NYMEX Light Sweet Crude Oil Future October 2021

Trading Metrics calculated at close of trading on 29-Jul-2021

Day Change Summary
	Previous	Current
	28-Jul-2021	29-Jul-2021	Change	Change %	Previous Week
Open	71.36	71.80	0.44	0.6%	70.20
High	72.00	73.02	1.02	1.4%	71.48
Low	71.16	71.66	0.50	0.7%	64.49
Close	71.79	72.98	1.19	1.7%	71.38
Range	0.84	1.36	0.52	61.9%	6.99
ATR	2.00	1.96	-0.05	-2.3%	0.00
Volume	96,970	110,603	13,633	14.1%	666,610

Daily Pivots for day following 29-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	76.63	76.17	73.73
R3	75.27	74.81	73.35
R2	73.91	73.91	73.23
R1	73.45	73.45	73.10	73.68
PP	72.55	72.55	72.55	72.67
S1	72.09	72.09	72.86	72.32
S2	71.19	71.19	72.73
S3	69.83	70.73	72.61
S4	68.47	69.37	72.23

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	73.02	69.90	3.12	4.3%	1.19	1.6%	99%	True	False	100,228
10	73.02	64.49	8.53	11.7%	2.18	3.0%	100%	True	False	116,704
20	74.77	64.49	10.28	14.1%	2.24	3.1%	83%	False	False	110,037
40	74.77	64.49	10.28	14.1%	1.82	2.5%	83%	False	False	84,126
60	74.77	60.67	14.10	19.3%	1.79	2.5%	87%	False	False	67,454
80	74.77	57.46	17.31	23.7%	1.69	2.3%	90%	False	False	56,341
100	74.77	56.24	18.53	25.4%	1.80	2.5%	90%	False	False	48,796
120	74.77	54.25	20.52	28.1%	1.78	2.4%	91%	False	False	42,720

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	0.36
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	78.80
2.618	76.58
1.618	75.22
1.000	74.38
0.618	73.86
HIGH	73.02
0.618	72.50
0.500	72.34
0.382	72.18
LOW	71.66
0.618	70.82
1.000	70.30
1.618	69.46
2.618	68.10
4.250	65.88

Fisher Pivots for day following 29-Jul-2021
Pivot	1 day	3 day
R1	72.77	72.59
PP	72.55	72.21
S1	72.34	71.82

Download as Excel Spreadsheet

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

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