NYMEX Light Sweet Crude Oil Future October 2021
| Trading Metrics calculated at close of trading on 30-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2021 |
30-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
67.75 |
69.30 |
1.55 |
2.3% |
61.96 |
| High |
69.05 |
69.64 |
0.59 |
0.9% |
69.05 |
| Low |
67.52 |
67.67 |
0.15 |
0.2% |
61.74 |
| Close |
68.74 |
69.21 |
0.47 |
0.7% |
68.74 |
| Range |
1.53 |
1.97 |
0.44 |
28.8% |
7.31 |
| ATR |
2.18 |
2.17 |
-0.02 |
-0.7% |
0.00 |
| Volume |
326,056 |
360,797 |
34,741 |
10.7% |
1,757,262 |
|
| Daily Pivots for day following 30-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.75 |
73.95 |
70.29 |
|
| R3 |
72.78 |
71.98 |
69.75 |
|
| R2 |
70.81 |
70.81 |
69.57 |
|
| R1 |
70.01 |
70.01 |
69.39 |
69.43 |
| PP |
68.84 |
68.84 |
68.84 |
68.55 |
| S1 |
68.04 |
68.04 |
69.03 |
67.46 |
| S2 |
66.87 |
66.87 |
68.85 |
|
| S3 |
64.90 |
66.07 |
68.67 |
|
| S4 |
62.93 |
64.10 |
68.13 |
|
|
| 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 |
69.64 |
65.41 |
4.23 |
6.1% |
1.76 |
2.5% |
90% |
True |
False |
344,153 |
| 10 |
69.64 |
61.74 |
7.90 |
11.4% |
2.19 |
3.2% |
95% |
True |
False |
359,680 |
| 20 |
71.29 |
61.74 |
9.55 |
13.8% |
2.21 |
3.2% |
78% |
False |
False |
281,462 |
| 40 |
74.77 |
61.74 |
13.03 |
18.8% |
2.25 |
3.2% |
57% |
False |
False |
195,558 |
| 60 |
74.77 |
61.74 |
13.03 |
18.8% |
1.98 |
2.9% |
57% |
False |
False |
152,790 |
| 80 |
74.77 |
60.67 |
14.10 |
20.4% |
1.92 |
2.8% |
61% |
False |
False |
123,161 |
| 100 |
74.77 |
57.88 |
16.89 |
24.4% |
1.81 |
2.6% |
67% |
False |
False |
103,235 |
| 120 |
74.77 |
56.24 |
18.53 |
26.8% |
1.88 |
2.7% |
70% |
False |
False |
89,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.01 |
|
2.618 |
74.80 |
|
1.618 |
72.83 |
|
1.000 |
71.61 |
|
0.618 |
70.86 |
|
HIGH |
69.64 |
|
0.618 |
68.89 |
|
0.500 |
68.66 |
|
0.382 |
68.42 |
|
LOW |
67.67 |
|
0.618 |
66.45 |
|
1.000 |
65.70 |
|
1.618 |
64.48 |
|
2.618 |
62.51 |
|
4.250 |
59.30 |
|
|
| Fisher Pivots for day following 30-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
69.03 |
68.92 |
| PP |
68.84 |
68.62 |
| S1 |
68.66 |
68.33 |
|