NYMEX Light Sweet Crude Oil Future January 2022


Trading Metrics calculated at close of trading on 15-Sep-2021
Day Change Summary
Previous Current
14-Sep-2021 15-Sep-2021 Change Change % Previous Week
Open 69.47 69.67 0.20 0.3% 68.37
High 70.09 71.84 1.75 2.5% 68.92
Low 68.93 69.58 0.65 0.9% 66.67
Close 69.38 71.26 1.88 2.7% 68.72
Range 1.16 2.26 1.10 94.8% 2.25
ATR 1.81 1.85 0.05 2.6% 0.00
Volume 45,601 69,285 23,684 51.9% 189,916
Daily Pivots for day following 15-Sep-2021
Classic Woodie Camarilla DeMark
R4 77.67 76.73 72.50
R3 75.41 74.47 71.88
R2 73.15 73.15 71.67
R1 72.21 72.21 71.47 72.68
PP 70.89 70.89 70.89 71.13
S1 69.95 69.95 71.05 70.42
S2 68.63 68.63 70.85
S3 66.37 67.69 70.64
S4 64.11 65.43 70.02
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 71.84 66.67 5.17 7.3% 1.80 2.5% 89% True False 50,617
10 71.84 66.35 5.49 7.7% 1.79 2.5% 89% True False 45,946
20 71.84 60.77 11.07 15.5% 1.90 2.7% 95% True False 38,093
40 71.84 60.77 11.07 15.5% 1.84 2.6% 95% True False 32,948
60 71.84 60.77 11.07 15.5% 1.84 2.6% 95% True False 28,627
80 71.84 60.77 11.07 15.5% 1.68 2.4% 95% True False 23,876
100 71.84 58.56 13.28 18.6% 1.65 2.3% 96% True False 20,342
120 71.84 55.89 15.95 22.4% 1.62 2.3% 96% True False 18,201
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 0.33
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 81.45
2.618 77.76
1.618 75.50
1.000 74.10
0.618 73.24
HIGH 71.84
0.618 70.98
0.500 70.71
0.382 70.44
LOW 69.58
0.618 68.18
1.000 67.32
1.618 65.92
2.618 63.66
4.250 59.98
Fisher Pivots for day following 15-Sep-2021
Pivot 1 day 3 day
R1 71.08 70.90
PP 70.89 70.53
S1 70.71 70.17

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

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