NYMEX Light Sweet Crude Oil Future December 2021
| Trading Metrics calculated at close of trading on 27-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2021 |
27-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
69.63 |
70.02 |
0.39 |
0.6% |
68.94 |
| High |
70.04 |
70.19 |
0.15 |
0.2% |
69.73 |
| Low |
68.26 |
69.12 |
0.86 |
1.3% |
63.37 |
| Close |
69.74 |
69.60 |
-0.14 |
-0.2% |
69.66 |
| Range |
1.78 |
1.07 |
-0.71 |
-39.9% |
6.36 |
| ATR |
2.03 |
1.96 |
-0.07 |
-3.4% |
0.00 |
| Volume |
66,768 |
63,059 |
-3,709 |
-5.6% |
512,615 |
|
| Daily Pivots for day following 27-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
72.85 |
72.29 |
70.19 |
|
| R3 |
71.78 |
71.22 |
69.89 |
|
| R2 |
70.71 |
70.71 |
69.80 |
|
| R1 |
70.15 |
70.15 |
69.70 |
69.90 |
| PP |
69.64 |
69.64 |
69.64 |
69.51 |
| S1 |
69.08 |
69.08 |
69.50 |
68.83 |
| S2 |
68.57 |
68.57 |
69.40 |
|
| S3 |
67.50 |
68.01 |
69.31 |
|
| S4 |
66.43 |
66.94 |
69.01 |
|
|
| Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
86.67 |
84.52 |
73.16 |
|
| R3 |
80.31 |
78.16 |
71.41 |
|
| R2 |
73.95 |
73.95 |
70.83 |
|
| R1 |
71.80 |
71.80 |
70.24 |
72.88 |
| PP |
67.59 |
67.59 |
67.59 |
68.12 |
| S1 |
65.44 |
65.44 |
69.08 |
66.52 |
| S2 |
61.23 |
61.23 |
68.49 |
|
| S3 |
54.87 |
59.08 |
67.91 |
|
| S4 |
48.51 |
52.72 |
66.16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
70.19 |
64.51 |
5.68 |
8.2% |
1.84 |
2.6% |
90% |
True |
False |
77,216 |
| 10 |
72.17 |
63.37 |
8.80 |
12.6% |
2.27 |
3.3% |
71% |
False |
False |
91,428 |
| 20 |
72.61 |
63.37 |
9.24 |
13.3% |
2.13 |
3.1% |
67% |
False |
False |
92,497 |
| 40 |
72.61 |
63.37 |
9.24 |
13.3% |
1.73 |
2.5% |
67% |
False |
False |
82,591 |
| 60 |
72.61 |
59.83 |
12.78 |
18.4% |
1.71 |
2.5% |
76% |
False |
False |
77,509 |
| 80 |
72.61 |
56.15 |
16.46 |
23.6% |
1.64 |
2.4% |
82% |
False |
False |
73,404 |
| 100 |
72.61 |
55.54 |
17.07 |
24.5% |
1.74 |
2.5% |
82% |
False |
False |
73,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
74.74 |
|
2.618 |
72.99 |
|
1.618 |
71.92 |
|
1.000 |
71.26 |
|
0.618 |
70.85 |
|
HIGH |
70.19 |
|
0.618 |
69.78 |
|
0.500 |
69.66 |
|
0.382 |
69.53 |
|
LOW |
69.12 |
|
0.618 |
68.46 |
|
1.000 |
68.05 |
|
1.618 |
67.39 |
|
2.618 |
66.32 |
|
4.250 |
64.57 |
|
|
| Fisher Pivots for day following 27-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
69.66 |
69.48 |
| PP |
69.64 |
69.35 |
| S1 |
69.62 |
69.23 |
|