NYMEX Light Sweet Crude Oil Future November 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 72.33 71.81 -0.52 -0.7% 69.35
High 72.50 71.93 -0.57 -0.8% 72.87
Low 71.03 69.71 -1.32 -1.9% 69.26
Close 71.82 70.14 -1.68 -2.3% 71.82
Range 1.47 2.22 0.75 51.0% 3.61
ATR 1.90 1.92 0.02 1.2% 0.00
Volume 288,461 377,947 89,486 31.0% 1,226,054
Daily Pivots for day following 20-Sep-2021
Classic Woodie Camarilla DeMark
R4 77.25 75.92 71.36
R3 75.03 73.70 70.75
R2 72.81 72.81 70.55
R1 71.48 71.48 70.34 71.04
PP 70.59 70.59 70.59 70.37
S1 69.26 69.26 69.94 68.82
S2 68.37 68.37 69.73
S3 66.15 67.04 69.53
S4 63.93 64.82 68.92
Weekly Pivots for week ending 17-Sep-2021
Classic Woodie Camarilla DeMark
R4 82.15 80.59 73.81
R3 78.54 76.98 72.81
R2 74.93 74.93 72.48
R1 73.37 73.37 72.15 74.15
PP 71.32 71.32 71.32 71.71
S1 69.76 69.76 71.49 70.54
S2 67.71 67.71 71.16
S3 64.10 66.15 70.83
S4 60.49 62.54 69.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.87 69.71 3.16 4.5% 1.76 2.5% 14% False True 281,994
10 72.87 67.35 5.52 7.9% 1.79 2.6% 51% False False 236,798
20 72.87 61.50 11.37 16.2% 1.90 2.7% 76% False False 173,294
40 72.87 61.50 11.37 16.2% 1.93 2.8% 76% False False 124,580
60 73.58 61.50 12.08 17.2% 2.01 2.9% 72% False False 98,928
80 73.58 61.50 12.08 17.2% 1.84 2.6% 72% False False 81,772
100 73.58 60.43 13.15 18.7% 1.80 2.6% 74% False False 69,342
120 73.58 56.47 17.11 24.4% 1.75 2.5% 80% False False 60,055
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 0.25
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 81.37
2.618 77.74
1.618 75.52
1.000 74.15
0.618 73.30
HIGH 71.93
0.618 71.08
0.500 70.82
0.382 70.56
LOW 69.71
0.618 68.34
1.000 67.49
1.618 66.12
2.618 63.90
4.250 60.28
Fisher Pivots for day following 20-Sep-2021
Pivot 1 day 3 day
R1 70.82 71.22
PP 70.59 70.86
S1 70.37 70.50

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

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