NYMEX Light Sweet Crude Oil Future January 2022

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	69.00	69.30	0.30	0.4%	68.17
High	69.24	69.40	0.16	0.2%	68.94
Low	67.58	68.39	0.81	1.2%	63.02
Close	68.98	68.85	-0.13	-0.2%	68.88
Range	1.66	1.01	-0.65	-39.2%	5.92
ATR	1.90	1.84	-0.06	-3.3%	0.00
Volume	24,210	26,936	2,726	11.3%	170,972

Daily Pivots for day following 27-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	71.91	71.39	69.41
R3	70.90	70.38	69.13
R2	69.89	69.89	69.04
R1	69.37	69.37	68.94	69.13
PP	68.88	68.88	68.88	68.76
S1	68.36	68.36	68.76	68.12
S2	67.87	67.87	68.66
S3	66.86	67.35	68.57
S4	65.85	66.34	68.29

Weekly Pivots for week ending 23-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	84.71	82.71	72.14
R3	78.79	76.79	70.51
R2	72.87	72.87	69.97
R1	70.87	70.87	69.42	71.87
PP	66.95	66.95	66.95	67.45
S1	64.95	64.95	68.34	65.95
S2	61.03	61.03	67.79
S3	55.11	59.03	67.25
S4	49.19	53.11	65.62

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	69.40	64.14	5.26	7.6%	1.72	2.5%	90%	True	False	29,132
10	71.38	63.02	8.36	12.1%	2.13	3.1%	70%	False	False	28,030
20	71.71	63.02	8.69	12.6%	2.00	2.9%	67%	False	False	24,489
40	71.71	63.02	8.69	12.6%	1.60	2.3%	67%	False	False	17,275
60	71.71	59.63	12.08	17.5%	1.56	2.3%	76%	False	False	13,919
80	71.71	55.89	15.82	23.0%	1.49	2.2%	82%	False	False	12,277

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	True
Stretch	0.33
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	73.69
2.618	72.04
1.618	71.03
1.000	70.41
0.618	70.02
HIGH	69.40
0.618	69.01
0.500	68.90
0.382	68.78
LOW	68.39
0.618	67.77
1.000	67.38
1.618	66.76
2.618	65.75
4.250	64.10

Fisher Pivots for day following 27-Jul-2021
Pivot	1 day	3 day
R1	68.90	68.73
PP	68.88	68.61
S1	68.87	68.49

Download as Excel Spreadsheet

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

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