NYMEX Light Sweet Crude Oil Future October 2021
| Trading Metrics calculated at close of trading on 03-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2021 |
03-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
68.29 |
69.76 |
1.47 |
2.2% |
69.30 |
| High |
70.61 |
70.53 |
-0.08 |
-0.1% |
70.61 |
| Low |
67.84 |
69.05 |
1.21 |
1.8% |
67.12 |
| Close |
69.99 |
69.29 |
-0.70 |
-1.0% |
69.29 |
| Range |
2.77 |
1.48 |
-1.29 |
-46.6% |
3.49 |
| ATR |
2.15 |
2.10 |
-0.05 |
-2.2% |
0.00 |
| Volume |
403,314 |
313,086 |
-90,228 |
-22.4% |
1,802,547 |
|
| Daily Pivots for day following 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.06 |
73.16 |
70.10 |
|
| R3 |
72.58 |
71.68 |
69.70 |
|
| R2 |
71.10 |
71.10 |
69.56 |
|
| R1 |
70.20 |
70.20 |
69.43 |
69.91 |
| PP |
69.62 |
69.62 |
69.62 |
69.48 |
| S1 |
68.72 |
68.72 |
69.15 |
68.43 |
| S2 |
68.14 |
68.14 |
69.02 |
|
| S3 |
66.66 |
67.24 |
68.88 |
|
| S4 |
65.18 |
65.76 |
68.48 |
|
|
| Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
79.48 |
77.87 |
71.21 |
|
| R3 |
75.99 |
74.38 |
70.25 |
|
| R2 |
72.50 |
72.50 |
69.93 |
|
| R1 |
70.89 |
70.89 |
69.61 |
69.95 |
| PP |
69.01 |
69.01 |
69.01 |
68.54 |
| S1 |
67.40 |
67.40 |
68.97 |
66.46 |
| S2 |
65.52 |
65.52 |
68.65 |
|
| S3 |
62.03 |
63.91 |
68.33 |
|
| S4 |
58.54 |
60.42 |
67.37 |
|
|
| 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% |
1.90 |
2.7% |
62% |
False |
False |
360,509 |
| 10 |
70.61 |
61.74 |
8.87 |
12.8% |
2.06 |
3.0% |
85% |
False |
False |
355,980 |
| 20 |
70.61 |
61.74 |
8.87 |
12.8% |
2.11 |
3.1% |
85% |
False |
False |
311,598 |
| 40 |
73.94 |
61.74 |
12.20 |
17.6% |
2.15 |
3.1% |
62% |
False |
False |
222,300 |
| 60 |
74.77 |
61.74 |
13.03 |
18.8% |
2.01 |
2.9% |
58% |
False |
False |
174,075 |
| 80 |
74.77 |
60.67 |
14.10 |
20.3% |
1.94 |
2.8% |
61% |
False |
False |
139,451 |
| 100 |
74.77 |
59.55 |
15.22 |
22.0% |
1.83 |
2.6% |
64% |
False |
False |
116,705 |
| 120 |
74.77 |
56.24 |
18.53 |
26.7% |
1.90 |
2.7% |
70% |
False |
False |
101,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
76.82 |
|
2.618 |
74.40 |
|
1.618 |
72.92 |
|
1.000 |
72.01 |
|
0.618 |
71.44 |
|
HIGH |
70.53 |
|
0.618 |
69.96 |
|
0.500 |
69.79 |
|
0.382 |
69.62 |
|
LOW |
69.05 |
|
0.618 |
68.14 |
|
1.000 |
67.57 |
|
1.618 |
66.66 |
|
2.618 |
65.18 |
|
4.250 |
62.76 |
|
|
| Fisher Pivots for day following 03-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
69.79 |
69.15 |
| PP |
69.62 |
69.01 |
| S1 |
69.46 |
68.87 |
|