NYMEX Light Sweet Crude Oil Future October 2021
| Trading Metrics calculated at close of trading on 24-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2021 |
24-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
61.96 |
65.54 |
3.58 |
5.8% |
67.63 |
| High |
66.00 |
67.80 |
1.80 |
2.7% |
68.03 |
| Low |
61.74 |
65.41 |
3.67 |
5.9% |
61.82 |
| Close |
65.64 |
67.54 |
1.90 |
2.9% |
62.14 |
| Range |
4.26 |
2.39 |
-1.87 |
-43.9% |
6.21 |
| ATR |
2.34 |
2.35 |
0.00 |
0.1% |
0.00 |
| Volume |
397,290 |
335,888 |
-61,402 |
-15.5% |
1,684,324 |
|
| Daily Pivots for day following 24-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.09 |
73.20 |
68.85 |
|
| R3 |
71.70 |
70.81 |
68.20 |
|
| R2 |
69.31 |
69.31 |
67.98 |
|
| R1 |
68.42 |
68.42 |
67.76 |
68.87 |
| PP |
66.92 |
66.92 |
66.92 |
67.14 |
| S1 |
66.03 |
66.03 |
67.32 |
66.48 |
| S2 |
64.53 |
64.53 |
67.10 |
|
| S3 |
62.14 |
63.64 |
66.88 |
|
| S4 |
59.75 |
61.25 |
66.23 |
|
|
| 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 |
67.80 |
61.74 |
6.06 |
9.0% |
2.82 |
4.2% |
96% |
True |
False |
395,902 |
| 10 |
69.39 |
61.74 |
7.65 |
11.3% |
2.33 |
3.4% |
76% |
False |
False |
296,913 |
| 20 |
73.52 |
61.74 |
11.78 |
17.4% |
2.22 |
3.3% |
49% |
False |
False |
234,422 |
| 40 |
74.77 |
61.74 |
13.03 |
19.3% |
2.25 |
3.3% |
45% |
False |
False |
169,240 |
| 60 |
74.77 |
61.74 |
13.03 |
19.3% |
1.97 |
2.9% |
45% |
False |
False |
131,780 |
| 80 |
74.77 |
60.67 |
14.10 |
20.9% |
1.91 |
2.8% |
49% |
False |
False |
107,214 |
| 100 |
74.77 |
56.80 |
17.97 |
26.6% |
1.83 |
2.7% |
60% |
False |
False |
90,352 |
| 120 |
74.77 |
56.24 |
18.53 |
27.4% |
1.89 |
2.8% |
61% |
False |
False |
78,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.96 |
|
2.618 |
74.06 |
|
1.618 |
71.67 |
|
1.000 |
70.19 |
|
0.618 |
69.28 |
|
HIGH |
67.80 |
|
0.618 |
66.89 |
|
0.500 |
66.61 |
|
0.382 |
66.32 |
|
LOW |
65.41 |
|
0.618 |
63.93 |
|
1.000 |
63.02 |
|
1.618 |
61.54 |
|
2.618 |
59.15 |
|
4.250 |
55.25 |
|
|
| Fisher Pivots for day following 24-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
67.23 |
66.62 |
| PP |
66.92 |
65.69 |
| S1 |
66.61 |
64.77 |
|