NYMEX Light Sweet Crude Oil Future October 2021
| Trading Metrics calculated at close of trading on 04-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2021 |
04-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
70.86 |
69.88 |
-0.98 |
-1.4% |
71.46 |
| High |
71.29 |
70.31 |
-0.98 |
-1.4% |
73.52 |
| Low |
68.65 |
67.52 |
-1.13 |
-1.6% |
69.90 |
| Close |
70.03 |
67.79 |
-2.24 |
-3.2% |
73.23 |
| Range |
2.64 |
2.79 |
0.15 |
5.7% |
3.62 |
| ATR |
2.05 |
2.10 |
0.05 |
2.6% |
0.00 |
| Volume |
174,906 |
243,596 |
68,690 |
39.3% |
525,385 |
|
| Daily Pivots for day following 04-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.91 |
75.14 |
69.32 |
|
| R3 |
74.12 |
72.35 |
68.56 |
|
| R2 |
71.33 |
71.33 |
68.30 |
|
| R1 |
69.56 |
69.56 |
68.05 |
69.05 |
| PP |
68.54 |
68.54 |
68.54 |
68.29 |
| S1 |
66.77 |
66.77 |
67.53 |
66.26 |
| S2 |
65.75 |
65.75 |
67.28 |
|
| S3 |
62.96 |
63.98 |
67.02 |
|
| S4 |
60.17 |
61.19 |
66.26 |
|
|
| 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 |
67.52 |
6.00 |
8.9% |
2.25 |
3.3% |
5% |
False |
True |
153,121 |
| 10 |
73.52 |
67.52 |
6.00 |
8.9% |
1.80 |
2.7% |
5% |
False |
True |
129,037 |
| 20 |
73.94 |
64.49 |
9.45 |
13.9% |
2.19 |
3.2% |
35% |
False |
False |
120,293 |
| 40 |
74.77 |
64.49 |
10.28 |
15.2% |
1.94 |
2.9% |
32% |
False |
False |
97,233 |
| 60 |
74.77 |
60.67 |
14.10 |
20.8% |
1.86 |
2.7% |
50% |
False |
False |
76,194 |
| 80 |
74.77 |
58.82 |
15.95 |
23.5% |
1.75 |
2.6% |
56% |
False |
False |
63,414 |
| 100 |
74.77 |
56.24 |
18.53 |
27.3% |
1.85 |
2.7% |
62% |
False |
False |
54,952 |
| 120 |
74.77 |
54.81 |
19.96 |
29.4% |
1.84 |
2.7% |
65% |
False |
False |
47,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.17 |
|
2.618 |
77.61 |
|
1.618 |
74.82 |
|
1.000 |
73.10 |
|
0.618 |
72.03 |
|
HIGH |
70.31 |
|
0.618 |
69.24 |
|
0.500 |
68.92 |
|
0.382 |
68.59 |
|
LOW |
67.52 |
|
0.618 |
65.80 |
|
1.000 |
64.73 |
|
1.618 |
63.01 |
|
2.618 |
60.22 |
|
4.250 |
55.66 |
|
|
| Fisher Pivots for day following 04-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
68.92 |
70.36 |
| PP |
68.54 |
69.50 |
| S1 |
68.17 |
68.65 |
|