NYMEX Light Sweet Crude Oil Future December 2021


Trading Metrics calculated at close of trading on 16-Sep-2021
Day Change Summary
Previous Current
15-Sep-2021 16-Sep-2021 Change Change % Previous Week
Open 70.15 71.89 1.74 2.5% 68.59
High 72.39 72.22 -0.17 -0.2% 69.35
Low 70.03 70.87 0.84 1.2% 67.04
Close 71.84 71.91 0.07 0.1% 69.13
Range 2.36 1.35 -1.01 -42.8% 2.31
ATR 1.92 1.88 -0.04 -2.1% 0.00
Volume 177,875 119,383 -58,492 -32.9% 532,297
Daily Pivots for day following 16-Sep-2021
Classic Woodie Camarilla DeMark
R4 75.72 75.16 72.65
R3 74.37 73.81 72.28
R2 73.02 73.02 72.16
R1 72.46 72.46 72.03 72.74
PP 71.67 71.67 71.67 71.81
S1 71.11 71.11 71.79 71.39
S2 70.32 70.32 71.66
S3 68.97 69.76 71.54
S4 67.62 68.41 71.17
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 67.16 5.23 7.3% 1.69 2.4% 91% False False 133,018
10 72.39 67.04 5.35 7.4% 1.78 2.5% 91% False False 132,627
20 72.39 61.11 11.28 15.7% 1.88 2.6% 96% False False 116,020
40 72.39 61.11 11.28 15.7% 1.87 2.6% 96% False False 98,606
60 72.61 61.11 11.50 16.0% 1.94 2.7% 94% False False 96,238
80 72.61 61.11 11.50 16.0% 1.78 2.5% 94% False False 90,618
100 72.61 59.83 12.78 17.8% 1.77 2.5% 95% False False 85,496
120 72.61 56.15 16.46 22.9% 1.74 2.4% 96% False False 81,808
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 False
Bear Hook False
Bull Hook False
Stretch 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 77.96
2.618 75.75
1.618 74.40
1.000 73.57
0.618 73.05
HIGH 72.22
0.618 71.70
0.500 71.55
0.382 71.39
LOW 70.87
0.618 70.04
1.000 69.52
1.618 68.69
2.618 67.34
4.250 65.13
Fisher Pivots for day following 16-Sep-2021
Pivot 1 day 3 day
R1 71.79 71.57
PP 71.67 71.22
S1 71.55 70.88

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

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