NYMEX Light Sweet Crude Oil Future December 2021


Trading Metrics calculated at close of trading on 01-Oct-2021
Day Change Summary
Previous Current
30-Sep-2021 01-Oct-2021 Change Change % Previous Week
Open 74.47 74.74 0.27 0.4% 73.83
High 75.72 75.68 -0.04 -0.1% 76.26
Low 72.82 73.92 1.10 1.5% 72.82
Close 74.70 75.58 0.88 1.2% 75.58
Range 2.90 1.76 -1.14 -39.3% 3.44
ATR 1.95 1.94 -0.01 -0.7% 0.00
Volume 239,145 169,247 -69,898 -29.2% 963,094
Daily Pivots for day following 01-Oct-2021
Classic Woodie Camarilla DeMark
R4 80.34 79.72 76.55
R3 78.58 77.96 76.06
R2 76.82 76.82 75.90
R1 76.20 76.20 75.74 76.51
PP 75.06 75.06 75.06 75.22
S1 74.44 74.44 75.42 74.75
S2 73.30 73.30 75.26
S3 71.54 72.68 75.10
S4 69.78 70.92 74.61
Weekly Pivots for week ending 01-Oct-2021
Classic Woodie Camarilla DeMark
R4 85.21 83.83 77.47
R3 81.77 80.39 76.53
R2 78.33 78.33 76.21
R1 76.95 76.95 75.90 77.64
PP 74.89 74.89 74.89 75.23
S1 73.51 73.51 75.26 74.20
S2 71.45 71.45 74.95
S3 68.01 70.07 74.63
S4 64.57 66.63 73.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 76.26 72.82 3.44 4.6% 2.13 2.8% 80% False False 192,618
10 76.26 69.05 7.21 9.5% 1.97 2.6% 91% False False 170,380
20 76.26 67.04 9.22 12.2% 1.81 2.4% 93% False False 149,633
40 76.26 61.11 15.15 20.0% 1.93 2.6% 96% False False 122,555
60 76.26 61.11 15.15 20.0% 1.96 2.6% 96% False False 110,518
80 76.26 61.11 15.15 20.0% 1.88 2.5% 96% False False 104,621
100 76.26 59.83 16.43 21.7% 1.82 2.4% 96% False False 97,203
120 76.26 58.73 17.53 23.2% 1.76 2.3% 96% False False 90,840
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 83.16
2.618 80.29
1.618 78.53
1.000 77.44
0.618 76.77
HIGH 75.68
0.618 75.01
0.500 74.80
0.382 74.59
LOW 73.92
0.618 72.83
1.000 72.16
1.618 71.07
2.618 69.31
4.250 66.44
Fisher Pivots for day following 01-Oct-2021
Pivot 1 day 3 day
R1 75.32 75.14
PP 75.06 74.71
S1 74.80 74.27

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

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