NYMEX Light Sweet Crude Oil Future November 2021


Trading Metrics calculated at close of trading on 14-Sep-2021
Day Change Summary
Previous Current
13-Sep-2021 14-Sep-2021 Change Change % Previous Week
Open 69.35 70.38 1.03 1.5% 68.90
High 70.68 70.97 0.29 0.4% 69.71
Low 69.26 69.75 0.49 0.7% 67.35
Close 70.19 70.23 0.04 0.1% 69.47
Range 1.42 1.22 -0.20 -14.1% 2.36
ATR 1.97 1.92 -0.05 -2.7% 0.00
Volume 194,027 242,418 48,391 24.9% 763,984
Daily Pivots for day following 14-Sep-2021
Classic Woodie Camarilla DeMark
R4 73.98 73.32 70.90
R3 72.76 72.10 70.57
R2 71.54 71.54 70.45
R1 70.88 70.88 70.34 70.60
PP 70.32 70.32 70.32 70.18
S1 69.66 69.66 70.12 69.38
S2 69.10 69.10 70.01
S3 67.88 68.44 69.89
S4 66.66 67.22 69.56
Weekly Pivots for week ending 10-Sep-2021
Classic Woodie Camarilla DeMark
R4 75.92 75.06 70.77
R3 73.56 72.70 70.12
R2 71.20 71.20 69.90
R1 70.34 70.34 69.69 70.77
PP 68.84 68.84 68.84 69.06
S1 67.98 67.98 69.25 68.41
S2 66.48 66.48 69.04
S3 64.12 65.62 68.82
S4 61.76 63.26 68.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 70.97 67.35 3.62 5.2% 1.71 2.4% 80% True False 212,199
10 70.97 66.92 4.05 5.8% 1.77 2.5% 82% True False 165,445
20 70.97 61.50 9.47 13.5% 1.95 2.8% 92% True False 132,253
40 72.71 61.50 11.21 16.0% 1.97 2.8% 78% False False 102,122
60 73.58 61.50 12.08 17.2% 1.97 2.8% 72% False False 82,301
80 73.58 60.43 13.15 18.7% 1.82 2.6% 75% False False 68,449
100 73.58 59.23 14.35 20.4% 1.78 2.5% 77% False False 58,090
120 73.58 55.94 17.64 25.1% 1.76 2.5% 81% False False 50,674
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.37
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 76.16
2.618 74.16
1.618 72.94
1.000 72.19
0.618 71.72
HIGH 70.97
0.618 70.50
0.500 70.36
0.382 70.22
LOW 69.75
0.618 69.00
1.000 68.53
1.618 67.78
2.618 66.56
4.250 64.57
Fisher Pivots for day following 14-Sep-2021
Pivot 1 day 3 day
R1 70.36 69.90
PP 70.32 69.56
S1 70.27 69.23

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

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