NYMEX Light Sweet Crude Oil Future September 2021


Trading Metrics calculated at close of trading on 30-Jul-2021
Day Change Summary
Previous Current
29-Jul-2021 30-Jul-2021 Change Change % Previous Week
Open 72.40 73.41 1.01 1.4% 72.18
High 73.68 74.23 0.55 0.7% 74.23
Low 72.26 72.93 0.67 0.9% 70.56
Close 73.62 73.95 0.33 0.4% 73.95
Range 1.42 1.30 -0.12 -8.5% 3.67
ATR 2.05 1.99 -0.05 -2.6% 0.00
Volume 294,462 297,866 3,404 1.2% 1,640,105
Daily Pivots for day following 30-Jul-2021
Classic Woodie Camarilla DeMark
R4 77.60 77.08 74.67
R3 76.30 75.78 74.31
R2 75.00 75.00 74.19
R1 74.48 74.48 74.07 74.74
PP 73.70 73.70 73.70 73.84
S1 73.18 73.18 73.83 73.44
S2 72.40 72.40 73.71
S3 71.10 71.88 73.59
S4 69.80 70.58 73.24
Weekly Pivots for week ending 30-Jul-2021
Classic Woodie Camarilla DeMark
R4 83.92 82.61 75.97
R3 80.25 78.94 74.96
R2 76.58 76.58 74.62
R1 75.27 75.27 74.29 75.93
PP 72.91 72.91 72.91 73.24
S1 71.60 71.60 73.61 72.26
S2 69.24 69.24 73.28
S3 65.57 67.93 72.94
S4 61.90 64.26 71.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 74.23 70.56 3.67 5.0% 1.35 1.8% 92% True False 328,021
10 74.23 65.01 9.22 12.5% 2.22 3.0% 97% True False 414,668
20 76.07 65.01 11.06 15.0% 2.27 3.1% 81% False False 339,638
40 76.07 65.01 11.06 15.0% 1.90 2.6% 81% False False 242,975
60 76.07 61.05 15.02 20.3% 1.87 2.5% 86% False False 188,537
80 76.07 58.21 17.86 24.2% 1.77 2.4% 88% False False 153,103
100 76.07 56.61 19.46 26.3% 1.88 2.5% 89% False False 131,244
120 76.07 55.19 20.88 28.2% 1.88 2.5% 90% False False 115,829
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 0.32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.76
2.618 77.63
1.618 76.33
1.000 75.53
0.618 75.03
HIGH 74.23
0.618 73.73
0.500 73.58
0.382 73.43
LOW 72.93
0.618 72.13
1.000 71.63
1.618 70.83
2.618 69.53
4.250 67.41
Fisher Pivots for day following 30-Jul-2021
Pivot 1 day 3 day
R1 73.83 73.62
PP 73.70 73.29
S1 73.58 72.97

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

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