NYMEX Light Sweet Crude Oil Future October 2021


Trading Metrics calculated at close of trading on 21-Sep-2021
Day Change Summary
Previous Current
20-Sep-2021 21-Sep-2021 Change Change % Previous Week
Open 71.92 70.59 -1.33 -1.8% 69.74
High 72.08 71.63 -0.45 -0.6% 73.14
Low 69.86 69.67 -0.19 -0.3% 69.51
Close 70.29 70.56 0.27 0.4% 71.97
Range 2.22 1.96 -0.26 -11.7% 3.63
ATR 1.97 1.97 0.00 0.0% 0.00
Volume 119,933 27,466 -92,467 -77.1% 1,933,326
Daily Pivots for day following 21-Sep-2021
Classic Woodie Camarilla DeMark
R4 76.50 75.49 71.64
R3 74.54 73.53 71.10
R2 72.58 72.58 70.92
R1 71.57 71.57 70.74 71.10
PP 70.62 70.62 70.62 70.38
S1 69.61 69.61 70.38 69.14
S2 68.66 68.66 70.20
S3 66.70 67.65 70.02
S4 64.74 65.69 69.48
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 69.67 3.47 4.9% 1.93 2.7% 26% False True 255,741
10 73.14 67.56 5.58 7.9% 1.84 2.6% 54% False False 358,295
20 73.14 65.41 7.73 11.0% 1.83 2.6% 67% False False 361,358
40 73.52 61.74 11.78 16.7% 1.99 2.8% 75% False False 292,346
60 74.77 61.74 13.03 18.5% 2.10 3.0% 68% False False 228,493
80 74.77 61.74 13.03 18.5% 1.92 2.7% 68% False False 185,647
100 74.77 60.67 14.10 20.0% 1.89 2.7% 70% False False 154,965
120 74.77 56.80 17.97 25.5% 1.83 2.6% 77% False False 132,997
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.96
2.618 76.76
1.618 74.80
1.000 73.59
0.618 72.84
HIGH 71.63
0.618 70.88
0.500 70.65
0.382 70.42
LOW 69.67
0.618 68.46
1.000 67.71
1.618 66.50
2.618 64.54
4.250 61.34
Fisher Pivots for day following 21-Sep-2021
Pivot 1 day 3 day
R1 70.65 71.20
PP 70.62 70.98
S1 70.59 70.77

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

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