NYMEX Light Sweet Crude Oil Future January 2022


Trading Metrics calculated at close of trading on 03-Sep-2021
Day Change Summary
Previous Current
02-Sep-2021 03-Sep-2021 Change Change % Previous Week
Open 67.39 68.79 1.40 2.1% 68.10
High 69.55 69.53 -0.02 0.0% 69.55
Low 66.94 68.25 1.31 2.0% 66.35
Close 69.05 68.46 -0.59 -0.9% 68.46
Range 2.61 1.28 -1.33 -51.0% 3.20
ATR 1.96 1.91 -0.05 -2.5% 0.00
Volume 37,497 28,428 -9,069 -24.2% 154,942
Daily Pivots for day following 03-Sep-2021
Classic Woodie Camarilla DeMark
R4 72.59 71.80 69.16
R3 71.31 70.52 68.81
R2 70.03 70.03 68.69
R1 69.24 69.24 68.58 69.00
PP 68.75 68.75 68.75 68.62
S1 67.96 67.96 68.34 67.72
S2 67.47 67.47 68.23
S3 66.19 66.68 68.11
S4 64.91 65.40 67.76
Weekly Pivots for week ending 03-Sep-2021
Classic Woodie Camarilla DeMark
R4 77.72 76.29 70.22
R3 74.52 73.09 69.34
R2 71.32 71.32 69.05
R1 69.89 69.89 68.75 70.61
PP 68.12 68.12 68.12 68.48
S1 66.69 66.69 68.17 67.41
S2 64.92 64.92 67.87
S3 61.72 63.49 67.58
S4 58.52 60.29 66.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 69.55 66.35 3.20 4.7% 1.70 2.5% 66% False False 30,988
10 69.55 60.77 8.78 12.8% 1.90 2.8% 88% False False 31,000
20 69.55 60.77 8.78 12.8% 1.93 2.8% 88% False False 30,115
40 71.38 60.77 10.61 15.5% 1.93 2.8% 72% False False 28,527
60 71.71 60.77 10.94 16.0% 1.78 2.6% 70% False False 23,941
80 71.71 59.63 12.08 17.6% 1.70 2.5% 73% False False 19,996
100 71.71 58.31 13.40 19.6% 1.60 2.3% 76% False False 17,316
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 74.97
2.618 72.88
1.618 71.60
1.000 70.81
0.618 70.32
HIGH 69.53
0.618 69.04
0.500 68.89
0.382 68.74
LOW 68.25
0.618 67.46
1.000 66.97
1.618 66.18
2.618 64.90
4.250 62.81
Fisher Pivots for day following 03-Sep-2021
Pivot 1 day 3 day
R1 68.89 68.29
PP 68.75 68.12
S1 68.60 67.95

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

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