NYMEX Light Sweet Crude Oil Future December 2021


Trading Metrics calculated at close of trading on 24-Sep-2021
Day Change Summary
Previous Current
23-Sep-2021 24-Sep-2021 Change Change % Previous Week
Open 71.60 72.91 1.31 1.8% 71.38
High 73.10 73.86 0.76 1.0% 73.86
Low 71.29 72.47 1.18 1.7% 69.05
Close 72.95 73.61 0.66 0.9% 73.61
Range 1.81 1.39 -0.42 -23.2% 4.81
ATR 1.87 1.84 -0.03 -1.8% 0.00
Volume 185,625 152,837 -32,788 -17.7% 740,710
Daily Pivots for day following 24-Sep-2021
Classic Woodie Camarilla DeMark
R4 77.48 76.94 74.37
R3 76.09 75.55 73.99
R2 74.70 74.70 73.86
R1 74.16 74.16 73.74 74.43
PP 73.31 73.31 73.31 73.45
S1 72.77 72.77 73.48 73.04
S2 71.92 71.92 73.36
S3 70.53 71.38 73.23
S4 69.14 69.99 72.85
Weekly Pivots for week ending 24-Sep-2021
Classic Woodie Camarilla DeMark
R4 86.60 84.92 76.26
R3 81.79 80.11 74.93
R2 76.98 76.98 74.49
R1 75.30 75.30 74.05 76.14
PP 72.17 72.17 72.17 72.60
S1 70.49 70.49 73.17 71.33
S2 67.36 67.36 72.73
S3 62.55 65.68 72.29
S4 57.74 60.87 70.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 73.86 69.05 4.81 6.5% 1.82 2.5% 95% True False 148,142
10 73.86 68.89 4.97 6.8% 1.68 2.3% 95% True False 139,951
20 73.86 66.65 7.21 9.8% 1.73 2.4% 97% True False 127,914
40 73.86 61.11 12.75 17.3% 1.93 2.6% 98% True False 109,928
60 73.86 61.11 12.75 17.3% 1.99 2.7% 98% True False 104,161
80 73.86 61.11 12.75 17.3% 1.82 2.5% 98% True False 95,951
100 73.86 59.83 14.03 19.1% 1.78 2.4% 98% True False 90,767
120 73.86 56.88 16.98 23.1% 1.72 2.3% 99% True False 85,476
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.34
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 79.77
2.618 77.50
1.618 76.11
1.000 75.25
0.618 74.72
HIGH 73.86
0.618 73.33
0.500 73.17
0.382 73.00
LOW 72.47
0.618 71.61
1.000 71.08
1.618 70.22
2.618 68.83
4.250 66.56
Fisher Pivots for day following 24-Sep-2021
Pivot 1 day 3 day
R1 73.46 73.10
PP 73.31 72.58
S1 73.17 72.07

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

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