NYMEX Light Sweet Crude Oil Future November 2021
| Trading Metrics calculated at close of trading on 01-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2021 |
01-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
68.89 |
68.31 |
-0.58 |
-0.8% |
61.75 |
| High |
69.07 |
68.98 |
-0.09 |
-0.1% |
68.69 |
| Low |
67.92 |
66.92 |
-1.00 |
-1.5% |
61.50 |
| Close |
68.26 |
68.32 |
0.06 |
0.1% |
68.48 |
| Range |
1.15 |
2.06 |
0.91 |
79.1% |
7.19 |
| ATR |
2.04 |
2.04 |
0.00 |
0.1% |
0.00 |
| Volume |
90,702 |
124,268 |
33,566 |
37.0% |
514,801 |
|
| Daily Pivots for day following 01-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.25 |
73.35 |
69.45 |
|
| R3 |
72.19 |
71.29 |
68.89 |
|
| R2 |
70.13 |
70.13 |
68.70 |
|
| R1 |
69.23 |
69.23 |
68.51 |
69.68 |
| PP |
68.07 |
68.07 |
68.07 |
68.30 |
| S1 |
67.17 |
67.17 |
68.13 |
67.62 |
| S2 |
66.01 |
66.01 |
67.94 |
|
| S3 |
63.95 |
65.11 |
67.75 |
|
| S4 |
61.89 |
63.05 |
67.19 |
|
|
| Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.79 |
85.33 |
72.43 |
|
| R3 |
80.60 |
78.14 |
70.46 |
|
| R2 |
73.41 |
73.41 |
69.80 |
|
| R1 |
70.95 |
70.95 |
69.14 |
72.18 |
| PP |
66.22 |
66.22 |
66.22 |
66.84 |
| S1 |
63.76 |
63.76 |
67.82 |
64.99 |
| S2 |
59.03 |
59.03 |
67.16 |
|
| S3 |
51.84 |
56.57 |
66.50 |
|
| S4 |
44.65 |
49.38 |
64.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
69.36 |
66.71 |
2.65 |
3.9% |
1.56 |
2.3% |
61% |
False |
False |
110,691 |
| 10 |
69.36 |
61.50 |
7.86 |
11.5% |
2.02 |
3.0% |
87% |
False |
False |
104,893 |
| 20 |
69.44 |
61.50 |
7.94 |
11.6% |
2.05 |
3.0% |
86% |
False |
False |
94,535 |
| 40 |
73.00 |
61.50 |
11.50 |
16.8% |
2.07 |
3.0% |
59% |
False |
False |
74,679 |
| 60 |
73.58 |
61.50 |
12.08 |
17.7% |
1.91 |
2.8% |
56% |
False |
False |
62,841 |
| 80 |
73.58 |
60.43 |
13.15 |
19.2% |
1.83 |
2.7% |
60% |
False |
False |
52,336 |
| 100 |
73.58 |
58.50 |
15.08 |
22.1% |
1.74 |
2.5% |
65% |
False |
False |
44,782 |
| 120 |
73.58 |
55.91 |
17.67 |
25.9% |
1.79 |
2.6% |
70% |
False |
False |
39,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
77.74 |
|
2.618 |
74.37 |
|
1.618 |
72.31 |
|
1.000 |
71.04 |
|
0.618 |
70.25 |
|
HIGH |
68.98 |
|
0.618 |
68.19 |
|
0.500 |
67.95 |
|
0.382 |
67.71 |
|
LOW |
66.92 |
|
0.618 |
65.65 |
|
1.000 |
64.86 |
|
1.618 |
63.59 |
|
2.618 |
61.53 |
|
4.250 |
58.17 |
|
|
| Fisher Pivots for day following 01-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
68.20 |
68.26 |
| PP |
68.07 |
68.20 |
| S1 |
67.95 |
68.14 |
|