NYMEX Light Sweet Crude Oil Future November 2021


Trading Metrics calculated at close of trading on 23-Sep-2021
Day Change Summary
Previous Current
22-Sep-2021 23-Sep-2021 Change Change % Previous Week
Open 70.85 71.97 1.12 1.6% 69.35
High 72.30 73.50 1.20 1.7% 72.87
Low 70.64 71.61 0.97 1.4% 69.26
Close 72.23 73.30 1.07 1.5% 71.82
Range 1.66 1.89 0.23 13.9% 3.61
ATR 1.92 1.92 0.00 -0.1% 0.00
Volume 381,061 403,405 22,344 5.9% 1,226,054
Daily Pivots for day following 23-Sep-2021
Classic Woodie Camarilla DeMark
R4 78.47 77.78 74.34
R3 76.58 75.89 73.82
R2 74.69 74.69 73.65
R1 74.00 74.00 73.47 74.35
PP 72.80 72.80 72.80 72.98
S1 72.11 72.11 73.13 72.46
S2 70.91 70.91 72.95
S3 69.02 70.22 72.78
S4 67.13 68.33 72.26
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 73.50 69.39 4.11 5.6% 1.87 2.5% 95% True False 368,855
10 73.50 67.48 6.02 8.2% 1.81 2.5% 97% True False 298,139
20 73.50 66.71 6.79 9.3% 1.77 2.4% 97% True False 216,918
40 73.50 61.50 12.00 16.4% 1.98 2.7% 98% True False 150,551
60 73.58 61.50 12.08 16.5% 2.03 2.8% 98% False False 117,421
80 73.58 61.50 12.08 16.5% 1.85 2.5% 98% False False 95,676
100 73.58 60.43 13.15 17.9% 1.81 2.5% 98% False False 80,683
120 73.58 57.18 16.40 22.4% 1.73 2.4% 98% False False 69,456
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 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 81.53
2.618 78.45
1.618 76.56
1.000 75.39
0.618 74.67
HIGH 73.50
0.618 72.78
0.500 72.56
0.382 72.33
LOW 71.61
0.618 70.44
1.000 69.72
1.618 68.55
2.618 66.66
4.250 63.58
Fisher Pivots for day following 23-Sep-2021
Pivot 1 day 3 day
R1 73.05 72.68
PP 72.80 72.06
S1 72.56 71.45

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

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