NYMEX Light Sweet Crude Oil Future November 2021


Trading Metrics calculated at close of trading on 28-Sep-2021
Day Change Summary
Previous Current
27-Sep-2021 28-Sep-2021 Change Change % Previous Week
Open 74.19 75.43 1.24 1.7% 71.81
High 75.75 76.67 0.92 1.2% 74.27
Low 74.16 74.24 0.08 0.1% 69.39
Close 75.45 75.29 -0.16 -0.2% 73.98
Range 1.59 2.43 0.84 52.8% 4.88
ATR 1.88 1.92 0.04 2.1% 0.00
Volume 417,829 476,143 58,314 14.0% 1,906,198
Daily Pivots for day following 28-Sep-2021
Classic Woodie Camarilla DeMark
R4 82.69 81.42 76.63
R3 80.26 78.99 75.96
R2 77.83 77.83 75.74
R1 76.56 76.56 75.51 75.98
PP 75.40 75.40 75.40 75.11
S1 74.13 74.13 75.07 73.55
S2 72.97 72.97 74.84
S3 70.54 71.70 74.62
S4 68.11 69.27 73.95
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 76.67 70.64 6.03 8.0% 1.81 2.4% 77% True False 405,764
10 76.67 69.39 7.28 9.7% 1.87 2.5% 81% True False 358,977
20 76.67 66.92 9.75 12.9% 1.82 2.4% 86% True False 262,211
40 76.67 61.50 15.17 20.1% 1.98 2.6% 91% True False 177,806
60 76.67 61.50 15.17 20.1% 2.05 2.7% 91% True False 135,562
80 76.67 61.50 15.17 20.1% 1.88 2.5% 91% True False 110,536
100 76.67 60.43 16.24 21.6% 1.82 2.4% 92% True False 92,607
120 76.67 57.55 19.12 25.4% 1.74 2.3% 93% True False 79,473
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 87.00
2.618 83.03
1.618 80.60
1.000 79.10
0.618 78.17
HIGH 76.67
0.618 75.74
0.500 75.46
0.382 75.17
LOW 74.24
0.618 72.74
1.000 71.81
1.618 70.31
2.618 67.88
4.250 63.91
Fisher Pivots for day following 28-Sep-2021
Pivot 1 day 3 day
R1 75.46 75.11
PP 75.40 74.92
S1 75.35 74.74

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

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