NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 27-Aug-2021
Day Change Summary
Previous Current
26-Aug-2021 27-Aug-2021 Change Change % Previous Week
Open 68.00 67.75 -0.25 -0.4% 61.96
High 68.31 69.05 0.74 1.1% 69.05
Low 67.02 67.52 0.50 0.7% 61.74
Close 67.42 68.74 1.32 2.0% 68.74
Range 1.29 1.53 0.24 18.6% 7.31
ATR 2.23 2.18 -0.04 -1.9% 0.00
Volume 344,286 326,056 -18,230 -5.3% 1,757,262
Daily Pivots for day following 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 73.03 72.41 69.58
R3 71.50 70.88 69.16
R2 69.97 69.97 69.02
R1 69.35 69.35 68.88 69.66
PP 68.44 68.44 68.44 68.59
S1 67.82 67.82 68.60 68.13
S2 66.91 66.91 68.46
S3 65.38 66.29 68.32
S4 63.85 64.76 67.90
Weekly Pivots for week ending 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 88.44 85.90 72.76
R3 81.13 78.59 70.75
R2 73.82 73.82 70.08
R1 71.28 71.28 69.41 72.55
PP 66.51 66.51 66.51 67.15
S1 63.97 63.97 68.07 65.24
S2 59.20 59.20 67.40
S3 51.89 56.66 66.73
S4 44.58 49.35 64.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.05 61.74 7.31 10.6% 2.22 3.2% 96% True False 351,452
10 69.05 61.74 7.31 10.6% 2.24 3.3% 96% True False 344,158
20 73.19 61.74 11.45 16.7% 2.27 3.3% 61% False False 270,358
40 74.77 61.74 13.03 19.0% 2.23 3.2% 54% False False 188,983
60 74.77 61.74 13.03 19.0% 1.97 2.9% 54% False False 147,446
80 74.77 60.67 14.10 20.5% 1.91 2.8% 57% False False 118,990
100 74.77 57.82 16.95 24.7% 1.80 2.6% 64% False False 99,902
120 74.77 56.24 18.53 27.0% 1.87 2.7% 67% False False 86,423
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 75.55
2.618 73.06
1.618 71.53
1.000 70.58
0.618 70.00
HIGH 69.05
0.618 68.47
0.500 68.29
0.382 68.10
LOW 67.52
0.618 66.57
1.000 65.99
1.618 65.04
2.618 63.51
4.250 61.02
Fisher Pivots for day following 27-Aug-2021
Pivot 1 day 3 day
R1 68.59 68.49
PP 68.44 68.24
S1 68.29 67.99

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

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