NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 23-Aug-2021
Day Change Summary
Previous Current
20-Aug-2021 23-Aug-2021 Change Change % Previous Week
Open 63.65 61.96 -1.69 -2.7% 67.63
High 64.04 66.00 1.96 3.1% 68.03
Low 61.82 61.74 -0.08 -0.1% 61.82
Close 62.14 65.64 3.50 5.6% 62.14
Range 2.22 4.26 2.04 91.9% 6.21
ATR 2.20 2.34 0.15 6.7% 0.00
Volume 365,009 397,290 32,281 8.8% 1,684,324
Daily Pivots for day following 23-Aug-2021
Classic Woodie Camarilla DeMark
R4 77.24 75.70 67.98
R3 72.98 71.44 66.81
R2 68.72 68.72 66.42
R1 67.18 67.18 66.03 67.95
PP 64.46 64.46 64.46 64.85
S1 62.92 62.92 65.25 63.69
S2 60.20 60.20 64.86
S3 55.94 58.66 64.47
S4 51.68 54.40 63.30
Weekly Pivots for week ending 20-Aug-2021
Classic Woodie Camarilla DeMark
R4 82.63 78.59 65.56
R3 76.42 72.38 63.85
R2 70.21 70.21 63.28
R1 66.17 66.17 62.71 65.09
PP 64.00 64.00 64.00 63.45
S1 59.96 59.96 61.57 58.88
S2 57.79 57.79 61.00
S3 51.58 53.75 60.43
S4 45.37 47.54 58.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 67.46 61.74 5.72 8.7% 2.61 4.0% 68% False True 375,207
10 69.39 61.74 7.65 11.7% 2.33 3.5% 51% False True 282,223
20 73.52 61.74 11.78 17.9% 2.16 3.3% 33% False True 223,334
40 74.77 61.74 13.03 19.9% 2.23 3.4% 30% False True 162,060
60 74.77 61.74 13.03 19.9% 1.95 3.0% 30% False True 127,077
80 74.77 60.67 14.10 21.5% 1.90 2.9% 35% False False 103,367
100 74.77 56.80 17.97 27.4% 1.83 2.8% 49% False False 87,325
120 74.77 56.24 18.53 28.2% 1.90 2.9% 51% False False 75,683
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 84.11
2.618 77.15
1.618 72.89
1.000 70.26
0.618 68.63
HIGH 66.00
0.618 64.37
0.500 63.87
0.382 63.37
LOW 61.74
0.618 59.11
1.000 57.48
1.618 54.85
2.618 50.59
4.250 43.64
Fisher Pivots for day following 23-Aug-2021
Pivot 1 day 3 day
R1 65.05 65.05
PP 64.46 64.46
S1 63.87 63.87

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

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