NYMEX Light Sweet Crude Oil Future December 2021
Trading Metrics calculated at close of trading on 27-Sep-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2021 |
27-Sep-2021 |
Change |
Change % |
Previous Week |
Open |
72.91 |
73.83 |
0.92 |
1.3% |
71.38 |
High |
73.86 |
75.35 |
1.49 |
2.0% |
73.86 |
Low |
72.47 |
73.79 |
1.32 |
1.8% |
69.05 |
Close |
73.61 |
75.08 |
1.47 |
2.0% |
73.61 |
Range |
1.39 |
1.56 |
0.17 |
12.2% |
4.81 |
ATR |
1.84 |
1.83 |
-0.01 |
-0.4% |
0.00 |
Volume |
152,837 |
207,113 |
54,276 |
35.5% |
740,710 |
|
Daily Pivots for day following 27-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
79.42 |
78.81 |
75.94 |
|
R3 |
77.86 |
77.25 |
75.51 |
|
R2 |
76.30 |
76.30 |
75.37 |
|
R1 |
75.69 |
75.69 |
75.22 |
76.00 |
PP |
74.74 |
74.74 |
74.74 |
74.89 |
S1 |
74.13 |
74.13 |
74.94 |
74.44 |
S2 |
73.18 |
73.18 |
74.79 |
|
S3 |
71.62 |
72.57 |
74.65 |
|
S4 |
70.06 |
71.01 |
74.22 |
|
|
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 |
75.35 |
69.05 |
6.30 |
8.4% |
1.69 |
2.3% |
96% |
True |
False |
165,349 |
10 |
75.35 |
69.05 |
6.30 |
8.4% |
1.69 |
2.3% |
96% |
True |
False |
147,889 |
20 |
75.35 |
66.65 |
8.70 |
11.6% |
1.74 |
2.3% |
97% |
True |
False |
133,465 |
40 |
75.35 |
61.11 |
14.24 |
19.0% |
1.94 |
2.6% |
98% |
True |
False |
113,454 |
60 |
75.35 |
61.11 |
14.24 |
19.0% |
1.98 |
2.6% |
98% |
True |
False |
105,186 |
80 |
75.35 |
61.11 |
14.24 |
19.0% |
1.82 |
2.4% |
98% |
True |
False |
97,955 |
100 |
75.35 |
59.83 |
15.52 |
20.7% |
1.79 |
2.4% |
98% |
True |
False |
92,077 |
120 |
75.35 |
57.07 |
18.28 |
24.3% |
1.72 |
2.3% |
99% |
True |
False |
86,550 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
81.98 |
2.618 |
79.43 |
1.618 |
77.87 |
1.000 |
76.91 |
0.618 |
76.31 |
HIGH |
75.35 |
0.618 |
74.75 |
0.500 |
74.57 |
0.382 |
74.39 |
LOW |
73.79 |
0.618 |
72.83 |
1.000 |
72.23 |
1.618 |
71.27 |
2.618 |
69.71 |
4.250 |
67.16 |
|
|
Fisher Pivots for day following 27-Sep-2021 |
Pivot |
1 day |
3 day |
R1 |
74.91 |
74.49 |
PP |
74.74 |
73.91 |
S1 |
74.57 |
73.32 |
|