NYMEX Light Sweet Crude Oil Future November 2021
| Trading Metrics calculated at close of trading on 04-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2021 |
04-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
70.27 |
69.44 |
-0.83 |
-1.2% |
70.70 |
| High |
70.58 |
69.76 |
-0.82 |
-1.2% |
72.71 |
| Low |
68.05 |
67.10 |
-0.95 |
-1.4% |
69.10 |
| Close |
69.44 |
67.35 |
-2.09 |
-3.0% |
72.43 |
| Range |
2.53 |
2.66 |
0.13 |
5.1% |
3.61 |
| ATR |
1.96 |
2.01 |
0.05 |
2.6% |
0.00 |
| Volume |
77,858 |
114,429 |
36,571 |
47.0% |
236,792 |
|
| Daily Pivots for day following 04-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.05 |
74.36 |
68.81 |
|
| R3 |
73.39 |
71.70 |
68.08 |
|
| R2 |
70.73 |
70.73 |
67.84 |
|
| R1 |
69.04 |
69.04 |
67.59 |
68.56 |
| PP |
68.07 |
68.07 |
68.07 |
67.83 |
| S1 |
66.38 |
66.38 |
67.11 |
65.90 |
| S2 |
65.41 |
65.41 |
66.86 |
|
| S3 |
62.75 |
63.72 |
66.62 |
|
| S4 |
60.09 |
61.06 |
65.89 |
|
|
| 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 |
67.10 |
5.61 |
8.3% |
2.16 |
3.2% |
4% |
False |
True |
69,285 |
| 10 |
72.71 |
67.10 |
5.61 |
8.3% |
1.73 |
2.6% |
4% |
False |
True |
58,173 |
| 20 |
73.00 |
63.96 |
9.04 |
13.4% |
2.10 |
3.1% |
38% |
False |
False |
54,822 |
| 40 |
73.58 |
63.96 |
9.62 |
14.3% |
1.84 |
2.7% |
35% |
False |
False |
46,993 |
| 60 |
73.58 |
60.43 |
13.15 |
19.5% |
1.76 |
2.6% |
53% |
False |
False |
38,270 |
| 80 |
73.58 |
58.50 |
15.08 |
22.4% |
1.66 |
2.5% |
59% |
False |
False |
32,344 |
| 100 |
73.58 |
55.91 |
17.67 |
26.2% |
1.74 |
2.6% |
65% |
False |
False |
28,376 |
| 120 |
73.58 |
54.37 |
19.21 |
28.5% |
1.74 |
2.6% |
68% |
False |
False |
25,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.07 |
|
2.618 |
76.72 |
|
1.618 |
74.06 |
|
1.000 |
72.42 |
|
0.618 |
71.40 |
|
HIGH |
69.76 |
|
0.618 |
68.74 |
|
0.500 |
68.43 |
|
0.382 |
68.12 |
|
LOW |
67.10 |
|
0.618 |
65.46 |
|
1.000 |
64.44 |
|
1.618 |
62.80 |
|
2.618 |
60.14 |
|
4.250 |
55.80 |
|
|
| Fisher Pivots for day following 04-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
68.43 |
69.74 |
| PP |
68.07 |
68.94 |
| S1 |
67.71 |
68.15 |
|