NYMEX Light Sweet Crude Oil Future November 2021
| Trading Metrics calculated at close of trading on 11-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2021 |
11-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
66.28 |
67.89 |
1.61 |
2.4% |
72.26 |
| High |
68.26 |
68.81 |
0.55 |
0.8% |
72.37 |
| Low |
65.95 |
66.14 |
0.19 |
0.3% |
66.80 |
| Close |
67.69 |
68.65 |
0.96 |
1.4% |
67.76 |
| Range |
2.31 |
2.67 |
0.36 |
15.6% |
5.57 |
| ATR |
2.09 |
2.13 |
0.04 |
2.0% |
0.00 |
| Volume |
89,796 |
93,681 |
3,885 |
4.3% |
429,604 |
|
| Daily Pivots for day following 11-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
75.88 |
74.93 |
70.12 |
|
| R3 |
73.21 |
72.26 |
69.38 |
|
| R2 |
70.54 |
70.54 |
69.14 |
|
| R1 |
69.59 |
69.59 |
68.89 |
70.07 |
| PP |
67.87 |
67.87 |
67.87 |
68.10 |
| S1 |
66.92 |
66.92 |
68.41 |
67.40 |
| S2 |
65.20 |
65.20 |
68.16 |
|
| S3 |
62.53 |
64.25 |
67.92 |
|
| S4 |
59.86 |
61.58 |
67.18 |
|
|
| Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
85.69 |
82.29 |
70.82 |
|
| R3 |
80.12 |
76.72 |
69.29 |
|
| R2 |
74.55 |
74.55 |
68.78 |
|
| R1 |
71.15 |
71.15 |
68.27 |
70.07 |
| PP |
68.98 |
68.98 |
68.98 |
68.43 |
| S1 |
65.58 |
65.58 |
67.25 |
64.50 |
| S2 |
63.41 |
63.41 |
66.74 |
|
| S3 |
57.84 |
60.01 |
66.23 |
|
| S4 |
52.27 |
54.44 |
64.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
69.44 |
64.73 |
4.71 |
6.9% |
2.28 |
3.3% |
83% |
False |
False |
95,680 |
| 10 |
72.71 |
64.73 |
7.98 |
11.6% |
2.22 |
3.2% |
49% |
False |
False |
82,482 |
| 20 |
72.71 |
63.96 |
8.75 |
12.7% |
2.16 |
3.1% |
54% |
False |
False |
68,846 |
| 40 |
73.58 |
63.96 |
9.62 |
14.0% |
1.98 |
2.9% |
49% |
False |
False |
54,332 |
| 60 |
73.58 |
60.43 |
13.15 |
19.2% |
1.81 |
2.6% |
63% |
False |
False |
44,896 |
| 80 |
73.58 |
59.20 |
14.38 |
20.9% |
1.73 |
2.5% |
66% |
False |
False |
37,461 |
| 100 |
73.58 |
55.91 |
17.67 |
25.7% |
1.74 |
2.5% |
72% |
False |
False |
32,665 |
| 120 |
73.58 |
55.91 |
17.67 |
25.7% |
1.78 |
2.6% |
72% |
False |
False |
28,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
80.16 |
|
2.618 |
75.80 |
|
1.618 |
73.13 |
|
1.000 |
71.48 |
|
0.618 |
70.46 |
|
HIGH |
68.81 |
|
0.618 |
67.79 |
|
0.500 |
67.48 |
|
0.382 |
67.16 |
|
LOW |
66.14 |
|
0.618 |
64.49 |
|
1.000 |
63.47 |
|
1.618 |
61.82 |
|
2.618 |
59.15 |
|
4.250 |
54.79 |
|
|
| Fisher Pivots for day following 11-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
68.26 |
68.02 |
| PP |
67.87 |
67.40 |
| S1 |
67.48 |
66.77 |
|