NYMEX Light Sweet Crude Oil Future December 2021


Trading Metrics calculated at close of trading on 03-Sep-2021
Day Change Summary
Previous Current
02-Sep-2021 03-Sep-2021 Change Change % Previous Week
Open 67.66 69.15 1.49 2.2% 68.60
High 69.95 69.92 -0.03 0.0% 69.95
Low 67.26 68.58 1.32 2.0% 66.65
Close 69.41 68.79 -0.62 -0.9% 68.79
Range 2.69 1.34 -1.35 -50.2% 3.30
ATR 2.04 1.99 -0.05 -2.5% 0.00
Volume 145,035 97,766 -47,269 -32.6% 530,390
Daily Pivots for day following 03-Sep-2021
Classic Woodie Camarilla DeMark
R4 73.12 72.29 69.53
R3 71.78 70.95 69.16
R2 70.44 70.44 69.04
R1 69.61 69.61 68.91 69.36
PP 69.10 69.10 69.10 68.97
S1 68.27 68.27 68.67 68.02
S2 67.76 67.76 68.54
S3 66.42 66.93 68.42
S4 65.08 65.59 68.05
Weekly Pivots for week ending 03-Sep-2021
Classic Woodie Camarilla DeMark
R4 78.36 76.88 70.61
R3 75.06 73.58 69.70
R2 71.76 71.76 69.40
R1 70.28 70.28 69.09 71.02
PP 68.46 68.46 68.46 68.84
S1 66.98 66.98 68.49 67.72
S2 65.16 65.16 68.19
S3 61.86 63.68 67.88
S4 58.56 60.38 66.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.95 66.65 3.30 4.8% 1.77 2.6% 65% False False 106,078
10 69.95 61.11 8.84 12.9% 1.96 2.8% 87% False False 102,927
20 69.95 61.11 8.84 12.9% 2.01 2.9% 87% False False 94,902
40 72.17 61.11 11.06 16.1% 2.03 2.9% 69% False False 91,572
60 72.61 61.11 11.50 16.7% 1.89 2.7% 67% False False 90,047
80 72.61 59.83 12.78 18.6% 1.82 2.6% 70% False False 84,332
100 72.61 58.73 13.88 20.2% 1.73 2.5% 72% False False 78,965
120 72.61 55.54 17.07 24.8% 1.80 2.6% 78% False False 78,367
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 75.62
2.618 73.43
1.618 72.09
1.000 71.26
0.618 70.75
HIGH 69.92
0.618 69.41
0.500 69.25
0.382 69.09
LOW 68.58
0.618 67.75
1.000 67.24
1.618 66.41
2.618 65.07
4.250 62.89
Fisher Pivots for day following 03-Sep-2021
Pivot 1 day 3 day
R1 69.25 68.63
PP 69.10 68.46
S1 68.94 68.30

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

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