NYMEX Light Sweet Crude Oil Future November 2021


Trading Metrics calculated at close of trading on 28-Jul-2021
Day Change Summary
Previous Current
27-Jul-2021 28-Jul-2021 Change Change % Previous Week
Open 70.81 70.64 -0.17 -0.2% 69.44
High 71.01 71.25 0.24 0.3% 70.60
Low 69.93 70.43 0.50 0.7% 63.96
Close 70.42 71.02 0.60 0.9% 70.52
Range 1.08 0.82 -0.26 -24.1% 6.64
ATR 1.99 1.91 -0.08 -4.2% 0.00
Volume 51,309 42,116 -9,193 -17.9% 333,754
Daily Pivots for day following 28-Jul-2021
Classic Woodie Camarilla DeMark
R4 73.36 73.01 71.47
R3 72.54 72.19 71.25
R2 71.72 71.72 71.17
R1 71.37 71.37 71.10 71.55
PP 70.90 70.90 70.90 70.99
S1 70.55 70.55 70.94 70.73
S2 70.08 70.08 70.87
S3 69.26 69.73 70.79
S4 68.44 68.91 70.57
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 71.25 68.30 2.95 4.2% 1.30 1.8% 92% True False 47,062
10 71.25 63.96 7.29 10.3% 2.09 2.9% 97% True False 55,209
20 73.58 63.96 9.62 13.5% 2.13 3.0% 73% False False 51,162
40 73.58 63.96 9.62 13.5% 1.71 2.4% 73% False False 40,802
60 73.58 60.43 13.15 18.5% 1.70 2.4% 81% False False 34,105
80 73.58 57.18 16.40 23.1% 1.61 2.3% 84% False False 28,909
100 73.58 55.91 17.67 24.9% 1.71 2.4% 86% False False 25,310
120 73.58 53.37 20.21 28.5% 1.67 2.4% 87% False False 22,584
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 74.74
2.618 73.40
1.618 72.58
1.000 72.07
0.618 71.76
HIGH 71.25
0.618 70.94
0.500 70.84
0.382 70.74
LOW 70.43
0.618 69.92
1.000 69.61
1.618 69.10
2.618 68.28
4.250 66.95
Fisher Pivots for day following 28-Jul-2021
Pivot 1 day 3 day
R1 70.96 70.74
PP 70.90 70.46
S1 70.84 70.18

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

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