NYMEX Light Sweet Crude Oil Future December 2021


Trading Metrics calculated at close of trading on 15-Sep-2021
Day Change Summary
Previous Current
14-Sep-2021 15-Sep-2021 Change Change % Previous Week
Open 69.95 70.15 0.20 0.3% 68.59
High 70.55 72.39 1.84 2.6% 69.35
Low 69.37 70.03 0.66 1.0% 67.04
Close 69.83 71.84 2.01 2.9% 69.13
Range 1.18 2.36 1.18 100.0% 2.31
ATR 1.87 1.92 0.05 2.6% 0.00
Volume 126,178 177,875 51,697 41.0% 532,297
Daily Pivots for day following 15-Sep-2021
Classic Woodie Camarilla DeMark
R4 78.50 77.53 73.14
R3 76.14 75.17 72.49
R2 73.78 73.78 72.27
R1 72.81 72.81 72.06 73.30
PP 71.42 71.42 71.42 71.66
S1 70.45 70.45 71.62 70.94
S2 69.06 69.06 71.41
S3 66.70 68.09 71.19
S4 64.34 65.73 70.54
Weekly Pivots for week ending 10-Sep-2021
Classic Woodie Camarilla DeMark
R4 75.44 74.59 70.40
R3 73.13 72.28 69.77
R2 70.82 70.82 69.55
R1 69.97 69.97 69.34 70.40
PP 68.51 68.51 68.51 68.72
S1 67.66 67.66 68.92 68.09
S2 66.20 66.20 68.71
S3 63.89 65.35 68.49
S4 61.58 63.04 67.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 72.39 67.04 5.35 7.4% 1.86 2.6% 90% True False 140,918
10 72.39 66.65 5.74 8.0% 1.85 2.6% 90% True False 132,091
20 72.39 61.11 11.28 15.7% 1.96 2.7% 95% True False 114,874
40 72.39 61.11 11.28 15.7% 1.92 2.7% 95% True False 98,375
60 72.61 61.11 11.50 16.0% 1.93 2.7% 93% False False 95,782
80 72.61 61.11 11.50 16.0% 1.79 2.5% 93% False False 90,108
100 72.61 58.74 13.87 19.3% 1.77 2.5% 94% False False 84,795
120 72.61 56.15 16.46 22.9% 1.75 2.4% 95% False False 81,261
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 0.38
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 82.42
2.618 78.57
1.618 76.21
1.000 74.75
0.618 73.85
HIGH 72.39
0.618 71.49
0.500 71.21
0.382 70.93
LOW 70.03
0.618 68.57
1.000 67.67
1.618 66.21
2.618 63.85
4.250 60.00
Fisher Pivots for day following 15-Sep-2021
Pivot 1 day 3 day
R1 71.63 71.44
PP 71.42 71.04
S1 71.21 70.64

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

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