NYMEX Light Sweet Crude Oil Future December 2021


Trading Metrics calculated at close of trading on 04-Aug-2021
Day Change Summary
Previous Current
03-Aug-2021 04-Aug-2021 Change Change % Previous Week
Open 69.53 68.79 -0.74 -1.1% 69.63
High 69.84 69.11 -0.73 -1.0% 71.85
Low 67.41 66.59 -0.82 -1.2% 68.26
Close 68.79 66.84 -1.95 -2.8% 71.57
Range 2.43 2.52 0.09 3.7% 3.59
ATR 1.92 1.97 0.04 2.2% 0.00
Volume 98,019 138,548 40,529 41.3% 315,388
Daily Pivots for day following 04-Aug-2021
Classic Woodie Camarilla DeMark
R4 75.07 73.48 68.23
R3 72.55 70.96 67.53
R2 70.03 70.03 67.30
R1 68.44 68.44 67.07 67.98
PP 67.51 67.51 67.51 67.28
S1 65.92 65.92 66.61 65.46
S2 64.99 64.99 66.38
S3 62.47 63.40 66.15
S4 59.95 60.88 65.45
Weekly Pivots for week ending 30-Jul-2021
Classic Woodie Camarilla DeMark
R4 81.33 80.04 73.54
R3 77.74 76.45 72.56
R2 74.15 74.15 72.23
R1 72.86 72.86 71.90 73.51
PP 70.56 70.56 70.56 70.88
S1 69.27 69.27 71.24 69.92
S2 66.97 66.97 70.91
S3 63.38 65.68 70.58
S4 59.79 62.09 69.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.85 66.59 5.26 7.9% 2.09 3.1% 5% False True 87,986
10 71.85 66.59 5.26 7.9% 1.69 2.5% 5% False True 77,213
20 72.17 63.37 8.80 13.2% 2.06 3.1% 39% False False 86,629
40 72.61 63.37 9.24 13.8% 1.81 2.7% 38% False False 86,214
60 72.61 59.83 12.78 19.1% 1.75 2.6% 55% False False 80,012
80 72.61 58.05 14.56 21.8% 1.66 2.5% 60% False False 74,664
100 72.61 55.54 17.07 25.5% 1.75 2.6% 66% False False 74,107
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.82
2.618 75.71
1.618 73.19
1.000 71.63
0.618 70.67
HIGH 69.11
0.618 68.15
0.500 67.85
0.382 67.55
LOW 66.59
0.618 65.03
1.000 64.07
1.618 62.51
2.618 59.99
4.250 55.88
Fisher Pivots for day following 04-Aug-2021
Pivot 1 day 3 day
R1 67.85 69.06
PP 67.51 68.32
S1 67.18 67.58

These figures are updated between 7pm and 10pm EST after a trading day.

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