NYMEX Light Sweet Crude Oil Future November 2021


Trading Metrics calculated at close of trading on 03-Aug-2021
Day Change Summary
Previous Current
02-Aug-2021 03-Aug-2021 Change Change % Previous Week
Open 72.26 70.27 -1.99 -2.8% 70.70
High 72.37 70.58 -1.79 -2.5% 72.71
Low 69.29 68.05 -1.24 -1.8% 69.10
Close 69.91 69.44 -0.47 -0.7% 72.43
Range 3.08 2.53 -0.55 -17.9% 3.61
ATR 1.91 1.96 0.04 2.3% 0.00
Volume 56,375 77,858 21,483 38.1% 236,792
Daily Pivots for day following 03-Aug-2021
Classic Woodie Camarilla DeMark
R4 76.95 75.72 70.83
R3 74.42 73.19 70.14
R2 71.89 71.89 69.90
R1 70.66 70.66 69.67 70.01
PP 69.36 69.36 69.36 69.03
S1 68.13 68.13 69.21 67.48
S2 66.83 66.83 68.98
S3 64.30 65.60 68.74
S4 61.77 63.07 68.05
Weekly Pivots for week ending 30-Jul-2021
Classic Woodie Camarilla DeMark
R4 82.24 80.95 74.42
R3 78.63 77.34 73.42
R2 75.02 75.02 73.09
R1 73.73 73.73 72.76 74.38
PP 71.41 71.41 71.41 71.74
S1 70.12 70.12 72.10 70.77
S2 67.80 67.80 71.77
S3 64.19 66.51 71.44
S4 60.58 62.90 70.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.71 68.05 4.66 6.7% 1.79 2.6% 30% False True 54,822
10 72.71 65.20 7.51 10.8% 1.83 2.6% 56% False False 54,432
20 73.00 63.96 9.04 13.0% 2.13 3.1% 61% False False 51,493
40 73.58 63.96 9.62 13.9% 1.81 2.6% 57% False False 44,744
60 73.58 60.43 13.15 18.9% 1.74 2.5% 69% False False 36,638
80 73.58 57.55 16.03 23.1% 1.65 2.4% 74% False False 31,098
100 73.58 55.91 17.67 25.4% 1.72 2.5% 77% False False 27,289
120 73.58 54.37 19.21 27.7% 1.72 2.5% 78% False False 24,237
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 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.33
2.618 77.20
1.618 74.67
1.000 73.11
0.618 72.14
HIGH 70.58
0.618 69.61
0.500 69.32
0.382 69.02
LOW 68.05
0.618 66.49
1.000 65.52
1.618 63.96
2.618 61.43
4.250 57.30
Fisher Pivots for day following 03-Aug-2021
Pivot 1 day 3 day
R1 69.40 70.38
PP 69.36 70.07
S1 69.32 69.75

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

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