NYMEX Light Sweet Crude Oil Future August 2021


Trading Metrics calculated at close of trading on 24-Jun-2021
Day Change Summary
Previous Current
23-Jun-2021 24-Jun-2021 Change Change % Previous Week
Open 72.91 73.28 0.37 0.5% 70.36
High 74.25 73.61 -0.64 -0.9% 72.74
Low 72.82 72.32 -0.50 -0.7% 69.54
Close 73.08 73.30 0.22 0.3% 71.29
Range 1.43 1.29 -0.14 -9.8% 3.20
ATR 1.69 1.66 -0.03 -1.7% 0.00
Volume 429,207 331,826 -97,381 -22.7% 1,404,205
Daily Pivots for day following 24-Jun-2021
Classic Woodie Camarilla DeMark
R4 76.95 76.41 74.01
R3 75.66 75.12 73.65
R2 74.37 74.37 73.54
R1 73.83 73.83 73.42 74.10
PP 73.08 73.08 73.08 73.21
S1 72.54 72.54 73.18 72.81
S2 71.79 71.79 73.06
S3 70.50 71.25 72.95
S4 69.21 69.96 72.59
Weekly Pivots for week ending 18-Jun-2021
Classic Woodie Camarilla DeMark
R4 80.79 79.24 73.05
R3 77.59 76.04 72.17
R2 74.39 74.39 71.88
R1 72.84 72.84 71.58 73.62
PP 71.19 71.19 71.19 71.58
S1 69.64 69.64 71.00 70.42
S2 67.99 67.99 70.70
S3 64.79 66.44 70.41
S4 61.59 63.24 69.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.25 69.87 4.38 6.0% 1.63 2.2% 78% False False 454,199
10 74.25 69.47 4.78 6.5% 1.61 2.2% 80% False False 365,138
20 74.25 65.23 9.02 12.3% 1.55 2.1% 89% False False 257,663
40 74.25 61.36 12.89 17.6% 1.74 2.4% 93% False False 182,636
60 74.25 57.42 16.83 23.0% 1.72 2.4% 94% False False 140,896
80 74.25 56.92 17.33 23.6% 1.92 2.6% 95% False False 117,143
100 74.25 52.08 22.17 30.2% 1.83 2.5% 96% False False 99,635
120 74.25 47.39 26.86 36.6% 1.73 2.4% 96% False False 85,128
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.09
2.618 76.99
1.618 75.70
1.000 74.90
0.618 74.41
HIGH 73.61
0.618 73.12
0.500 72.97
0.382 72.81
LOW 72.32
0.618 71.52
1.000 71.03
1.618 70.23
2.618 68.94
4.250 66.84
Fisher Pivots for day following 24-Jun-2021
Pivot 1 day 3 day
R1 73.19 73.30
PP 73.08 73.29
S1 72.97 73.29

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

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