NYMEX Light Sweet Crude Oil Future November 2021
| Trading Metrics calculated at close of trading on 23-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2021 |
23-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
63.28 |
61.75 |
-1.53 |
-2.4% |
67.21 |
| High |
63.69 |
65.66 |
1.97 |
3.1% |
67.64 |
| Low |
61.55 |
61.50 |
-0.05 |
-0.1% |
61.55 |
| Close |
61.84 |
65.34 |
3.50 |
5.7% |
61.84 |
| Range |
2.14 |
4.16 |
2.02 |
94.4% |
6.09 |
| ATR |
2.12 |
2.27 |
0.15 |
6.8% |
0.00 |
| Volume |
82,527 |
106,604 |
24,077 |
29.2% |
411,738 |
|
| Daily Pivots for day following 23-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.65 |
75.15 |
67.63 |
|
| R3 |
72.49 |
70.99 |
66.48 |
|
| R2 |
68.33 |
68.33 |
66.10 |
|
| R1 |
66.83 |
66.83 |
65.72 |
67.58 |
| PP |
64.17 |
64.17 |
64.17 |
64.54 |
| S1 |
62.67 |
62.67 |
64.96 |
63.42 |
| S2 |
60.01 |
60.01 |
64.58 |
|
| S3 |
55.85 |
58.51 |
64.20 |
|
| S4 |
51.69 |
54.35 |
63.05 |
|
|
| Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
81.95 |
77.98 |
65.19 |
|
| R3 |
75.86 |
71.89 |
63.51 |
|
| R2 |
69.77 |
69.77 |
62.96 |
|
| R1 |
65.80 |
65.80 |
62.40 |
64.74 |
| PP |
63.68 |
63.68 |
63.68 |
63.15 |
| S1 |
59.71 |
59.71 |
61.28 |
58.65 |
| S2 |
57.59 |
57.59 |
60.72 |
|
| S3 |
51.50 |
53.62 |
60.17 |
|
| S4 |
45.41 |
47.53 |
58.49 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
67.10 |
61.50 |
5.60 |
8.6% |
2.55 |
3.9% |
69% |
False |
True |
90,665 |
| 10 |
69.00 |
61.50 |
7.50 |
11.5% |
2.27 |
3.5% |
51% |
False |
True |
84,353 |
| 20 |
72.71 |
61.50 |
11.21 |
17.2% |
2.09 |
3.2% |
34% |
False |
True |
78,915 |
| 40 |
73.58 |
61.50 |
12.08 |
18.5% |
2.14 |
3.3% |
32% |
False |
True |
63,782 |
| 60 |
73.58 |
61.50 |
12.08 |
18.5% |
1.86 |
2.9% |
32% |
False |
True |
52,827 |
| 80 |
73.58 |
60.43 |
13.15 |
20.1% |
1.82 |
2.8% |
37% |
False |
False |
44,537 |
| 100 |
73.58 |
56.47 |
17.11 |
26.2% |
1.74 |
2.7% |
52% |
False |
False |
38,340 |
| 120 |
73.58 |
55.91 |
17.67 |
27.0% |
1.80 |
2.8% |
53% |
False |
False |
33,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
83.34 |
|
2.618 |
76.55 |
|
1.618 |
72.39 |
|
1.000 |
69.82 |
|
0.618 |
68.23 |
|
HIGH |
65.66 |
|
0.618 |
64.07 |
|
0.500 |
63.58 |
|
0.382 |
63.09 |
|
LOW |
61.50 |
|
0.618 |
58.93 |
|
1.000 |
57.34 |
|
1.618 |
54.77 |
|
2.618 |
50.61 |
|
4.250 |
43.82 |
|
|
| Fisher Pivots for day following 23-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
64.75 |
64.75 |
| PP |
64.17 |
64.17 |
| S1 |
63.58 |
63.58 |
|