NYMEX Light Sweet Crude Oil Future October 2021
Trading Metrics calculated at close of trading on 17-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2021 |
17-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
72.65 |
72.62 |
-0.03 |
0.0% |
69.74 |
High |
72.99 |
72.72 |
-0.27 |
-0.4% |
73.14 |
Low |
71.53 |
71.21 |
-0.32 |
-0.4% |
69.51 |
Close |
72.61 |
71.97 |
-0.64 |
-0.9% |
71.97 |
Range |
1.46 |
1.51 |
0.05 |
3.4% |
3.63 |
ATR |
1.98 |
1.95 |
-0.03 |
-1.7% |
0.00 |
Volume |
418,665 |
298,412 |
-120,253 |
-28.7% |
1,933,326 |
|
Daily Pivots for day following 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.50 |
75.74 |
72.80 |
|
R3 |
74.99 |
74.23 |
72.39 |
|
R2 |
73.48 |
73.48 |
72.25 |
|
R1 |
72.72 |
72.72 |
72.11 |
72.35 |
PP |
71.97 |
71.97 |
71.97 |
71.78 |
S1 |
71.21 |
71.21 |
71.83 |
70.84 |
S2 |
70.46 |
70.46 |
71.69 |
|
S3 |
68.95 |
69.70 |
71.55 |
|
S4 |
67.44 |
68.19 |
71.14 |
|
|
Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
82.43 |
80.83 |
73.97 |
|
R3 |
78.80 |
77.20 |
72.97 |
|
R2 |
75.17 |
75.17 |
72.64 |
|
R1 |
73.57 |
73.57 |
72.30 |
74.37 |
PP |
71.54 |
71.54 |
71.54 |
71.94 |
S1 |
69.94 |
69.94 |
71.64 |
70.74 |
S2 |
67.91 |
67.91 |
71.30 |
|
S3 |
64.28 |
66.31 |
70.97 |
|
S4 |
60.65 |
62.68 |
69.97 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
73.14 |
69.51 |
3.63 |
5.0% |
1.63 |
2.3% |
68% |
False |
False |
386,665 |
10 |
73.14 |
67.56 |
5.58 |
7.8% |
1.75 |
2.4% |
79% |
False |
False |
423,034 |
20 |
73.14 |
61.74 |
11.40 |
15.8% |
1.94 |
2.7% |
90% |
False |
False |
392,103 |
40 |
73.52 |
61.74 |
11.78 |
16.4% |
1.95 |
2.7% |
87% |
False |
False |
293,147 |
60 |
74.77 |
61.74 |
13.03 |
18.1% |
2.07 |
2.9% |
79% |
False |
False |
228,128 |
80 |
74.77 |
61.74 |
13.03 |
18.1% |
1.90 |
2.6% |
79% |
False |
False |
184,398 |
100 |
74.77 |
60.67 |
14.10 |
19.6% |
1.88 |
2.6% |
80% |
False |
False |
153,951 |
120 |
74.77 |
56.80 |
17.97 |
25.0% |
1.83 |
2.5% |
84% |
False |
False |
132,071 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
79.14 |
2.618 |
76.67 |
1.618 |
75.16 |
1.000 |
74.23 |
0.618 |
73.65 |
HIGH |
72.72 |
0.618 |
72.14 |
0.500 |
71.97 |
0.382 |
71.79 |
LOW |
71.21 |
0.618 |
70.28 |
1.000 |
69.70 |
1.618 |
68.77 |
2.618 |
67.26 |
4.250 |
64.79 |
|
|
Fisher Pivots for day following 17-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
71.97 |
71.95 |
PP |
71.97 |
71.92 |
S1 |
71.97 |
71.90 |
|