NYMEX Light Sweet Crude Oil Future January 2022


Trading Metrics calculated at close of trading on 28-Jul-2021
Day Change Summary
Previous Current
27-Jul-2021 28-Jul-2021 Change Change % Previous Week
Open 69.30 68.99 -0.31 -0.4% 68.17
High 69.40 69.62 0.22 0.3% 68.94
Low 68.39 68.87 0.48 0.7% 63.02
Close 68.85 69.41 0.56 0.8% 68.88
Range 1.01 0.75 -0.26 -25.7% 5.92
ATR 1.84 1.76 -0.08 -4.2% 0.00
Volume 26,936 11,339 -15,597 -57.9% 170,972
Daily Pivots for day following 28-Jul-2021
Classic Woodie Camarilla DeMark
R4 71.55 71.23 69.82
R3 70.80 70.48 69.62
R2 70.05 70.05 69.55
R1 69.73 69.73 69.48 69.89
PP 69.30 69.30 69.30 69.38
S1 68.98 68.98 69.34 69.14
S2 68.55 68.55 69.27
S3 67.80 68.23 69.20
S4 67.05 67.48 69.00
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 69.62 66.90 2.72 3.9% 1.20 1.7% 92% True False 22,676
10 69.62 63.02 6.60 9.5% 1.93 2.8% 97% True False 26,978
20 71.71 63.02 8.69 12.5% 1.96 2.8% 74% False False 24,595
40 71.71 63.02 8.69 12.5% 1.56 2.2% 74% False False 17,338
60 71.71 59.63 12.08 17.4% 1.55 2.2% 81% False False 14,061
80 71.71 56.61 15.10 21.8% 1.47 2.1% 85% False False 12,270
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 72.81
2.618 71.58
1.618 70.83
1.000 70.37
0.618 70.08
HIGH 69.62
0.618 69.33
0.500 69.25
0.382 69.16
LOW 68.87
0.618 68.41
1.000 68.12
1.618 67.66
2.618 66.91
4.250 65.68
Fisher Pivots for day following 28-Jul-2021
Pivot 1 day 3 day
R1 69.36 69.14
PP 69.30 68.87
S1 69.25 68.60

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

View Archives - Comment on this page... - Back to Index of Symbols