NYMEX Light Sweet Crude Oil Future December 2021


Trading Metrics calculated at close of trading on 30-Aug-2021
Day Change Summary
Previous Current
27-Aug-2021 30-Aug-2021 Change Change % Previous Week
Open 67.08 68.60 1.52 2.3% 61.11
High 68.24 68.97 0.73 1.1% 68.24
Low 66.78 67.23 0.45 0.7% 61.11
Close 68.11 68.56 0.45 0.7% 68.11
Range 1.46 1.74 0.28 19.2% 7.13
ATR 2.08 2.06 -0.02 -1.2% 0.00
Volume 96,086 94,420 -1,666 -1.7% 498,885
Daily Pivots for day following 30-Aug-2021
Classic Woodie Camarilla DeMark
R4 73.47 72.76 69.52
R3 71.73 71.02 69.04
R2 69.99 69.99 68.88
R1 69.28 69.28 68.72 68.77
PP 68.25 68.25 68.25 68.00
S1 67.54 67.54 68.40 67.03
S2 66.51 66.51 68.24
S3 64.77 65.80 68.08
S4 63.03 64.06 67.60
Weekly Pivots for week ending 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 87.21 84.79 72.03
R3 80.08 77.66 70.07
R2 72.95 72.95 69.42
R1 70.53 70.53 68.76 71.74
PP 65.82 65.82 65.82 66.43
S1 63.40 63.40 67.46 64.61
S2 58.69 58.69 66.80
S3 51.56 56.27 66.15
S4 44.43 49.14 64.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.97 64.75 4.22 6.2% 1.66 2.4% 90% True False 95,628
10 68.97 61.11 7.86 11.5% 2.09 3.0% 95% True False 96,389
20 69.84 61.11 8.73 12.7% 2.09 3.0% 85% False False 94,462
40 72.61 61.11 11.50 16.8% 2.12 3.1% 65% False False 91,474
60 72.61 61.11 11.50 16.8% 1.86 2.7% 65% False False 86,843
80 72.61 59.83 12.78 18.6% 1.81 2.6% 68% False False 82,184
100 72.61 57.12 15.49 22.6% 1.72 2.5% 74% False False 77,333
120 72.61 55.54 17.07 24.9% 1.79 2.6% 76% False False 76,276
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.32
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 76.37
2.618 73.53
1.618 71.79
1.000 70.71
0.618 70.05
HIGH 68.97
0.618 68.31
0.500 68.10
0.382 67.89
LOW 67.23
0.618 66.15
1.000 65.49
1.618 64.41
2.618 62.67
4.250 59.84
Fisher Pivots for day following 30-Aug-2021
Pivot 1 day 3 day
R1 68.41 68.25
PP 68.25 67.95
S1 68.10 67.64

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

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