NYMEX Light Sweet Crude Oil Future November 2021


Trading Metrics calculated at close of trading on 22-Sep-2021
Day Change Summary
Previous Current
21-Sep-2021 22-Sep-2021 Change Change % Previous Week
Open 70.43 70.85 0.42 0.6% 69.35
High 71.48 72.30 0.82 1.1% 72.87
Low 69.39 70.64 1.25 1.8% 69.26
Close 70.49 72.23 1.74 2.5% 71.82
Range 2.09 1.66 -0.43 -20.6% 3.61
ATR 1.93 1.92 -0.01 -0.5% 0.00
Volume 393,403 381,061 -12,342 -3.1% 1,226,054
Daily Pivots for day following 22-Sep-2021
Classic Woodie Camarilla DeMark
R4 76.70 76.13 73.14
R3 75.04 74.47 72.69
R2 73.38 73.38 72.53
R1 72.81 72.81 72.38 73.10
PP 71.72 71.72 71.72 71.87
S1 71.15 71.15 72.08 71.44
S2 70.06 70.06 71.93
S3 68.40 69.49 71.77
S4 66.74 67.83 71.32
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 72.72 69.39 3.33 4.6% 1.77 2.5% 85% False False 334,719
10 72.87 67.35 5.52 7.6% 1.84 2.6% 88% False False 281,648
20 72.87 66.63 6.24 8.6% 1.76 2.4% 90% False False 202,108
40 72.87 61.50 11.37 15.7% 1.96 2.7% 94% False False 141,518
60 73.58 61.50 12.08 16.7% 2.03 2.8% 89% False False 111,020
80 73.58 61.50 12.08 16.7% 1.85 2.6% 89% False False 90,944
100 73.58 60.43 13.15 18.2% 1.81 2.5% 90% False False 76,735
120 73.58 56.47 17.11 23.7% 1.74 2.4% 92% False False 66,233
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 3 trading days
Fibonacci Retracements and Extensions
4.250 79.36
2.618 76.65
1.618 74.99
1.000 73.96
0.618 73.33
HIGH 72.30
0.618 71.67
0.500 71.47
0.382 71.27
LOW 70.64
0.618 69.61
1.000 68.98
1.618 67.95
2.618 66.29
4.250 63.59
Fisher Pivots for day following 22-Sep-2021
Pivot 1 day 3 day
R1 71.98 71.77
PP 71.72 71.31
S1 71.47 70.85

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

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