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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.33
Widest range in 2 trading days
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

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

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