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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.27
Widest range in 3 trading days
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

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

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