NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 20-Sep-2021
Day Change Summary
Previous Current
17-Sep-2021 20-Sep-2021 Change Change % Previous Week
Open 72.62 71.92 -0.70 -1.0% 69.74
High 72.72 72.08 -0.64 -0.9% 73.14
Low 71.21 69.86 -1.35 -1.9% 69.51
Close 71.97 70.29 -1.68 -2.3% 71.97
Range 1.51 2.22 0.71 47.0% 3.63
ATR 1.95 1.97 0.02 1.0% 0.00
Volume 298,412 119,933 -178,479 -59.8% 1,933,326
Daily Pivots for day following 20-Sep-2021
Classic Woodie Camarilla DeMark
R4 77.40 76.07 71.51
R3 75.18 73.85 70.90
R2 72.96 72.96 70.70
R1 71.63 71.63 70.49 71.19
PP 70.74 70.74 70.74 70.52
S1 69.41 69.41 70.09 68.97
S2 68.52 68.52 69.88
S3 66.30 67.19 69.68
S4 64.08 64.97 69.07
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 69.86 3.28 4.7% 1.78 2.5% 13% False True 328,436
10 73.14 67.56 5.58 7.9% 1.83 2.6% 49% False False 403,719
20 73.14 61.74 11.40 16.2% 1.94 2.8% 75% False False 379,849
40 73.52 61.74 11.78 16.8% 1.99 2.8% 73% False False 294,307
60 74.77 61.74 13.03 18.5% 2.09 3.0% 66% False False 229,114
80 74.77 61.74 13.03 18.5% 1.91 2.7% 66% False False 185,584
100 74.77 60.67 14.10 20.1% 1.88 2.7% 68% False False 154,923
120 74.77 56.80 17.97 25.6% 1.83 2.6% 75% False False 132,935
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 0.28
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 81.52
2.618 77.89
1.618 75.67
1.000 74.30
0.618 73.45
HIGH 72.08
0.618 71.23
0.500 70.97
0.382 70.71
LOW 69.86
0.618 68.49
1.000 67.64
1.618 66.27
2.618 64.05
4.250 60.43
Fisher Pivots for day following 20-Sep-2021
Pivot 1 day 3 day
R1 70.97 71.43
PP 70.74 71.05
S1 70.52 70.67

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

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