NYMEX Light Sweet Crude Oil Future November 2021

Trading Metrics calculated at close of trading on 27-Jul-2021

Day Change Summary
	Previous	Current
	26-Jul-2021	27-Jul-2021	Change	Change %	Previous Week
Open	70.70	70.81	0.11	0.2%	69.44
High	70.86	71.01	0.15	0.2%	70.60
Low	69.10	69.93	0.83	1.2%	63.96
Close	70.57	70.42	-0.15	-0.2%	70.52
Range	1.76	1.08	-0.68	-38.6%	6.64
ATR	2.07	1.99	-0.07	-3.4%	0.00
Volume	45,602	51,309	5,707	12.5%	333,754

Daily Pivots for day following 27-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	73.69	73.14	71.01
R3	72.61	72.06	70.72
R2	71.53	71.53	70.62
R1	70.98	70.98	70.52	70.72
PP	70.45	70.45	70.45	70.32
S1	69.90	69.90	70.32	69.64
S2	69.37	69.37	70.22
S3	68.29	68.82	70.12
S4	67.21	67.74	69.83

Weekly Pivots for week ending 23-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	88.28	86.04	74.17
R3	81.64	79.40	72.35
R2	75.00	75.00	71.74
R1	72.76	72.76	71.13	73.88
PP	68.36	68.36	68.36	68.92
S1	66.12	66.12	69.91	67.24
S2	61.72	61.72	69.30
S3	55.08	59.48	68.69
S4	48.44	52.84	66.87

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	71.01	65.20	5.81	8.3%	1.87	2.7%	90%	True	False	54,042
10	73.00	63.96	9.04	12.8%	2.30	3.3%	71%	False	False	56,275
20	73.58	63.96	9.62	13.7%	2.17	3.1%	67%	False	False	50,023
40	73.58	63.96	9.62	13.7%	1.75	2.5%	67%	False	False	40,369
60	73.58	60.43	13.15	18.7%	1.71	2.4%	76%	False	False	33,545
80	73.58	56.47	17.11	24.3%	1.63	2.3%	82%	False	False	28,591
100	73.58	55.91	17.67	25.1%	1.72	2.4%	82%	False	False	25,048
120	73.58	52.65	20.93	29.7%	1.67	2.4%	85%	False	False	22,284

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.36
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	75.60
2.618	73.84
1.618	72.76
1.000	72.09
0.618	71.68
HIGH	71.01
0.618	70.60
0.500	70.47
0.382	70.34
LOW	69.93
0.618	69.26
1.000	68.85
1.618	68.18
2.618	67.10
4.250	65.34

Fisher Pivots for day following 27-Jul-2021
Pivot	1 day	3 day
R1	70.47	70.30
PP	70.45	70.18
S1	70.44	70.06

Download as Excel Spreadsheet

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

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