NYMEX Light Sweet Crude Oil Future October 2021
| Trading Metrics calculated at close of trading on 16-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2021 |
16-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
68.75 |
67.63 |
-1.12 |
-1.6% |
67.62 |
| High |
68.99 |
68.03 |
-0.96 |
-1.4% |
69.39 |
| Low |
67.55 |
65.51 |
-2.04 |
-3.0% |
65.00 |
| Close |
68.21 |
67.05 |
-1.16 |
-1.7% |
68.21 |
| Range |
1.44 |
2.52 |
1.08 |
75.0% |
4.39 |
| ATR |
2.09 |
2.13 |
0.04 |
2.1% |
0.00 |
| Volume |
145,274 |
205,578 |
60,304 |
41.5% |
987,841 |
|
| Daily Pivots for day following 16-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.42 |
73.26 |
68.44 |
|
| R3 |
71.90 |
70.74 |
67.74 |
|
| R2 |
69.38 |
69.38 |
67.51 |
|
| R1 |
68.22 |
68.22 |
67.28 |
67.54 |
| PP |
66.86 |
66.86 |
66.86 |
66.53 |
| S1 |
65.70 |
65.70 |
66.82 |
65.02 |
| S2 |
64.34 |
64.34 |
66.59 |
|
| S3 |
61.82 |
63.18 |
66.36 |
|
| S4 |
59.30 |
60.66 |
65.66 |
|
|
| Weekly Pivots for week ending 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
80.70 |
78.85 |
70.62 |
|
| R3 |
76.31 |
74.46 |
69.42 |
|
| R2 |
71.92 |
71.92 |
69.01 |
|
| R1 |
70.07 |
70.07 |
68.61 |
71.00 |
| PP |
67.53 |
67.53 |
67.53 |
68.00 |
| S1 |
65.68 |
65.68 |
67.81 |
66.61 |
| S2 |
63.14 |
63.14 |
67.41 |
|
| S3 |
58.75 |
61.29 |
67.00 |
|
| S4 |
54.36 |
56.90 |
65.80 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
69.39 |
65.51 |
3.88 |
5.8% |
2.04 |
3.0% |
40% |
False |
True |
189,240 |
| 10 |
71.29 |
65.00 |
6.29 |
9.4% |
2.23 |
3.3% |
33% |
False |
False |
203,244 |
| 20 |
73.52 |
64.49 |
9.03 |
13.5% |
2.06 |
3.1% |
28% |
False |
False |
160,280 |
| 40 |
74.77 |
64.49 |
10.28 |
15.3% |
2.07 |
3.1% |
25% |
False |
False |
125,615 |
| 60 |
74.77 |
60.67 |
14.10 |
21.0% |
1.86 |
2.8% |
45% |
False |
False |
98,911 |
| 80 |
74.77 |
59.55 |
15.22 |
22.7% |
1.82 |
2.7% |
49% |
False |
False |
81,320 |
| 100 |
74.77 |
56.33 |
18.44 |
27.5% |
1.81 |
2.7% |
58% |
False |
False |
69,472 |
| 120 |
74.77 |
56.24 |
18.53 |
27.6% |
1.87 |
2.8% |
58% |
False |
False |
60,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.74 |
|
2.618 |
74.63 |
|
1.618 |
72.11 |
|
1.000 |
70.55 |
|
0.618 |
69.59 |
|
HIGH |
68.03 |
|
0.618 |
67.07 |
|
0.500 |
66.77 |
|
0.382 |
66.47 |
|
LOW |
65.51 |
|
0.618 |
63.95 |
|
1.000 |
62.99 |
|
1.618 |
61.43 |
|
2.618 |
58.91 |
|
4.250 |
54.80 |
|
|
| Fisher Pivots for day following 16-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
66.96 |
67.45 |
| PP |
66.86 |
67.32 |
| S1 |
66.77 |
67.18 |
|