NYMEX Light Sweet Crude Oil Future December 2021


Trading Metrics calculated at close of trading on 28-Sep-2021
Day Change Summary
Previous Current
27-Sep-2021 28-Sep-2021 Change Change % Previous Week
Open 73.83 75.05 1.22 1.7% 71.38
High 75.35 76.26 0.91 1.2% 73.86
Low 73.79 73.86 0.07 0.1% 69.05
Close 75.08 74.90 -0.18 -0.2% 73.61
Range 1.56 2.40 0.84 53.8% 4.81
ATR 1.83 1.87 0.04 2.2% 0.00
Volume 207,113 177,681 -29,432 -14.2% 740,710
Daily Pivots for day following 28-Sep-2021
Classic Woodie Camarilla DeMark
R4 82.21 80.95 76.22
R3 79.81 78.55 75.56
R2 77.41 77.41 75.34
R1 76.15 76.15 75.12 75.58
PP 75.01 75.01 75.01 74.72
S1 73.75 73.75 74.68 73.18
S2 72.61 72.61 74.46
S3 70.21 71.35 74.24
S4 67.81 68.95 73.58
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 76.26 70.27 5.99 8.0% 1.77 2.4% 77% True False 174,031
10 76.26 69.05 7.21 9.6% 1.82 2.4% 81% True False 153,039
20 76.26 66.65 9.61 12.8% 1.77 2.4% 86% True False 137,628
40 76.26 61.11 15.15 20.2% 1.93 2.6% 91% True False 116,045
60 76.26 61.11 15.15 20.2% 2.00 2.7% 91% True False 106,859
80 76.26 61.11 15.15 20.2% 1.84 2.5% 91% True False 99,539
100 76.26 59.83 16.43 21.9% 1.80 2.4% 92% True False 93,273
120 76.26 57.12 19.14 25.6% 1.73 2.3% 93% True False 87,382
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 86.46
2.618 82.54
1.618 80.14
1.000 78.66
0.618 77.74
HIGH 76.26
0.618 75.34
0.500 75.06
0.382 74.78
LOW 73.86
0.618 72.38
1.000 71.46
1.618 69.98
2.618 67.58
4.250 63.66
Fisher Pivots for day following 28-Sep-2021
Pivot 1 day 3 day
R1 75.06 74.72
PP 75.01 74.54
S1 74.95 74.37

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

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