NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 05-Aug-2021
Day Change Summary
Previous Current
04-Aug-2021 05-Aug-2021 Change Change % Previous Week
Open 69.88 67.64 -2.24 -3.2% 71.46
High 70.31 68.97 -1.34 -1.9% 73.52
Low 67.52 67.22 -0.30 -0.4% 69.90
Close 67.79 68.74 0.95 1.4% 73.23
Range 2.79 1.75 -1.04 -37.3% 3.62
ATR 2.10 2.08 -0.03 -1.2% 0.00
Volume 243,596 146,618 -96,978 -39.8% 525,385
Daily Pivots for day following 05-Aug-2021
Classic Woodie Camarilla DeMark
R4 73.56 72.90 69.70
R3 71.81 71.15 69.22
R2 70.06 70.06 69.06
R1 69.40 69.40 68.90 69.73
PP 68.31 68.31 68.31 68.48
S1 67.65 67.65 68.58 67.98
S2 66.56 66.56 68.42
S3 64.81 65.90 68.26
S4 63.06 64.15 67.78
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 67.22 6.30 9.2% 2.33 3.4% 24% False True 160,324
10 73.52 67.22 6.30 9.2% 1.76 2.6% 24% False True 130,276
20 73.94 64.49 9.45 13.7% 2.17 3.1% 45% False False 123,293
40 74.77 64.49 10.28 15.0% 1.95 2.8% 41% False False 99,790
60 74.77 60.67 14.10 20.5% 1.86 2.7% 57% False False 78,093
80 74.77 59.55 15.22 22.1% 1.76 2.6% 60% False False 64,997
100 74.77 56.24 18.53 27.0% 1.85 2.7% 67% False False 56,298
120 74.77 55.73 19.04 27.7% 1.84 2.7% 68% False False 48,918
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.28
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 76.41
2.618 73.55
1.618 71.80
1.000 70.72
0.618 70.05
HIGH 68.97
0.618 68.30
0.500 68.10
0.382 67.89
LOW 67.22
0.618 66.14
1.000 65.47
1.618 64.39
2.618 62.64
4.250 59.78
Fisher Pivots for day following 05-Aug-2021
Pivot 1 day 3 day
R1 68.53 69.26
PP 68.31 69.08
S1 68.10 68.91

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

View Archives - Comment on this page... - Back to Index of Symbols