.28	3.2%	65%	False	False	104,059
40	74.77	64.49	10.28	14.5%	1.85	2.6%	65%	False	False	80,459
60	74.77	60.67	14.10	19.8%	1.81	2.5%	74%	False	False	64,811
80	74.77	56.80	17.97	25.3%	1.73	2.4%	80%	False	False	54,334
100	74.77	56.24	18.53	26.0%	1.83	2.6%	80%	False	False	47,055
120	74.77	52.99	21.78	30.6%	1.78	2.5%	83%	False	False	41,118

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.37
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	76.66
2.618	74.78
1.618	73.63
1.000	72.92
0.618	72.48
HIGH	71.77
0.618	71.33
0.500	71.20
0.382	71.06
LOW	70.62
0.618	69.91
1.000	69.47
1.618	68.76
2.618	67.61
4.250	65.73

Fisher Pivots for day following 27-Jul-2021
Pivot	1 day	3 day
R1	71.20	71.04
PP	71.18	70.94
S1	71.16	70.84

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

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