NYMEX Light Sweet Crude Oil Future October 2021
| Trading Metrics calculated at close of trading on 12-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2021 |
12-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
68.28 |
69.15 |
0.87 |
1.3% |
73.11 |
| High |
69.19 |
69.39 |
0.20 |
0.3% |
73.19 |
| Low |
66.47 |
68.24 |
1.77 |
2.7% |
67.22 |
| Close |
69.02 |
68.90 |
-0.12 |
-0.2% |
68.10 |
| Range |
2.72 |
1.15 |
-1.57 |
-57.7% |
5.97 |
| ATR |
2.21 |
2.14 |
-0.08 |
-3.4% |
0.00 |
| Volume |
223,823 |
182,538 |
-41,285 |
-18.4% |
977,750 |
|
| Daily Pivots for day following 12-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.29 |
71.75 |
69.53 |
|
| R3 |
71.14 |
70.60 |
69.22 |
|
| R2 |
69.99 |
69.99 |
69.11 |
|
| R1 |
69.45 |
69.45 |
69.01 |
69.15 |
| PP |
68.84 |
68.84 |
68.84 |
68.69 |
| S1 |
68.30 |
68.30 |
68.79 |
68.00 |
| S2 |
67.69 |
67.69 |
68.69 |
|
| S3 |
66.54 |
67.15 |
68.58 |
|
| S4 |
65.39 |
66.00 |
68.27 |
|
|
| 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% |
2.23 |
3.2% |
80% |
False |
False |
223,295 |
| 10 |
73.52 |
65.00 |
8.52 |
12.4% |
2.28 |
3.3% |
46% |
False |
False |
191,809 |
| 20 |
73.52 |
64.49 |
9.03 |
13.1% |
2.23 |
3.2% |
49% |
False |
False |
154,257 |
| 40 |
74.77 |
64.49 |
10.28 |
14.9% |
2.07 |
3.0% |
43% |
False |
False |
119,690 |
| 60 |
74.77 |
60.67 |
14.10 |
20.5% |
1.88 |
2.7% |
58% |
False |
False |
94,230 |
| 80 |
74.77 |
59.55 |
15.22 |
22.1% |
1.81 |
2.6% |
61% |
False |
False |
77,500 |
| 100 |
74.77 |
56.24 |
18.53 |
26.9% |
1.84 |
2.7% |
68% |
False |
False |
66,448 |
| 120 |
74.77 |
56.24 |
18.53 |
26.9% |
1.87 |
2.7% |
68% |
False |
False |
57,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
74.28 |
|
2.618 |
72.40 |
|
1.618 |
71.25 |
|
1.000 |
70.54 |
|
0.618 |
70.10 |
|
HIGH |
69.39 |
|
0.618 |
68.95 |
|
0.500 |
68.82 |
|
0.382 |
68.68 |
|
LOW |
68.24 |
|
0.618 |
67.53 |
|
1.000 |
67.09 |
|
1.618 |
66.38 |
|
2.618 |
65.23 |
|
4.250 |
63.35 |
|
|
| Fisher Pivots for day following 12-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
68.87 |
68.55 |
| PP |
68.84 |
68.19 |
| S1 |
68.82 |
67.84 |
|