NYMEX Light Sweet Crude Oil Future December 2021


Trading Metrics calculated at close of trading on 21-Sep-2021
Day Change Summary
Previous Current
20-Sep-2021 21-Sep-2021 Change Change % Previous Week
Open 71.38 70.04 -1.34 -1.9% 69.10
High 71.48 71.07 -0.41 -0.6% 72.39
Low 69.31 69.05 -0.26 -0.4% 68.89
Close 69.73 70.14 0.41 0.6% 71.38
Range 2.17 2.02 -0.15 -6.9% 3.50
ATR 1.87 1.88 0.01 0.6% 0.00
Volume 121,075 134,274 13,199 10.9% 658,807
Daily Pivots for day following 21-Sep-2021
Classic Woodie Camarilla DeMark
R4 76.15 75.16 71.25
R3 74.13 73.14 70.70
R2 72.11 72.11 70.51
R1 71.12 71.12 70.33 71.62
PP 70.09 70.09 70.09 70.33
S1 69.10 69.10 69.95 69.60
S2 68.07 68.07 69.77
S3 66.05 67.08 69.58
S4 64.03 65.06 69.03
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 69.05 3.34 4.8% 1.86 2.7% 33% False True 132,047
10 72.39 67.04 5.35 7.6% 1.76 2.5% 58% False False 133,078
20 72.39 64.75 7.64 10.9% 1.74 2.5% 71% False False 118,028
40 72.39 61.11 11.28 16.1% 1.89 2.7% 80% False False 102,358
60 72.61 61.11 11.50 16.4% 1.98 2.8% 79% False False 98,991
80 72.61 61.11 11.50 16.4% 1.81 2.6% 79% False False 92,595
100 72.61 59.83 12.78 18.2% 1.79 2.5% 81% False False 87,468
120 72.61 56.15 16.46 23.5% 1.74 2.5% 85% False False 83,607
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 79.66
2.618 76.36
1.618 74.34
1.000 73.09
0.618 72.32
HIGH 71.07
0.618 70.30
0.500 70.06
0.382 69.82
LOW 69.05
0.618 67.80
1.000 67.03
1.618 65.78
2.618 63.76
4.250 60.47
Fisher Pivots for day following 21-Sep-2021
Pivot 1 day 3 day
R1 70.11 70.55
PP 70.09 70.41
S1 70.06 70.28

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

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