NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 11-Aug-2021
Day Change Summary
Previous Current
10-Aug-2021 11-Aug-2021 Change Change % Previous Week
Open 66.62 68.28 1.66 2.5% 73.11
High 68.66 69.19 0.53 0.8% 73.19
Low 66.29 66.47 0.18 0.3% 67.22
Close 68.06 69.02 0.96 1.4% 68.10
Range 2.37 2.72 0.35 14.8% 5.97
ATR 2.18 2.21 0.04 1.8% 0.00
Volume 188,988 223,823 34,835 18.4% 977,750
Daily Pivots for day following 11-Aug-2021
Classic Woodie Camarilla DeMark
R4 76.39 75.42 70.52
R3 73.67 72.70 69.77
R2 70.95 70.95 69.52
R1 69.98 69.98 69.27 70.47
PP 68.23 68.23 68.23 68.47
S1 67.26 67.26 68.77 67.75
S2 65.51 65.51 68.52
S3 62.79 64.54 68.27
S4 60.07 61.82 67.52
Weekly Pivots for week ending 06-Aug-2021
Classic Woodie Camarilla DeMark
R4 87.41 83.73 71.38
R3 81.44 77.76 69.74
R2 75.47 75.47 69.19
R1 71.79 71.79 68.65 70.65
PP 69.50 69.50 69.50 68.93
S1 65.82 65.82 67.55 64.68
S2 63.53 63.53 67.01
S3 57.56 59.85 66.46
S4 51.59 53.88 64.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.87 65.00 4.87 7.1% 2.35 3.4% 83% False False 216,111
10 73.52 65.00 8.52 12.3% 2.30 3.3% 47% False False 184,616
20 73.52 64.49 9.03 13.1% 2.25 3.3% 50% False False 150,884
40 74.77 64.49 10.28 14.9% 2.07 3.0% 44% False False 116,382
60 74.77 60.67 14.10 20.4% 1.91 2.8% 59% False False 91,646
80 74.77 59.55 15.22 22.1% 1.82 2.6% 62% False False 75,578
100 74.77 56.24 18.53 26.8% 1.84 2.7% 69% False False 64,771
120 74.77 56.24 18.53 26.8% 1.88 2.7% 69% False False 56,180
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 80.75
2.618 76.31
1.618 73.59
1.000 71.91
0.618 70.87
HIGH 69.19
0.618 68.15
0.500 67.83
0.382 67.51
LOW 66.47
0.618 64.79
1.000 63.75
1.618 62.07
2.618 59.35
4.250 54.91
Fisher Pivots for day following 11-Aug-2021
Pivot 1 day 3 day
R1 68.62 68.38
PP 68.23 67.74
S1 67.83 67.10

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

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