NYMEX Light Sweet Crude Oil Future January 2022


Trading Metrics calculated at close of trading on 12-Aug-2021
Day Change Summary
Previous Current
11-Aug-2021 12-Aug-2021 Change Change % Previous Week
Open 66.94 67.81 0.87 1.3% 70.65
High 67.84 68.02 0.18 0.3% 70.71
Low 65.34 66.95 1.61 2.5% 65.84
Close 67.71 67.66 -0.05 -0.1% 66.95
Range 2.50 1.07 -1.43 -57.2% 4.87
ATR 1.98 1.92 -0.07 -3.3% 0.00
Volume 34,644 26,397 -8,247 -23.8% 166,728
Daily Pivots for day following 12-Aug-2021
Classic Woodie Camarilla DeMark
R4 70.75 70.28 68.25
R3 69.68 69.21 67.95
R2 68.61 68.61 67.86
R1 68.14 68.14 67.76 67.84
PP 67.54 67.54 67.54 67.40
S1 67.07 67.07 67.56 66.77
S2 66.47 66.47 67.46
S3 65.40 66.00 67.37
S4 64.33 64.93 67.07
Weekly Pivots for week ending 06-Aug-2021
Classic Woodie Camarilla DeMark
R4 82.44 79.57 69.63
R3 77.57 74.70 68.29
R2 72.70 72.70 67.84
R1 69.83 69.83 67.40 68.83
PP 67.83 67.83 67.83 67.34
S1 64.96 64.96 66.50 63.96
S2 62.96 62.96 66.06
S3 58.09 60.09 65.61
S4 53.22 55.22 64.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 68.42 64.03 4.39 6.5% 1.97 2.9% 83% False False 35,413
10 71.07 64.03 7.04 10.4% 2.02 3.0% 52% False False 31,825
20 71.07 63.02 8.05 11.9% 1.97 2.9% 58% False False 29,321
40 71.71 63.02 8.69 12.8% 1.82 2.7% 53% False False 23,132
60 71.71 59.63 12.08 17.9% 1.63 2.4% 66% False False 18,358
80 71.71 58.31 13.40 19.8% 1.57 2.3% 70% False False 15,334
100 71.71 55.24 16.47 24.3% 1.60 2.4% 75% False False 13,913
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.44
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 72.57
2.618 70.82
1.618 69.75
1.000 69.09
0.618 68.68
HIGH 68.02
0.618 67.61
0.500 67.49
0.382 67.36
LOW 66.95
0.618 66.29
1.000 65.88
1.618 65.22
2.618 64.15
4.250 62.40
Fisher Pivots for day following 12-Aug-2021
Pivot 1 day 3 day
R1 67.60 67.30
PP 67.54 66.94
S1 67.49 66.59

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

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