NYMEX Light Sweet Crude Oil Future November 2021


Trading Metrics calculated at close of trading on 20-Jul-2021
Day Change Summary
Previous Current
19-Jul-2021 20-Jul-2021 Change Change % Previous Week
Open 69.44 65.42 -4.02 -5.8% 71.76
High 69.80 66.23 -3.57 -5.1% 73.00
Low 64.41 63.96 -0.45 -0.7% 68.73
Close 65.12 65.95 0.83 1.3% 70.07
Range 5.39 2.27 -3.12 -57.9% 4.27
ATR 2.07 2.08 0.01 0.7% 0.00
Volume 64,512 95,939 31,427 48.7% 209,863
Daily Pivots for day following 20-Jul-2021
Classic Woodie Camarilla DeMark
R4 72.19 71.34 67.20
R3 69.92 69.07 66.57
R2 67.65 67.65 66.37
R1 66.80 66.80 66.16 67.23
PP 65.38 65.38 65.38 65.59
S1 64.53 64.53 65.74 64.96
S2 63.11 63.11 65.53
S3 60.84 62.26 65.33
S4 58.57 59.99 64.70
Weekly Pivots for week ending 16-Jul-2021
Classic Woodie Camarilla DeMark
R4 83.41 81.01 72.42
R3 79.14 76.74 71.24
R2 74.87 74.87 70.85
R1 72.47 72.47 70.46 71.54
PP 70.60 70.60 70.60 70.13
S1 68.20 68.20 69.68 67.27
S2 66.33 66.33 69.29
S3 62.06 63.93 68.90
S4 57.79 59.66 67.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.00 63.96 9.04 13.7% 2.73 4.1% 22% False True 58,507
10 73.00 63.96 9.04 13.7% 2.44 3.7% 22% False True 48,554
20 73.58 63.96 9.62 14.6% 1.99 3.0% 21% False True 44,647
40 73.58 62.20 11.38 17.3% 1.67 2.5% 33% False False 36,564
60 73.58 59.23 14.35 21.8% 1.67 2.5% 47% False False 30,136
80 73.58 56.47 17.11 25.9% 1.65 2.5% 55% False False 26,007
100 73.58 55.91 17.67 26.8% 1.74 2.6% 57% False False 22,728
120 73.58 49.69 23.89 36.2% 1.64 2.5% 68% False False 20,235
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 75.88
2.618 72.17
1.618 69.90
1.000 68.50
0.618 67.63
HIGH 66.23
0.618 65.36
0.500 65.10
0.382 64.83
LOW 63.96
0.618 62.56
1.000 61.69
1.618 60.29
2.618 58.02
4.250 54.31
Fisher Pivots for day following 20-Jul-2021
Pivot 1 day 3 day
R1 65.67 67.22
PP 65.38 66.79
S1 65.10 66.37

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

View Archives - Comment on this page... - Back to Index of Symbols