NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 16-Sep-2021
Day Change Summary
Previous Current
15-Sep-2021 16-Sep-2021 Change Change % Previous Week
Open 70.76 72.65 1.89 2.7% 69.11
High 73.14 72.99 -0.15 -0.2% 69.96
Low 70.65 71.53 0.88 1.2% 67.56
Close 72.61 72.61 0.00 0.0% 69.72
Range 2.49 1.46 -1.03 -41.4% 2.40
ATR 2.02 1.98 -0.04 -2.0% 0.00
Volume 414,231 418,665 4,434 1.1% 1,983,931
Daily Pivots for day following 16-Sep-2021
Classic Woodie Camarilla DeMark
R4 76.76 76.14 73.41
R3 75.30 74.68 73.01
R2 73.84 73.84 72.88
R1 73.22 73.22 72.74 72.80
PP 72.38 72.38 72.38 72.17
S1 71.76 71.76 72.48 71.34
S2 70.92 70.92 72.34
S3 69.46 70.30 72.21
S4 68.00 68.84 71.81
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 73.14 67.68 5.46 7.5% 1.79 2.5% 90% False False 438,273
10 73.14 67.56 5.58 7.7% 1.88 2.6% 91% False False 433,524
20 73.14 61.74 11.40 15.7% 1.98 2.7% 95% False False 401,931
40 73.52 61.74 11.78 16.2% 1.97 2.7% 92% False False 289,042
60 74.77 61.74 13.03 17.9% 2.06 2.8% 83% False False 224,360
80 74.77 61.74 13.03 17.9% 1.89 2.6% 83% False False 181,342
100 74.77 60.67 14.10 19.4% 1.87 2.6% 85% False False 151,140
120 74.77 56.80 17.97 24.7% 1.83 2.5% 88% False False 129,699
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.20
2.618 76.81
1.618 75.35
1.000 74.45
0.618 73.89
HIGH 72.99
0.618 72.43
0.500 72.26
0.382 72.09
LOW 71.53
0.618 70.63
1.000 70.07
1.618 69.17
2.618 67.71
4.250 65.33
Fisher Pivots for day following 16-Sep-2021
Pivot 1 day 3 day
R1 72.49 72.26
PP 72.38 71.91
S1 72.26 71.56

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

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