NYMEX Light Sweet Crude Oil Future August 2021
| Trading Metrics calculated at close of trading on 20-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2021 |
20-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
71.49 |
66.60 |
-4.89 |
-6.8% |
74.74 |
| High |
71.67 |
67.65 |
-4.02 |
-5.6% |
75.52 |
| Low |
65.63 |
65.21 |
-0.42 |
-0.6% |
70.41 |
| Close |
66.42 |
67.42 |
1.00 |
1.5% |
71.81 |
| Range |
6.04 |
2.44 |
-3.60 |
-59.6% |
5.11 |
| ATR |
2.35 |
2.35 |
0.01 |
0.3% |
0.00 |
| Volume |
82,565 |
16,731 |
-65,834 |
-79.7% |
1,872,974 |
|
| Daily Pivots for day following 20-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.08 |
73.19 |
68.76 |
|
| R3 |
71.64 |
70.75 |
68.09 |
|
| R2 |
69.20 |
69.20 |
67.87 |
|
| R1 |
68.31 |
68.31 |
67.64 |
68.76 |
| PP |
66.76 |
66.76 |
66.76 |
66.98 |
| S1 |
65.87 |
65.87 |
67.20 |
66.32 |
| S2 |
64.32 |
64.32 |
66.97 |
|
| S3 |
61.88 |
63.43 |
66.75 |
|
| S4 |
59.44 |
60.99 |
66.08 |
|
|
| Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
87.91 |
84.97 |
74.62 |
|
| R3 |
82.80 |
79.86 |
73.22 |
|
| R2 |
77.69 |
77.69 |
72.75 |
|
| R1 |
74.75 |
74.75 |
72.28 |
73.67 |
| PP |
72.58 |
72.58 |
72.58 |
72.04 |
| S1 |
69.64 |
69.64 |
71.34 |
68.56 |
| S2 |
67.47 |
67.47 |
70.87 |
|
| S3 |
62.36 |
64.53 |
70.40 |
|
| S4 |
57.25 |
59.42 |
69.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
75.44 |
65.21 |
10.23 |
15.2% |
3.03 |
4.5% |
22% |
False |
True |
226,052 |
| 10 |
75.52 |
65.21 |
10.31 |
15.3% |
2.71 |
4.0% |
21% |
False |
True |
353,208 |
| 20 |
76.98 |
65.21 |
11.77 |
17.5% |
2.26 |
3.4% |
19% |
False |
True |
396,321 |
| 40 |
76.98 |
63.45 |
13.53 |
20.1% |
1.93 |
2.9% |
29% |
False |
False |
308,187 |
| 60 |
76.98 |
60.28 |
16.70 |
24.8% |
1.93 |
2.9% |
43% |
False |
False |
235,636 |
| 80 |
76.98 |
57.42 |
19.56 |
29.0% |
1.90 |
2.8% |
51% |
False |
False |
190,328 |
| 100 |
76.98 |
56.92 |
20.06 |
29.8% |
2.01 |
3.0% |
52% |
False |
False |
161,158 |
| 120 |
76.98 |
50.64 |
26.34 |
39.1% |
1.91 |
2.8% |
64% |
False |
False |
138,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
78.02 |
|
2.618 |
74.04 |
|
1.618 |
71.60 |
|
1.000 |
70.09 |
|
0.618 |
69.16 |
|
HIGH |
67.65 |
|
0.618 |
66.72 |
|
0.500 |
66.43 |
|
0.382 |
66.14 |
|
LOW |
65.21 |
|
0.618 |
63.70 |
|
1.000 |
62.77 |
|
1.618 |
61.26 |
|
2.618 |
58.82 |
|
4.250 |
54.84 |
|
|
| Fisher Pivots for day following 20-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
67.09 |
68.76 |
| PP |
66.76 |
68.31 |
| S1 |
66.43 |
67.87 |
|