NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 14-Sep-2021
Day Change Summary
Previous Current
13-Sep-2021 14-Sep-2021 Change Change % Previous Week
Open 69.74 70.64 0.90 1.3% 69.11
High 70.97 71.22 0.25 0.4% 69.96
Low 69.51 69.98 0.47 0.7% 67.56
Close 70.45 70.46 0.01 0.0% 69.72
Range 1.46 1.24 -0.22 -15.1% 2.40
ATR 2.03 1.97 -0.06 -2.8% 0.00
Volume 411,079 390,939 -20,140 -4.9% 1,983,931
Daily Pivots for day following 14-Sep-2021
Classic Woodie Camarilla DeMark
R4 74.27 73.61 71.14
R3 73.03 72.37 70.80
R2 71.79 71.79 70.69
R1 71.13 71.13 70.57 70.84
PP 70.55 70.55 70.55 70.41
S1 69.89 69.89 70.35 69.60
S2 69.31 69.31 70.23
S3 68.07 68.65 70.12
S4 66.83 67.41 69.78
Weekly Pivots for week ending 10-Sep-2021
Classic Woodie Camarilla DeMark
R4 76.28 75.40 71.04
R3 73.88 73.00 70.38
R2 71.48 71.48 70.16
R1 70.60 70.60 69.94 71.04
PP 69.08 69.08 69.08 69.30
S1 68.20 68.20 69.50 68.64
S2 66.68 66.68 69.28
S3 64.28 65.80 69.06
S4 61.88 63.40 68.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 71.22 67.56 3.66 5.2% 1.75 2.5% 79% True False 460,849
10 71.22 67.12 4.10 5.8% 1.81 2.6% 81% True False 422,769
20 71.22 61.74 9.48 13.5% 2.00 2.8% 92% True False 391,225
40 73.52 61.74 11.78 16.7% 2.03 2.9% 74% False False 275,753
60 74.77 61.74 13.03 18.5% 2.04 2.9% 67% False False 214,151
80 74.77 60.67 14.10 20.0% 1.90 2.7% 69% False False 171,990
100 74.77 59.55 15.22 21.6% 1.86 2.6% 72% False False 143,301
120 74.77 56.33 18.44 26.2% 1.84 2.6% 77% False False 123,097
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.41
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 76.49
2.618 74.47
1.618 73.23
1.000 72.46
0.618 71.99
HIGH 71.22
0.618 70.75
0.500 70.60
0.382 70.45
LOW 69.98
0.618 69.21
1.000 68.74
1.618 67.97
2.618 66.73
4.250 64.71
Fisher Pivots for day following 14-Sep-2021
Pivot 1 day 3 day
R1 70.60 70.12
PP 70.55 69.79
S1 70.51 69.45

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

View Archives - Comment on this page... - Back to Index of Symbols