NYMEX Light Sweet Crude Oil Future December 2021
Trading Metrics calculated at close of trading on 20-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2021 |
20-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
71.90 |
71.38 |
-0.52 |
-0.7% |
69.10 |
High |
72.04 |
71.48 |
-0.56 |
-0.8% |
72.39 |
Low |
70.64 |
69.31 |
-1.33 |
-1.9% |
68.89 |
Close |
71.38 |
69.73 |
-1.65 |
-2.3% |
71.38 |
Range |
1.40 |
2.17 |
0.77 |
55.0% |
3.50 |
ATR |
1.85 |
1.87 |
0.02 |
1.3% |
0.00 |
Volume |
107,631 |
121,075 |
13,444 |
12.5% |
658,807 |
|
Daily Pivots for day following 20-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
76.68 |
75.38 |
70.92 |
|
R3 |
74.51 |
73.21 |
70.33 |
|
R2 |
72.34 |
72.34 |
70.13 |
|
R1 |
71.04 |
71.04 |
69.93 |
70.61 |
PP |
70.17 |
70.17 |
70.17 |
69.96 |
S1 |
68.87 |
68.87 |
69.53 |
68.44 |
S2 |
68.00 |
68.00 |
69.33 |
|
S3 |
65.83 |
66.70 |
69.13 |
|
S4 |
63.66 |
64.53 |
68.54 |
|
|
Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
81.39 |
79.88 |
73.31 |
|
R3 |
77.89 |
76.38 |
72.34 |
|
R2 |
74.39 |
74.39 |
72.02 |
|
R1 |
72.88 |
72.88 |
71.70 |
73.64 |
PP |
70.89 |
70.89 |
70.89 |
71.26 |
S1 |
69.38 |
69.38 |
71.06 |
70.14 |
S2 |
67.39 |
67.39 |
70.74 |
|
S3 |
63.89 |
65.88 |
70.42 |
|
S4 |
60.39 |
62.38 |
69.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
72.39 |
69.31 |
3.08 |
4.4% |
1.69 |
2.4% |
14% |
False |
True |
130,428 |
10 |
72.39 |
67.04 |
5.35 |
7.7% |
1.74 |
2.5% |
50% |
False |
False |
131,217 |
20 |
72.39 |
61.11 |
11.28 |
16.2% |
1.85 |
2.6% |
76% |
False |
False |
117,072 |
40 |
72.39 |
61.11 |
11.28 |
16.2% |
1.89 |
2.7% |
76% |
False |
False |
100,670 |
60 |
72.61 |
61.11 |
11.50 |
16.5% |
1.97 |
2.8% |
75% |
False |
False |
97,917 |
80 |
72.61 |
61.11 |
11.50 |
16.5% |
1.80 |
2.6% |
75% |
False |
False |
91,612 |
100 |
72.61 |
59.83 |
12.78 |
18.3% |
1.78 |
2.6% |
77% |
False |
False |
86,708 |
120 |
72.61 |
56.15 |
16.46 |
23.6% |
1.74 |
2.5% |
83% |
False |
False |
82,938 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
80.70 |
2.618 |
77.16 |
1.618 |
74.99 |
1.000 |
73.65 |
0.618 |
72.82 |
HIGH |
71.48 |
0.618 |
70.65 |
0.500 |
70.40 |
0.382 |
70.14 |
LOW |
69.31 |
0.618 |
67.97 |
1.000 |
67.14 |
1.618 |
65.80 |
2.618 |
63.63 |
4.250 |
60.09 |
|
|
Fisher Pivots for day following 20-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
70.40 |
70.77 |
PP |
70.17 |
70.42 |
S1 |
69.95 |
70.08 |
|