NYMEX Light Sweet Crude Oil Future October 2021
| Trading Metrics calculated at close of trading on 30-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2021 |
30-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
71.80 |
72.75 |
0.95 |
1.3% |
71.46 |
| High |
73.02 |
73.52 |
0.50 |
0.7% |
73.52 |
| Low |
71.66 |
72.30 |
0.64 |
0.9% |
69.90 |
| Close |
72.98 |
73.23 |
0.25 |
0.3% |
73.23 |
| Range |
1.36 |
1.22 |
-0.14 |
-10.3% |
3.62 |
| ATR |
1.96 |
1.90 |
-0.05 |
-2.7% |
0.00 |
| Volume |
110,603 |
97,779 |
-12,824 |
-11.6% |
525,385 |
|
| Daily Pivots for day following 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.68 |
76.17 |
73.90 |
|
| R3 |
75.46 |
74.95 |
73.57 |
|
| R2 |
74.24 |
74.24 |
73.45 |
|
| R1 |
73.73 |
73.73 |
73.34 |
73.99 |
| PP |
73.02 |
73.02 |
73.02 |
73.14 |
| S1 |
72.51 |
72.51 |
73.12 |
72.77 |
| S2 |
71.80 |
71.80 |
73.01 |
|
| S3 |
70.58 |
71.29 |
72.89 |
|
| S4 |
69.36 |
70.07 |
72.56 |
|
|
| Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
83.08 |
81.77 |
75.22 |
|
| R3 |
79.46 |
78.15 |
74.23 |
|
| R2 |
75.84 |
75.84 |
73.89 |
|
| R1 |
74.53 |
74.53 |
73.56 |
75.19 |
| PP |
72.22 |
72.22 |
72.22 |
72.54 |
| S1 |
70.91 |
70.91 |
72.90 |
71.57 |
| S2 |
68.60 |
68.60 |
72.57 |
|
| S3 |
64.98 |
67.29 |
72.23 |
|
| S4 |
61.36 |
63.67 |
71.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
73.52 |
69.90 |
3.62 |
4.9% |
1.28 |
1.7% |
92% |
True |
False |
105,077 |
| 10 |
73.52 |
64.49 |
9.03 |
12.3% |
2.13 |
2.9% |
97% |
True |
False |
119,199 |
| 20 |
74.77 |
64.49 |
10.28 |
14.0% |
2.18 |
3.0% |
85% |
False |
False |
107,608 |
| 40 |
74.77 |
64.49 |
10.28 |
14.0% |
1.82 |
2.5% |
85% |
False |
False |
85,990 |
| 60 |
74.77 |
60.67 |
14.10 |
19.3% |
1.78 |
2.4% |
89% |
False |
False |
68,534 |
| 80 |
74.77 |
57.82 |
16.95 |
23.1% |
1.69 |
2.3% |
91% |
False |
False |
57,288 |
| 100 |
74.77 |
56.24 |
18.53 |
25.3% |
1.79 |
2.4% |
92% |
False |
False |
49,636 |
| 120 |
74.77 |
54.75 |
20.02 |
27.3% |
1.78 |
2.4% |
92% |
False |
False |
43,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.71 |
|
2.618 |
76.71 |
|
1.618 |
75.49 |
|
1.000 |
74.74 |
|
0.618 |
74.27 |
|
HIGH |
73.52 |
|
0.618 |
73.05 |
|
0.500 |
72.91 |
|
0.382 |
72.77 |
|
LOW |
72.30 |
|
0.618 |
71.55 |
|
1.000 |
71.08 |
|
1.618 |
70.33 |
|
2.618 |
69.11 |
|
4.250 |
67.12 |
|
|
| Fisher Pivots for day following 30-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
73.12 |
72.93 |
| PP |
73.02 |
72.64 |
| S1 |
72.91 |
72.34 |
|