NYMEX Light Sweet Crude Oil Future October 2021
| Trading Metrics calculated at close of trading on 02-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2021 |
02-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
72.75 |
73.11 |
0.36 |
0.5% |
71.46 |
| High |
73.52 |
73.19 |
-0.33 |
-0.4% |
73.52 |
| Low |
72.30 |
69.96 |
-2.34 |
-3.2% |
69.90 |
| Close |
73.23 |
70.61 |
-2.62 |
-3.6% |
73.23 |
| Range |
1.22 |
3.23 |
2.01 |
164.8% |
3.62 |
| ATR |
1.90 |
2.00 |
0.10 |
5.1% |
0.00 |
| Volume |
97,779 |
138,722 |
40,943 |
41.9% |
525,385 |
|
| Daily Pivots for day following 02-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.94 |
79.01 |
72.39 |
|
| R3 |
77.71 |
75.78 |
71.50 |
|
| R2 |
74.48 |
74.48 |
71.20 |
|
| R1 |
72.55 |
72.55 |
70.91 |
71.90 |
| PP |
71.25 |
71.25 |
71.25 |
70.93 |
| S1 |
69.32 |
69.32 |
70.31 |
68.67 |
| S2 |
68.02 |
68.02 |
70.02 |
|
| S3 |
64.79 |
66.09 |
69.72 |
|
| S4 |
61.56 |
62.86 |
68.83 |
|
|
| 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 |
69.96 |
3.56 |
5.0% |
1.56 |
2.2% |
18% |
False |
True |
111,640 |
| 10 |
73.52 |
64.49 |
9.03 |
12.8% |
1.89 |
2.7% |
68% |
False |
False |
117,317 |
| 20 |
74.77 |
64.49 |
10.28 |
14.6% |
2.29 |
3.2% |
60% |
False |
False |
109,654 |
| 40 |
74.77 |
64.49 |
10.28 |
14.6% |
1.87 |
2.6% |
60% |
False |
False |
88,454 |
| 60 |
74.77 |
60.67 |
14.10 |
20.0% |
1.82 |
2.6% |
70% |
False |
False |
70,394 |
| 80 |
74.77 |
57.88 |
16.89 |
23.9% |
1.71 |
2.4% |
75% |
False |
False |
58,678 |
| 100 |
74.77 |
56.24 |
18.53 |
26.2% |
1.81 |
2.6% |
78% |
False |
False |
50,892 |
| 120 |
74.77 |
54.81 |
19.96 |
28.3% |
1.80 |
2.6% |
79% |
False |
False |
44,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
86.92 |
|
2.618 |
81.65 |
|
1.618 |
78.42 |
|
1.000 |
76.42 |
|
0.618 |
75.19 |
|
HIGH |
73.19 |
|
0.618 |
71.96 |
|
0.500 |
71.58 |
|
0.382 |
71.19 |
|
LOW |
69.96 |
|
0.618 |
67.96 |
|
1.000 |
66.73 |
|
1.618 |
64.73 |
|
2.618 |
61.50 |
|
4.250 |
56.23 |
|
|
| Fisher Pivots for day following 02-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
71.58 |
71.74 |
| PP |
71.25 |
71.36 |
| S1 |
70.93 |
70.99 |
|