NYMEX Light Sweet Crude Oil Future October 2021
| Trading Metrics calculated at close of trading on 02-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2021 |
02-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
68.55 |
68.29 |
-0.26 |
-0.4% |
61.96 |
| High |
69.24 |
70.61 |
1.37 |
2.0% |
69.05 |
| Low |
67.12 |
67.84 |
0.72 |
1.1% |
61.74 |
| Close |
68.59 |
69.99 |
1.40 |
2.0% |
68.74 |
| Range |
2.12 |
2.77 |
0.65 |
30.7% |
7.31 |
| ATR |
2.10 |
2.15 |
0.05 |
2.3% |
0.00 |
| Volume |
399,497 |
403,314 |
3,817 |
1.0% |
1,757,262 |
|
| Daily Pivots for day following 02-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
77.79 |
76.66 |
71.51 |
|
| R3 |
75.02 |
73.89 |
70.75 |
|
| R2 |
72.25 |
72.25 |
70.50 |
|
| R1 |
71.12 |
71.12 |
70.24 |
71.69 |
| PP |
69.48 |
69.48 |
69.48 |
69.76 |
| S1 |
68.35 |
68.35 |
69.74 |
68.92 |
| S2 |
66.71 |
66.71 |
69.48 |
|
| S3 |
63.94 |
65.58 |
69.23 |
|
| S4 |
61.17 |
62.81 |
68.47 |
|
|
| 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 |
70.61 |
67.12 |
3.49 |
5.0% |
1.91 |
2.7% |
82% |
True |
False |
363,103 |
| 10 |
70.61 |
61.74 |
8.87 |
12.7% |
2.14 |
3.1% |
93% |
True |
False |
361,173 |
| 20 |
70.61 |
61.74 |
8.87 |
12.7% |
2.15 |
3.1% |
93% |
True |
False |
309,639 |
| 40 |
73.94 |
61.74 |
12.20 |
17.4% |
2.16 |
3.1% |
68% |
False |
False |
216,466 |
| 60 |
74.77 |
61.74 |
13.03 |
18.6% |
2.02 |
2.9% |
63% |
False |
False |
169,740 |
| 80 |
74.77 |
60.67 |
14.10 |
20.1% |
1.94 |
2.8% |
66% |
False |
False |
135,980 |
| 100 |
74.77 |
59.55 |
15.22 |
21.7% |
1.84 |
2.6% |
69% |
False |
False |
113,925 |
| 120 |
74.77 |
56.24 |
18.53 |
26.5% |
1.90 |
2.7% |
74% |
False |
False |
98,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
82.38 |
|
2.618 |
77.86 |
|
1.618 |
75.09 |
|
1.000 |
73.38 |
|
0.618 |
72.32 |
|
HIGH |
70.61 |
|
0.618 |
69.55 |
|
0.500 |
69.23 |
|
0.382 |
68.90 |
|
LOW |
67.84 |
|
0.618 |
66.13 |
|
1.000 |
65.07 |
|
1.618 |
63.36 |
|
2.618 |
60.59 |
|
4.250 |
56.07 |
|
|
| Fisher Pivots for day following 02-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
69.74 |
69.62 |
| PP |
69.48 |
69.24 |
| S1 |
69.23 |
68.87 |
|