NYMEX Light Sweet Crude Oil Future January 2022


Trading Metrics calculated at close of trading on 27-Aug-2021
Day Change Summary
Previous Current
26-Aug-2021 27-Aug-2021 Change Change % Previous Week
Open 66.92 66.65 -0.27 -0.4% 60.77
High 67.12 67.80 0.68 1.0% 67.80
Low 65.91 66.36 0.45 0.7% 60.77
Close 66.28 67.70 1.42 2.1% 67.70
Range 1.21 1.44 0.23 19.0% 7.03
ATR 2.04 2.00 -0.04 -1.8% 0.00
Volume 22,733 24,486 1,753 7.7% 155,061
Daily Pivots for day following 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 71.61 71.09 68.49
R3 70.17 69.65 68.10
R2 68.73 68.73 67.96
R1 68.21 68.21 67.83 68.47
PP 67.29 67.29 67.29 67.42
S1 66.77 66.77 67.57 67.03
S2 65.85 65.85 67.44
S3 64.41 65.33 67.30
S4 62.97 63.89 66.91
Weekly Pivots for week ending 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 86.51 84.14 71.57
R3 79.48 77.11 69.63
R2 72.45 72.45 68.99
R1 70.08 70.08 68.34 71.27
PP 65.42 65.42 65.42 66.02
S1 63.05 63.05 67.06 64.24
S2 58.39 58.39 66.41
S3 51.36 56.02 65.77
S4 44.33 48.99 63.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 67.80 60.77 7.03 10.4% 2.09 3.1% 99% True False 31,012
10 67.80 60.77 7.03 10.4% 2.08 3.1% 99% True False 29,877
20 70.71 60.77 9.94 14.7% 2.06 3.0% 70% False False 30,704
40 71.71 60.77 10.94 16.2% 2.00 2.9% 63% False False 27,642
60 71.71 60.77 10.94 16.2% 1.74 2.6% 63% False False 22,094
80 71.71 59.63 12.08 17.8% 1.67 2.5% 67% False False 18,510
100 71.71 56.74 14.97 22.1% 1.58 2.3% 73% False False 16,182
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 False
Stretch 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 73.92
2.618 71.57
1.618 70.13
1.000 69.24
0.618 68.69
HIGH 67.80
0.618 67.25
0.500 67.08
0.382 66.91
LOW 66.36
0.618 65.47
1.000 64.92
1.618 64.03
2.618 62.59
4.250 60.24
Fisher Pivots for day following 27-Aug-2021
Pivot 1 day 3 day
R1 67.49 67.41
PP 67.29 67.12
S1 67.08 66.84

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

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