NYMEX Light Sweet Crude Oil Future December 2021


Trading Metrics calculated at close of trading on 30-Sep-2021
Day Change Summary
Previous Current
29-Sep-2021 30-Sep-2021 Change Change % Previous Week
Open 73.95 74.47 0.52 0.7% 71.38
High 75.39 75.72 0.33 0.4% 73.86
Low 73.37 72.82 -0.55 -0.7% 69.05
Close 74.50 74.70 0.20 0.3% 73.61
Range 2.02 2.90 0.88 43.6% 4.81
ATR 1.88 1.95 0.07 3.9% 0.00
Volume 169,908 239,145 69,237 40.7% 740,710
Daily Pivots for day following 30-Sep-2021
Classic Woodie Camarilla DeMark
R4 83.11 81.81 76.30
R3 80.21 78.91 75.50
R2 77.31 77.31 75.23
R1 76.01 76.01 74.97 76.66
PP 74.41 74.41 74.41 74.74
S1 73.11 73.11 74.43 73.76
S2 71.51 71.51 74.17
S3 68.61 70.21 73.90
S4 65.71 67.31 73.11
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 72.47 3.79 5.1% 2.05 2.7% 59% False False 189,336
10 76.26 69.05 7.21 9.7% 1.94 2.6% 78% False False 164,218
20 76.26 67.04 9.22 12.3% 1.86 2.5% 83% False False 148,423
40 76.26 61.11 15.15 20.3% 1.93 2.6% 90% False False 120,357
60 76.26 61.11 15.15 20.3% 1.97 2.6% 90% False False 109,115
80 76.26 61.11 15.15 20.3% 1.87 2.5% 90% False False 103,286
100 76.26 59.83 16.43 22.0% 1.82 2.4% 91% False False 96,150
120 76.26 58.05 18.21 24.4% 1.75 2.3% 91% False False 89,895
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 88.05
2.618 83.31
1.618 80.41
1.000 78.62
0.618 77.51
HIGH 75.72
0.618 74.61
0.500 74.27
0.382 73.93
LOW 72.82
0.618 71.03
1.000 69.92
1.618 68.13
2.618 65.23
4.250 60.50
Fisher Pivots for day following 30-Sep-2021
Pivot 1 day 3 day
R1 74.56 74.65
PP 74.41 74.59
S1 74.27 74.54

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

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