NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 02-Sep-2021
Day Change Summary
Previous Current
01-Sep-2021 02-Sep-2021 Change Change % Previous Week
Open 68.55 68.29 -0.26 -0.4% 61.96
High 69.24 70.61 1.37 2.0% 69.05
Low 67.12 67.84 0.72 1.1% 61.74
Close 68.59 69.99 1.40 2.0% 68.74
Range 2.12 2.77 0.65 30.7% 7.31
ATR 2.10 2.15 0.05 2.3% 0.00
Volume 399,497 403,314 3,817 1.0% 1,757,262
Daily Pivots for day following 02-Sep-2021
Classic Woodie Camarilla DeMark
R4 77.79 76.66 71.51
R3 75.02 73.89 70.75
R2 72.25 72.25 70.50
R1 71.12 71.12 70.24 71.69
PP 69.48 69.48 69.48 69.76
S1 68.35 68.35 69.74 68.92
S2 66.71 66.71 69.48
S3 63.94 65.58 69.23
S4 61.17 62.81 68.47
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 70.61 67.12 3.49 5.0% 1.91 2.7% 82% True False 363,103
10 70.61 61.74 8.87 12.7% 2.14 3.1% 93% True False 361,173
20 70.61 61.74 8.87 12.7% 2.15 3.1% 93% True False 309,639
40 73.94 61.74 12.20 17.4% 2.16 3.1% 68% False False 216,466
60 74.77 61.74 13.03 18.6% 2.02 2.9% 63% False False 169,740
80 74.77 60.67 14.10 20.1% 1.94 2.8% 66% False False 135,980
100 74.77 59.55 15.22 21.7% 1.84 2.6% 69% False False 113,925
120 74.77 56.24 18.53 26.5% 1.90 2.7% 74% False False 98,522
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 82.38
2.618 77.86
1.618 75.09
1.000 73.38
0.618 72.32
HIGH 70.61
0.618 69.55
0.500 69.23
0.382 68.90
LOW 67.84
0.618 66.13
1.000 65.07
1.618 63.36
2.618 60.59
4.250 56.07
Fisher Pivots for day following 02-Sep-2021
Pivot 1 day 3 day
R1 69.74 69.62
PP 69.48 69.24
S1 69.23 68.87

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

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