NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 01-Sep-2021
Day Change Summary
Previous Current
31-Aug-2021 01-Sep-2021 Change Change % Previous Week
Open 69.18 68.55 -0.63 -0.9% 61.96
High 69.34 69.24 -0.10 -0.1% 69.05
Low 68.16 67.12 -1.04 -1.5% 61.74
Close 68.50 68.59 0.09 0.1% 68.74
Range 1.18 2.12 0.94 79.7% 7.31
ATR 2.10 2.10 0.00 0.1% 0.00
Volume 325,853 399,497 73,644 22.6% 1,757,262
Daily Pivots for day following 01-Sep-2021
Classic Woodie Camarilla DeMark
R4 74.68 73.75 69.76
R3 72.56 71.63 69.17
R2 70.44 70.44 68.98
R1 69.51 69.51 68.78 69.98
PP 68.32 68.32 68.32 68.55
S1 67.39 67.39 68.40 67.86
S2 66.20 66.20 68.20
S3 64.08 65.27 68.01
S4 61.96 63.15 67.42
Weekly Pivots for week ending 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 88.44 85.90 72.76
R3 81.13 78.59 70.75
R2 73.82 73.82 70.08
R1 71.28 71.28 69.41 72.55
PP 66.51 66.51 66.51 67.15
S1 63.97 63.97 68.07 65.24
S2 59.20 59.20 67.40
S3 51.89 56.66 66.73
S4 44.58 49.35 64.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.64 67.02 2.62 3.8% 1.62 2.4% 60% False False 351,297
10 69.64 61.74 7.90 11.5% 2.07 3.0% 87% False False 370,338
20 69.87 61.74 8.13 11.9% 2.10 3.1% 84% False False 296,805
40 73.94 61.74 12.20 17.8% 2.15 3.1% 56% False False 208,549
60 74.77 61.74 13.03 19.0% 1.99 2.9% 53% False False 163,757
80 74.77 60.67 14.10 20.6% 1.92 2.8% 56% False False 131,347
100 74.77 58.82 15.95 23.3% 1.82 2.7% 61% False False 110,092
120 74.77 56.24 18.53 27.0% 1.89 2.8% 67% False False 95,261
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 78.25
2.618 74.79
1.618 72.67
1.000 71.36
0.618 70.55
HIGH 69.24
0.618 68.43
0.500 68.18
0.382 67.93
LOW 67.12
0.618 65.81
1.000 65.00
1.618 63.69
2.618 61.57
4.250 58.11
Fisher Pivots for day following 01-Sep-2021
Pivot 1 day 3 day
R1 68.45 68.52
PP 68.32 68.45
S1 68.18 68.38

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

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