NYMEX Light Sweet Crude Oil Future January 2022
| Trading Metrics calculated at close of trading on 13-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2021 |
13-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
67.04 |
68.56 |
1.52 |
2.3% |
68.37 |
| High |
68.92 |
69.83 |
0.91 |
1.3% |
68.92 |
| Low |
66.80 |
68.50 |
1.70 |
2.5% |
66.67 |
| Close |
68.72 |
69.37 |
0.65 |
0.9% |
68.72 |
| Range |
2.12 |
1.33 |
-0.79 |
-37.3% |
2.25 |
| ATR |
1.90 |
1.86 |
-0.04 |
-2.1% |
0.00 |
| Volume |
35,997 |
50,851 |
14,854 |
41.3% |
189,916 |
|
| Daily Pivots for day following 13-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
73.22 |
72.63 |
70.10 |
|
| R3 |
71.89 |
71.30 |
69.74 |
|
| R2 |
70.56 |
70.56 |
69.61 |
|
| R1 |
69.97 |
69.97 |
69.49 |
70.27 |
| PP |
69.23 |
69.23 |
69.23 |
69.38 |
| S1 |
68.64 |
68.64 |
69.25 |
68.94 |
| S2 |
67.90 |
67.90 |
69.13 |
|
| S3 |
66.57 |
67.31 |
69.00 |
|
| S4 |
65.24 |
65.98 |
68.64 |
|
|
| Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
74.85 |
74.04 |
69.96 |
|
| R3 |
72.60 |
71.79 |
69.34 |
|
| R2 |
70.35 |
70.35 |
69.13 |
|
| R1 |
69.54 |
69.54 |
68.93 |
69.95 |
| PP |
68.10 |
68.10 |
68.10 |
68.31 |
| S1 |
67.29 |
67.29 |
68.51 |
67.70 |
| S2 |
65.85 |
65.85 |
68.31 |
|
| S3 |
63.60 |
65.04 |
68.10 |
|
| S4 |
61.35 |
62.79 |
67.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
69.83 |
66.67 |
3.16 |
4.6% |
1.72 |
2.5% |
85% |
True |
False |
48,153 |
| 10 |
69.83 |
66.35 |
3.48 |
5.0% |
1.71 |
2.5% |
87% |
True |
False |
39,570 |
| 20 |
69.83 |
60.77 |
9.06 |
13.1% |
1.90 |
2.7% |
95% |
True |
False |
34,724 |
| 40 |
71.07 |
60.77 |
10.30 |
14.8% |
1.93 |
2.8% |
83% |
False |
False |
31,987 |
| 60 |
71.71 |
60.77 |
10.94 |
15.8% |
1.83 |
2.6% |
79% |
False |
False |
27,107 |
| 80 |
71.71 |
59.63 |
12.08 |
17.4% |
1.68 |
2.4% |
81% |
False |
False |
22,591 |
| 100 |
71.71 |
58.46 |
13.25 |
19.1% |
1.63 |
2.4% |
82% |
False |
False |
19,298 |
| 120 |
71.71 |
55.24 |
16.47 |
23.7% |
1.64 |
2.4% |
86% |
False |
False |
17,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
75.48 |
|
2.618 |
73.31 |
|
1.618 |
71.98 |
|
1.000 |
71.16 |
|
0.618 |
70.65 |
|
HIGH |
69.83 |
|
0.618 |
69.32 |
|
0.500 |
69.17 |
|
0.382 |
69.01 |
|
LOW |
68.50 |
|
0.618 |
67.68 |
|
1.000 |
67.17 |
|
1.618 |
66.35 |
|
2.618 |
65.02 |
|
4.250 |
62.85 |
|
|
| Fisher Pivots for day following 13-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
69.30 |
69.00 |
| PP |
69.23 |
68.62 |
| S1 |
69.17 |
68.25 |
|