NYMEX Light Sweet Crude Oil Future November 2021


Trading Metrics calculated at close of trading on 27-Sep-2021
Day Change Summary
Previous Current
24-Sep-2021 27-Sep-2021 Change Change % Previous Week
Open 73.24 74.19 0.95 1.3% 71.81
High 74.27 75.75 1.48 2.0% 74.27
Low 72.81 74.16 1.35 1.9% 69.39
Close 73.98 75.45 1.47 2.0% 73.98
Range 1.46 1.59 0.13 8.9% 4.88
ATR 1.89 1.88 -0.01 -0.4% 0.00
Volume 350,382 417,829 67,447 19.2% 1,906,198
Daily Pivots for day following 27-Sep-2021
Classic Woodie Camarilla DeMark
R4 79.89 79.26 76.32
R3 78.30 77.67 75.89
R2 76.71 76.71 75.74
R1 76.08 76.08 75.60 76.40
PP 75.12 75.12 75.12 75.28
S1 74.49 74.49 75.30 74.81
S2 73.53 73.53 75.16
S3 71.94 72.90 75.01
S4 70.35 71.31 74.58
Weekly Pivots for week ending 24-Sep-2021
Classic Woodie Camarilla DeMark
R4 87.19 85.46 76.66
R3 82.31 80.58 75.32
R2 77.43 77.43 74.87
R1 75.70 75.70 74.43 76.57
PP 72.55 72.55 72.55 72.98
S1 70.82 70.82 73.53 71.69
S2 67.67 67.67 73.09
S3 62.79 65.94 72.64
S4 57.91 61.06 71.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 75.75 69.39 6.36 8.4% 1.74 2.3% 95% True False 389,216
10 75.75 69.39 6.36 8.4% 1.75 2.3% 95% True False 335,605
20 75.75 66.92 8.83 11.7% 1.79 2.4% 97% True False 244,858
40 75.75 61.50 14.25 18.9% 2.00 2.6% 98% True False 167,312
60 75.75 61.50 14.25 18.9% 2.03 2.7% 98% True False 128,425
80 75.75 61.50 14.25 18.9% 1.86 2.5% 98% True False 104,845
100 75.75 60.43 15.32 20.3% 1.81 2.4% 98% True False 88,029
120 75.75 57.45 18.30 24.3% 1.73 2.3% 98% True False 75,674
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 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 82.51
2.618 79.91
1.618 78.32
1.000 77.34
0.618 76.73
HIGH 75.75
0.618 75.14
0.500 74.96
0.382 74.77
LOW 74.16
0.618 73.18
1.000 72.57
1.618 71.59
2.618 70.00
4.250 67.40
Fisher Pivots for day following 27-Sep-2021
Pivot 1 day 3 day
R1 75.29 74.86
PP 75.12 74.27
S1 74.96 73.68

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

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