NYMEX Light Sweet Crude Oil Future November 2021


Trading Metrics calculated at close of trading on 29-Sep-2021
Day Change Summary
Previous Current
28-Sep-2021 29-Sep-2021 Change Change % Previous Week
Open 75.43 74.38 -1.05 -1.4% 71.81
High 76.67 75.79 -0.88 -1.1% 74.27
Low 74.24 73.74 -0.50 -0.7% 69.39
Close 75.29 74.83 -0.46 -0.6% 73.98
Range 2.43 2.05 -0.38 -15.6% 4.88
ATR 1.92 1.93 0.01 0.5% 0.00
Volume 476,143 424,193 -51,950 -10.9% 1,906,198
Daily Pivots for day following 29-Sep-2021
Classic Woodie Camarilla DeMark
R4 80.94 79.93 75.96
R3 78.89 77.88 75.39
R2 76.84 76.84 75.21
R1 75.83 75.83 75.02 76.34
PP 74.79 74.79 74.79 75.04
S1 73.78 73.78 74.64 74.29
S2 72.74 72.74 74.45
S3 70.69 71.73 74.27
S4 68.64 69.68 73.70
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 71.61 5.06 6.8% 1.88 2.5% 64% False False 414,390
10 76.67 69.39 7.28 9.7% 1.83 2.4% 75% False False 374,554
20 76.67 66.92 9.75 13.0% 1.86 2.5% 81% False False 278,886
40 76.67 61.50 15.17 20.3% 1.97 2.6% 88% False False 186,464
60 76.67 61.50 15.17 20.3% 2.02 2.7% 88% False False 141,474
80 76.67 61.50 15.17 20.3% 1.89 2.5% 88% False False 115,604
100 76.67 60.43 16.24 21.7% 1.83 2.5% 89% False False 96,569
120 76.67 57.55 19.12 25.6% 1.75 2.3% 90% False False 82,886
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 0.45
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 84.50
2.618 81.16
1.618 79.11
1.000 77.84
0.618 77.06
HIGH 75.79
0.618 75.01
0.500 74.77
0.382 74.52
LOW 73.74
0.618 72.47
1.000 71.69
1.618 70.42
2.618 68.37
4.250 65.03
Fisher Pivots for day following 29-Sep-2021
Pivot 1 day 3 day
R1 74.81 75.21
PP 74.79 75.08
S1 74.77 74.96

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

View Archives - Comment on this page... - Back to Index of Symbols