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
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 0.33
Widest range in 2 trading days
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

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

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