NYMEX Light Sweet Crude Oil Future December 2021
| Trading Metrics calculated at close of trading on 02-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2021 |
02-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
67.92 |
67.66 |
-0.26 |
-0.4% |
61.11 |
| High |
68.65 |
69.95 |
1.30 |
1.9% |
68.24 |
| Low |
66.65 |
67.26 |
0.61 |
0.9% |
61.11 |
| Close |
68.00 |
69.41 |
1.41 |
2.1% |
68.11 |
| Range |
2.00 |
2.69 |
0.69 |
34.5% |
7.13 |
| ATR |
1.99 |
2.04 |
0.05 |
2.5% |
0.00 |
| Volume |
114,024 |
145,035 |
31,011 |
27.2% |
498,885 |
|
| Daily Pivots for day following 02-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
76.94 |
75.87 |
70.89 |
|
| R3 |
74.25 |
73.18 |
70.15 |
|
| R2 |
71.56 |
71.56 |
69.90 |
|
| R1 |
70.49 |
70.49 |
69.66 |
71.03 |
| PP |
68.87 |
68.87 |
68.87 |
69.14 |
| S1 |
67.80 |
67.80 |
69.16 |
68.34 |
| S2 |
66.18 |
66.18 |
68.92 |
|
| S3 |
63.49 |
65.11 |
68.67 |
|
| S4 |
60.80 |
62.42 |
67.93 |
|
|
| 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 |
69.95 |
66.65 |
3.30 |
4.8% |
1.80 |
2.6% |
84% |
True |
False |
105,742 |
| 10 |
69.95 |
61.11 |
8.84 |
12.7% |
2.03 |
2.9% |
94% |
True |
False |
102,029 |
| 20 |
69.95 |
61.11 |
8.84 |
12.7% |
2.05 |
3.0% |
94% |
True |
False |
95,478 |
| 40 |
72.17 |
61.11 |
11.06 |
15.9% |
2.04 |
2.9% |
75% |
False |
False |
90,961 |
| 60 |
72.61 |
61.11 |
11.50 |
16.6% |
1.90 |
2.7% |
72% |
False |
False |
89,617 |
| 80 |
72.61 |
59.83 |
12.78 |
18.4% |
1.82 |
2.6% |
75% |
False |
False |
84,095 |
| 100 |
72.61 |
58.73 |
13.88 |
20.0% |
1.74 |
2.5% |
77% |
False |
False |
79,081 |
| 120 |
72.61 |
55.54 |
17.07 |
24.6% |
1.80 |
2.6% |
81% |
False |
False |
77,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
81.38 |
|
2.618 |
76.99 |
|
1.618 |
74.30 |
|
1.000 |
72.64 |
|
0.618 |
71.61 |
|
HIGH |
69.95 |
|
0.618 |
68.92 |
|
0.500 |
68.61 |
|
0.382 |
68.29 |
|
LOW |
67.26 |
|
0.618 |
65.60 |
|
1.000 |
64.57 |
|
1.618 |
62.91 |
|
2.618 |
60.22 |
|
4.250 |
55.83 |
|
|
| Fisher Pivots for day following 02-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
69.14 |
69.04 |
| PP |
68.87 |
68.67 |
| S1 |
68.61 |
68.30 |
|