NYMEX Light Sweet Crude Oil Future November 2021
| Trading Metrics calculated at close of trading on 12-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2021 |
12-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
67.89 |
68.71 |
0.82 |
1.2% |
72.26 |
| High |
68.81 |
69.00 |
0.19 |
0.3% |
72.37 |
| Low |
66.14 |
67.86 |
1.72 |
2.6% |
66.80 |
| Close |
68.65 |
68.55 |
-0.10 |
-0.1% |
67.76 |
| Range |
2.67 |
1.14 |
-1.53 |
-57.3% |
5.57 |
| ATR |
2.13 |
2.06 |
-0.07 |
-3.3% |
0.00 |
| Volume |
93,681 |
79,283 |
-14,398 |
-15.4% |
429,604 |
|
| Daily Pivots for day following 12-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
71.89 |
71.36 |
69.18 |
|
| R3 |
70.75 |
70.22 |
68.86 |
|
| R2 |
69.61 |
69.61 |
68.76 |
|
| R1 |
69.08 |
69.08 |
68.65 |
68.78 |
| PP |
68.47 |
68.47 |
68.47 |
68.32 |
| S1 |
67.94 |
67.94 |
68.45 |
67.64 |
| S2 |
67.33 |
67.33 |
68.34 |
|
| S3 |
66.19 |
66.80 |
68.24 |
|
| S4 |
65.05 |
65.66 |
67.92 |
|
|
| 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% |
2.17 |
3.2% |
81% |
False |
False |
97,905 |
| 10 |
72.71 |
64.73 |
7.98 |
11.6% |
2.20 |
3.2% |
48% |
False |
False |
85,098 |
| 20 |
72.71 |
63.96 |
8.75 |
12.8% |
2.15 |
3.1% |
52% |
False |
False |
70,655 |
| 40 |
73.58 |
63.96 |
9.62 |
14.0% |
1.98 |
2.9% |
48% |
False |
False |
55,492 |
| 60 |
73.58 |
60.43 |
13.15 |
19.2% |
1.79 |
2.6% |
62% |
False |
False |
45,910 |
| 80 |
73.58 |
59.20 |
14.38 |
21.0% |
1.72 |
2.5% |
65% |
False |
False |
38,252 |
| 100 |
73.58 |
55.91 |
17.67 |
25.8% |
1.74 |
2.5% |
72% |
False |
False |
33,384 |
| 120 |
73.58 |
55.91 |
17.67 |
25.8% |
1.77 |
2.6% |
72% |
False |
False |
29,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
73.85 |
|
2.618 |
71.98 |
|
1.618 |
70.84 |
|
1.000 |
70.14 |
|
0.618 |
69.70 |
|
HIGH |
69.00 |
|
0.618 |
68.56 |
|
0.500 |
68.43 |
|
0.382 |
68.30 |
|
LOW |
67.86 |
|
0.618 |
67.16 |
|
1.000 |
66.72 |
|
1.618 |
66.02 |
|
2.618 |
64.88 |
|
4.250 |
63.02 |
|
|
| Fisher Pivots for day following 12-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
68.51 |
68.19 |
| PP |
68.47 |
67.83 |
| S1 |
68.43 |
67.48 |
|